Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRIMX (Dimensional 2005 Target Date Ret Income) | NA | 8.52% | 4.73% | NA | NA | NA | NA | … | … |
Data as of 02/18/2020, Common starting date is 11/05/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRIMX (Dimensional 2005 Target Date Ret Income) | 11/05/2015 | 02/18/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.52 | 4.73 | NA | NA | NA | NA | … | … | 1.37 | 10.43 | -2.25 | 7.26 | 5.51 | -1.26 |
| Sharpe Ratio | NA | 2.71 | 1.22 | NA | NA | NA | NA | … | … | 4.96 | 3.10 | -1.07 | 2.46 | 1.19 | -1.98 |
| Standard Deviation(%) | NA | 2.77 | 2.99 | NA | NA | NA | NA | … | … | 2.06 | 2.91 | 3.35 | 2.70 | 4.45 | 4.14 |
| Draw Down(%) | NA | 0.90 | 4.67 | NA | NA | NA | NA | … | … | 0.27 | 0.90 | 4.67 | 1.34 | 2.50 | 2.10 |
| Yield(%) | 0.00 | 3.29 | 2.64 | 2.10 | 1.05 | 0.70 | 0.53 | … | … | 1.00 | 2.31 | 2.03 | 2.57 | 2.14 | 0.14 |
Data as of 02/18/2020, Common starting date is 11/05/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRIMX (Dimensional 2005 Target Date Ret Income) |
3.42%
Dec 2015 – Dec 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRIMX (Dimensional 2005 Target Date Ret Income) |
5.01%
Dec 2016 – Dec 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart