Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
DSC (SPDR DJ Wilshire Small Cap) | NA | 31.37% | 4.63% | 5.10% | NA | NA | NA | 6.07% |
Data as of 12/17/2010, AR inception is 11/16/2005
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
DSC (SPDR DJ Wilshire Small Cap) | 11/16/2005 | 12/17/2010 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.66 | 31.37 | 4.63 | 5.10 | NA | NA | NA | 6.07 | 27.04 | 41.34 | -37.93 | 1.85 | 14.50 | 3.28 |
Sharpe Ratio | NA | 1.29 | 0.10 | 0.10 | NA | NA | NA | 0.13 | 1.15 | 1.18 | -0.65 | -0.07 | 0.73 | 2.63 |
Standard Deviation(%) | NA | 24.23 | 41.84 | 34.78 | NA | NA | NA | 33.75 | 24.46 | 34.91 | 59.76 | 17.96 | 15.43 | 10.80 |
Draw Down(%) | NA | 20.25 | 64.82 | 64.82 | NA | NA | NA | 64.82 | 20.25 | 31.82 | 61.69 | 13.23 | 13.20 | 2.19 |
Yield(%) | 0.00 | 0.87 | 1.03 | 1.14 | 0.61 | 0.41 | 0.31 | 1.22 | 1.13 | 1.68 | 1.13 | 1.43 | 1.11 | 0.15 |
Data as of 12/17/2010, AR inception is 11/16/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DSC (SPDR DJ Wilshire Small Cap) |
-18.78%
Feb 2006 - Feb 2009 |
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 |
---|---|---|---|---|
DSC (SPDR DJ Wilshire Small Cap) |
0.95%
Nov 2007 - Nov 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart