Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DTMVX (TAX-MANAGED U.S. TARGETED VALUE PORTFOLIO TAX-MANAGED U.S. TARGETED VALUE PORTFOLIO) | NA | 77.67% | 9.67% | 12.34% | 11.78% | 8.31% | 9.52% | … | … |
Data as of 06/23/2021, Common starting date is 01/19/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DTMVX (TAX-MANAGED U.S. TARGETED VALUE PORTFOLIO TAX-MANAGED U.S. TARGETED VALUE PORTFOLIO) | 01/19/1999 | 06/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 77.67 | 9.67 | 12.34 | 11.78 | 8.31 | 9.52 | … | … | 30.61 | 2.28 | 22.11 | -16.24 | 11.08 | 23.84 | -3.32 | 4.20 | 43.86 | 20.89 | -5.77 | 30.43 | 27.64 | -37.76 | -8.55 | 18.85 | 8.17 | 21.74 | 56.36 | -18.80 | 19.86 | 11.88 | 7.73 |
| Sharpe Ratio | NA | 3.11 | 0.26 | 0.44 | 0.49 | NA | NA | … | … | 3.34 | 0.04 | 1.22 | -1.01 | 0.85 | 1.33 | -0.21 | 0.28 | 3.03 | 1.25 | -0.18 | 1.17 | 0.70 | -0.86 | -0.59 | 0.96 | 0.40 | 1.26 | 3.11 | -0.82 | 0.90 | 0.45 | 0.45 |
| Standard Deviation(%) | NA | 25.00 | 31.51 | 26.08 | 23.30 | NA | NA | … | … | 22.78 | 47.48 | 16.98 | 17.45 | 12.38 | 17.73 | 16.05 | 14.86 | 14.46 | 16.81 | 32.41 | 25.85 | 39.52 | 44.60 | 19.55 | 16.35 | 15.18 | 16.52 | 17.92 | 24.26 | 19.85 | 17.29 | 10.73 |
| Draw Down(%) | NA | 10.04 | 49.63 | 49.63 | 49.63 | NA | NA | … | … | 7.75 | 47.56 | 12.77 | 26.73 | 6.62 | 13.27 | 13.45 | 13.32 | 6.01 | 13.45 | 30.39 | 22.29 | 38.46 | 52.53 | 19.45 | 14.05 | 11.31 | 12.51 | 14.95 | 38.83 | 24.27 | 10.27 | 13.47 |
| Yield(%) | 0.00 | 1.94 | 2.76 | 4.14 | 5.27 | 4.39 | 6.39 | … | … | 0.37 | 1.40 | 3.52 | 4.17 | 5.20 | 4.83 | 4.73 | 4.54 | 4.27 | 4.11 | 0.63 | 0.82 | 0.94 | 1.13 | 6.53 | 11.11 | 9.53 | 2.41 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/23/2021, Common starting date is 01/19/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTMVX (TAX-MANAGED U.S. TARGETED VALUE PORTFOLIO TAX-MANAGED U.S. TARGETED VALUE PORTFOLIO) |
-22.44%
Feb 2006 – Feb 2009 |
-8.90%
Feb 2004 – Feb 2009 |
3.07%
Feb 1999 – Feb 2009 |
4.03%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTMVX (TAX-MANAGED U.S. TARGETED VALUE PORTFOLIO TAX-MANAGED U.S. TARGETED VALUE PORTFOLIO) |
35.95%
Mar 2003 – Mar 2006 |
29.62%
Feb 2009 – Feb 2014 |
17.27%
Feb 2009 – Feb 2019 |
12.10%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart