Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRQCX (Dreman Market Over-Reaction C) | NA | -0.14% | -1.82% | NA | NA | NA | NA | … | … |
Data as of 01/09/2013, Common starting date is 11/24/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRQCX (Dreman Market Over-Reaction C) | 11/24/2009 | 01/09/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.14 | -1.82 | NA | NA | NA | NA | … | … | 0.00 | 2.09 | -11.21 | 8.12 | -0.59 |
| Sharpe Ratio | NA | -0.01 | -0.07 | NA | NA | NA | NA | … | … | 0.00 | 0.10 | -0.40 | 0.34 | -0.37 |
| Standard Deviation(%) | NA | 20.90 | 24.33 | NA | NA | NA | NA | … | … | NA | 21.25 | 28.10 | 23.35 | 15.87 |
| Draw Down(%) | NA | 19.19 | 28.01 | NA | NA | NA | NA | … | … | 0.00 | 19.19 | 27.37 | 13.70 | 2.69 |
| Yield(%) | 0.00 | 0.00 | 4.19 | 2.59 | 1.30 | 0.86 | 0.65 | … | … | 0.00 | 0.00 | 2.05 | 11.02 | 0.00 |
Data as of 01/09/2013, Common starting date is 11/24/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRQCX (Dreman Market Over-Reaction C) |
-0.67%
Dec 2009 – Dec 2012 |
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 |
|---|---|---|---|---|
| DRQCX (Dreman Market Over-Reaction C) |
-0.67%
Dec 2009 – Dec 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart