Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DTMEX (TAX-MANAGED U.S. EQUITY PORTFOLIO TAX-MANAGED U.S. EQUITY PORTFOLIO) | NA | 40.38% | 18.00% | 17.33% | 14.81% | 10.71% | NA | 9.59% |
Data as of 06/23/2021, AR inception is 10/29/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DTMEX (TAX-MANAGED U.S. EQUITY PORTFOLIO TAX-MANAGED U.S. EQUITY PORTFOLIO) | 10/29/2001 | 06/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 40.38 | 18.00 | 17.33 | 14.81 | 10.71 | NA | 9.59 | 13.36 | 20.66 | 30.92 | -5.39 | 21.44 | 12.68 | 0.46 | 11.99 | 34.17 | 15.99 | 1.18 | 16.80 | 24.15 | -35.53 | 5.25 | 14.39 | 6.26 | 11.41 | 29.77 | -26.42 | 9.02 |
| Sharpe Ratio | NA | 2.53 | 0.71 | 0.85 | 0.81 | NA | NA | 0.43 | 2.15 | 0.58 | 2.28 | -0.39 | 2.94 | 0.92 | 0.03 | 1.02 | 3.03 | 1.23 | 0.05 | 0.90 | 0.92 | -0.91 | 0.14 | 1.05 | 0.39 | 0.90 | 1.69 | -1.04 | 3.51 |
| Standard Deviation(%) | NA | 15.97 | 23.42 | 19.47 | 17.83 | NA | NA | 19.59 | 14.12 | 34.85 | 12.95 | 17.21 | 7.10 | 13.47 | 15.44 | 11.80 | 11.27 | 13.11 | 24.08 | 18.47 | 26.10 | 39.74 | 15.90 | 10.58 | 10.56 | 11.65 | 17.22 | 26.51 | 18.45 |
| Draw Down(%) | NA | 9.52 | 34.56 | 34.56 | 34.56 | NA | NA | 53.83 | 4.64 | 34.56 | 7.03 | 20.42 | 2.89 | 10.97 | 12.19 | 7.83 | 5.36 | 10.02 | 19.92 | 16.05 | 26.25 | 46.65 | 9.90 | 8.56 | 6.99 | 8.52 | 13.38 | 35.95 | 4.50 |
| Yield(%) | 0.00 | 1.62 | 1.87 | 2.21 | 2.97 | 2.67 | 2.58 | 2.71 | 0.29 | 1.60 | 1.91 | 1.84 | 1.90 | 1.94 | 1.81 | 1.77 | 1.98 | 2.16 | 1.72 | 1.74 | 2.07 | 1.72 | 1.67 | 1.52 | 1.31 | 1.28 | 0.00 | 0.00 | 0.00 |
Data as of 06/23/2021, AR inception is 10/29/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTMEX (TAX-MANAGED U.S. EQUITY PORTFOLIO TAX-MANAGED U.S. EQUITY PORTFOLIO) |
-14.78%
Feb 2006 - Feb 2009 |
-6.06%
Feb 2004 - Feb 2009 |
2.56%
Dec 2001 - Dec 2011 |
6.39%
Nov 2001 - Nov 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTMEX (TAX-MANAGED U.S. EQUITY PORTFOLIO TAX-MANAGED U.S. EQUITY PORTFOLIO) |
24.90%
Feb 2009 - Feb 2012 |
22.88%
Feb 2009 - Feb 2014 |
16.31%
Feb 2009 - Feb 2019 |
10.62%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart