Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DTQ (DTE Energy Company SUB DEB 62) | NA | -1.87% | -0.11% | 1.25% | NA | NA | NA | … | … |
Data as of 10/21/2020, Common starting date is 10/04/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DTQ (DTE Energy Company SUB DEB 62) | 10/04/2012 | 10/21/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.87 | -0.11 | 1.25 | NA | NA | NA | … | … | -1.53 | 12.65 | -9.92 | 4.85 | -0.98 | 0.85 | 35.18 | -19.04 | 1.12 |
| Sharpe Ratio | NA | -0.08 | -0.06 | 0.03 | NA | NA | NA | … | … | -0.07 | 1.24 | -1.00 | 0.62 | -0.10 | 0.09 | 3.32 | -1.58 | 1.36 |
| Standard Deviation(%) | NA | 28.34 | 18.37 | 15.59 | NA | NA | NA | … | … | 31.47 | 9.16 | 11.21 | 6.88 | 12.01 | 8.74 | 10.58 | 12.10 | 3.58 |
| Draw Down(%) | NA | 25.18 | 25.18 | 25.47 | NA | NA | NA | … | … | 25.18 | 3.86 | 12.37 | 3.49 | 13.52 | 9.59 | 6.78 | 24.11 | 1.38 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.54 | 1.39 | 0.93 | 0.70 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 2.64 | 0.00 | 6.65 | 5.17 | 0.87 |
Data as of 10/21/2020, Common starting date is 10/04/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTQ (DTE Energy Company SUB DEB 62) |
-2.21%
Dec 2015 – Dec 2018 |
-0.41%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTQ (DTE Energy Company SUB DEB 62) |
12.43%
Sep 2013 – Sep 2016 |
5.86%
Sep 2013 – Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart