Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 10/24/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DSEPX (DOMINI IMPACT EQUITY FUND CLASS A SHARES) | NA | 28.20% | 0.74% | 10.72% | 7.87% | 9.92% | NA | 7.16% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DSEPX (DOMINI IMPACT EQUITY FUND CLASS A SHARES) | 06/13/2005 | 10/24/2024 |
The return data shown below all have the same latest date: 10/24/2024.
AR inception is since 06/13/2005.
AR inception is since 06/13/2005.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 28.20 | 0.74 | 10.72 | 7.87 | 9.92 | NA | 7.16 | 13.02 | 27.49 | -26.96 | 14.54 | 27.92 | 31.64 | -15.79 | 15.57 | 11.20 | -6.89 | 14.85 | 32.93 | 11.40 | 0.85 | 12.53 | 35.52 | -37.72 | -3.35 | 11.20 | 3.84 |
| Sharpe Ratio | NA | 1.97 | -0.15 | 0.39 | 0.35 | NA | NA | 0.29 | 0.86 | 1.69 | -1.07 | 0.94 | 0.83 | 2.29 | -0.94 | 1.97 | 0.76 | -0.45 | 1.28 | 2.85 | 0.89 | 0.04 | 0.68 | 1.23 | -0.97 | -0.37 | 0.78 | 0.46 |
| Standard Deviation(%) | NA | 10.94 | 18.77 | 21.66 | 18.39 | NA | NA | 19.73 | 10.57 | 13.91 | 26.67 | 15.52 | 33.11 | 13.22 | 18.25 | 7.61 | 14.49 | 15.49 | 11.61 | 11.52 | 12.89 | 23.38 | 18.27 | 28.75 | 39.77 | 17.24 | 10.26 | 9.89 |
| Draw Down(%) | NA | 6.35 | 34.84 | 34.84 | 34.84 | NA | NA | 58.90 | 6.35 | 11.12 | 30.52 | 10.59 | 30.82 | 7.07 | 25.73 | 3.36 | 11.82 | 14.23 | 8.20 | 6.90 | 10.82 | 19.08 | 15.01 | 27.57 | 48.84 | 16.55 | 7.94 | 6.46 |
| Yield(%) | 0.00 | 0.34 | 0.23 | 0.81 | 10.16 | 12.62 | 8.21 | 8.65 | 0.21 | 0.54 | 0.12 | 0.16 | 0.66 | 3.18 | 52.76 | 39.21 | 18.38 | 25.58 | 32.39 | 3.08 | 4.00 | 3.44 | 1.53 | 3.48 | 0.89 | 0.88 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DSEPX (DOMINI IMPACT EQUITY FUND CLASS A SHARES) |
-18.75%
Feb 2006 - Feb 2009 |
-2.98%
Aug 2005 - Aug 2010 |
4.12%
Jan 2006 - Jan 2016 |
5.01%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DSEPX (DOMINI IMPACT EQUITY FUND CLASS A SHARES) |
28.22%
Feb 2009 - Feb 2012 |
23.15%
Feb 2009 - Feb 2014 |
13.56%
Feb 2009 - Feb 2019 |
12.82%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart