Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DTMMX (TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO) | NA | 15.55% | 14.82% | 10.24% | 13.08% | 7.94% | 8.13% | 8.29% |
Data as of 01/07/2022, AR inception is 02/25/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DTMMX (TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO) | 02/25/1999 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.55 | 14.82 | 10.24 | 13.08 | 7.94 | 8.13 | 8.29 | 0.00 | 20.64 | 1.65 | 26.96 | -10.23 | 17.01 | 17.16 | -2.74 | 9.93 | 40.31 | 22.23 | -3.07 | 21.57 | 31.07 | -41.58 | -1.81 | 19.22 | 13.07 | 18.05 | 36.37 | -27.60 | 0.51 | 9.20 | 7.49 |
| Sharpe Ratio | NA | 1.21 | 0.57 | 0.44 | 0.70 | NA | NA | 0.31 | NA | 1.61 | 0.04 | 1.87 | -0.69 | 2.01 | 1.12 | -0.17 | 0.78 | 3.17 | 1.51 | -0.11 | 0.97 | 0.78 | -0.88 | -0.28 | 1.37 | 0.92 | 1.37 | 1.98 | -1.08 | -0.09 | 0.28 | 0.43 |
| Standard Deviation(%) | NA | 12.85 | 25.07 | 21.22 | 18.12 | NA | NA | 22.04 | NA | 13.77 | 39.22 | 13.68 | 16.75 | 8.20 | 15.05 | 16.23 | 12.75 | 12.72 | 14.82 | 27.83 | 22.22 | 39.49 | 48.03 | 17.44 | 11.63 | 11.89 | 12.48 | 18.06 | 26.60 | 20.86 | 18.13 | 12.97 |
| Draw Down(%) | NA | 6.31 | 40.73 | 40.73 | 40.73 | NA | NA | 66.17 | NA | 6.66 | 40.73 | 8.77 | 21.17 | 4.25 | 12.54 | 13.85 | 10.06 | 5.41 | 12.46 | 26.66 | 19.07 | 37.15 | 55.27 | 16.40 | 9.69 | 7.73 | 7.88 | 16.04 | 39.44 | 28.08 | 13.57 | 16.87 |
| Yield(%) | 0.00 | 1.38 | 2.44 | 3.56 | 5.07 | 3.34 | 3.89 | 4.27 | 0.00 | 1.45 | 1.70 | 3.63 | 4.83 | 5.24 | 4.61 | 1.68 | 1.55 | 1.67 | 2.17 | 1.49 | 1.34 | 1.89 | 1.81 | 2.86 | 1.49 | 1.38 | 0.91 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/07/2022, AR inception is 02/25/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTMMX (TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO) |
-21.22%
Feb 2006 - Feb 2009 |
-8.03%
Feb 2004 - Feb 2009 |
-1.54%
Mar 1999 - Mar 2009 |
5.52%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTMMX (TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO) |
31.50%
Feb 2009 - Feb 2012 |
28.51%
Feb 2009 - Feb 2014 |
17.95%
Feb 2009 - Feb 2019 |
11.60%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart