Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DPIEX (THE INTERNATIONAL EQUITY PORTFOLIO DPT CLASS) | NA | -5.80% | 6.56% | 1.58% | 9.43% | 5.22% | 5.71% | … | … |
Data as of 03/08/2019, Common starting date is 06/29/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DPIEX (THE INTERNATIONAL EQUITY PORTFOLIO DPT CLASS) | 06/29/1992 | 03/08/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.84 | -5.80 | 6.56 | 1.58 | 9.43 | 5.22 | 5.71 | … | … | 6.05 | -11.74 | 21.42 | 4.02 | -3.93 | -2.83 | 22.13 | 9.53 | -3.76 | 2.57 | 21.38 | -36.95 | 11.38 | 30.34 | 12.84 | 21.03 | 41.64 | -8.38 | -9.92 | 0.49 | 17.41 | 10.01 | 5.12 | 20.35 | 11.78 | 1.14 | 28.67 | -2.84 |
| Sharpe Ratio | NA | -0.61 | 0.46 | 0.08 | 0.53 | NA | NA | … | … | 3.12 | -1.05 | 2.75 | 0.22 | -0.25 | -0.25 | 1.80 | 0.58 | -0.15 | 0.13 | 0.83 | -0.91 | 0.49 | 2.09 | 1.09 | 1.63 | 2.73 | -0.48 | -0.77 | -0.28 | 1.17 | 0.39 | 0.12 | 2.36 | 1.05 | -0.21 | 3.15 | -0.62 |
| Standard Deviation(%) | NA | 11.89 | 12.42 | 13.40 | 16.72 | NA | NA | … | … | 11.64 | 12.40 | 7.59 | 17.68 | 15.95 | 11.27 | 12.31 | 16.35 | 25.13 | 19.57 | 25.59 | 41.36 | 17.07 | 13.01 | 9.84 | 12.29 | 15.01 | 19.90 | 16.24 | 12.58 | 12.16 | 16.93 | 12.80 | 7.08 | 7.54 | 8.47 | 8.40 | 12.18 |
| Draw Down(%) | NA | 14.85 | 19.38 | 22.80 | 22.80 | NA | NA | … | … | 2.52 | 19.38 | 4.01 | 9.82 | 17.57 | 14.19 | 8.33 | 15.68 | 21.03 | 19.02 | 28.14 | 48.54 | 11.41 | 12.19 | 6.20 | 8.99 | 14.32 | 24.64 | 25.08 | 11.94 | 8.16 | 21.10 | 14.46 | 4.69 | 3.63 | 8.67 | 4.14 | 8.39 |
| Yield(%) | 0.00 | 5.30 | 4.20 | 3.44 | 6.17 | 6.31 | 6.38 | … | … | 0.00 | 5.24 | 3.59 | 2.38 | 2.61 | 4.55 | 3.24 | 4.32 | 4.04 | 3.21 | 3.70 | 13.79 | 11.60 | 16.32 | 5.51 | 1.51 | 2.85 | 3.07 | 2.00 | 20.61 | 2.74 | 2.51 | 5.05 | 3.94 | 4.03 | 1.39 | 1.66 | 3.22 |
Data as of 03/08/2019, Common starting date is 06/29/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DPIEX (THE INTERNATIONAL EQUITY PORTFOLIO DPT CLASS) |
-13.06%
Jun 2007 – Jun 2010 |
-6.65%
May 2007 – May 2012 |
0.82%
Nov 2006 – Nov 2016 |
4.84%
May 1997 – May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DPIEX (THE INTERNATIONAL EQUITY PORTFOLIO DPT CLASS) |
30.55%
Mar 2003 – Mar 2006 |
24.50%
Sep 2002 – Sep 2007 |
12.19%
Oct 1997 – Oct 2007 |
12.70%
Oct 1992 – Oct 2007 |
Annualized Rolling Returns Comparison Chart