Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/17/2010.
Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
---|---|---|---|---|---|---|---|---|
DSG | 1.73% | NA | 36.11% | 5.44% | 6.88% | 3.82% | NA | NA |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
DSG | 10/03/2000 | 12/17/2010 |
The return data shown below all have the same latest date: 12/17/2010.
AR inception is since 10/03/2000.
AR inception is since 10/03/2000.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.70 | 36.11 | 5.44 | 6.88 | 3.82 | NA | NA | 1.73 | 31.38 | 47.15 | -41.36 | 7.72 | 13.35 | 8.77 | 14.84 | 47.79 | -38.72 | -8.71 | -16.98 |
Sharpe Ratio | NA | 1.47 | 0.15 | 0.17 | 0.09 | NA | NA | 0.01 | 1.32 | 1.41 | -1.00 | 0.27 | 0.63 | 0.49 | 0.93 | 2.36 | -1.18 | -0.35 | -1.25 |
Standard Deviation(%) | NA | 24.48 | 34.57 | 29.00 | 27.08 | NA | NA | 27.26 | 24.71 | 33.31 | 42.33 | 17.45 | 16.11 | 13.54 | 14.98 | 19.96 | 33.85 | 31.88 | 46.21 |
Draw Down(%) | NA | 19.04 | 57.27 | 59.56 | 59.56 | NA | NA | 61.79 | 19.04 | 28.65 | 54.58 | 12.02 | 16.23 | 9.06 | 13.57 | 15.93 | 51.48 | 39.78 | 24.79 |
Yield(%) | 0.00 | 0.14 | 0.82 | 0.67 | 0.45 | 0.24 | 0.18 | 0.37 | 0.29 | 0.59 | 0.42 | 1.94 | 0.12 | 0.42 | 0.55 | 0.29 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DSG (DSG) |
-17.71%
Feb 2006 - Feb 2009 |
-6.41%
Feb 2004 - Feb 2009 |
3.37%
Nov 2000 - Nov 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DSG (DSG) |
29.23%
Mar 2003 - Mar 2006 |
20.39%
Sep 2002 - Sep 2007 |
3.37%
Nov 2000 - Nov 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart