Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PDVIX (DIVERSIFIED INTERNATIONAL FUND R-1) | NA | 11.34% | 0.73% | 5.20% | 4.08% | 4.79% | NA | … | … |
Data as of 11/25/2024, Common starting date is 12/22/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PDVIX (DIVERSIFIED INTERNATIONAL FUND R-1) | 12/22/2004 | 11/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.14 | 11.34 | 0.73 | 5.20 | 4.08 | 4.79 | NA | … | … | 5.86 | 16.64 | -20.39 | 8.54 | 16.49 | 21.92 | -18.06 | 27.62 | -0.71 | -1.21 | -3.47 | 17.29 | 17.23 | -12.01 | 12.32 | 26.47 | -46.75 | 15.14 | 26.67 | 18.21 | 2.24 |
| Sharpe Ratio | NA | 0.32 | -0.26 | 0.15 | 0.15 | NA | NA | … | … | -0.04 | 1.03 | -1.08 | 0.65 | 0.55 | 2.01 | -1.33 | 3.35 | -0.05 | -0.08 | -0.30 | 1.38 | 1.12 | -0.46 | 0.56 | 0.92 | -1.17 | 0.61 | 1.50 | 1.45 | 17.12 |
| Standard Deviation(%) | NA | 13.12 | 15.76 | 18.79 | 16.32 | NA | NA | … | … | 13.43 | 12.15 | 20.22 | 13.04 | 29.48 | 10.21 | 14.54 | 8.10 | 16.84 | 14.85 | 11.61 | 12.51 | 15.43 | 26.34 | 21.85 | 28.60 | 40.71 | 20.15 | 15.62 | 11.08 | 8.89 |
| Draw Down(%) | NA | 8.80 | 29.77 | 33.78 | 37.00 | NA | NA | … | … | 8.80 | 10.69 | 29.77 | 6.94 | 33.78 | 7.44 | 26.19 | 2.77 | 11.95 | 15.18 | 12.41 | 11.29 | 14.31 | 24.98 | 18.57 | 26.86 | 56.43 | 14.07 | 18.59 | 7.50 | 0.40 |
| Yield(%) | 0.00 | 1.79 | 4.44 | 3.67 | 2.79 | 2.73 | 3.67 | … | … | 0.00 | 1.98 | 0.13 | 12.26 | 0.44 | 1.60 | 4.73 | 1.18 | 0.73 | 0.55 | 0.58 | 1.14 | 1.38 | 0.64 | 0.60 | 1.30 | 0.94 | 14.45 | 10.91 | 0.00 | 0.43 |
Data as of 11/25/2024, Common starting date is 12/22/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDVIX (DIVERSIFIED INTERNATIONAL FUND R-1) |
-16.15%
Feb 2006 – Feb 2009 |
-7.41%
May 2007 – May 2012 |
-0.02%
Dec 2006 – Dec 2016 |
-0.27%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDVIX (DIVERSIFIED INTERNATIONAL FUND R-1) |
19.66%
Feb 2009 – Feb 2012 |
16.70%
Feb 2009 – Feb 2014 |
8.62%
Feb 2009 – Feb 2019 |
7.84%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart