Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SDDMX (SHORT DURATION DIVERSIFIED MUNICIPAL PORTFOLIO SHORT DURATION DIVERSIFIED MUNICIPAL PORTFOLIO) | NA | 2.76% | 0.58% | 1.26% | 0.90% | 0.94% | 0.68% | … | … |
Data as of 02/02/2024, Common starting date is 09/30/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SDDMX (SHORT DURATION DIVERSIFIED MUNICIPAL PORTFOLIO SHORT DURATION DIVERSIFIED MUNICIPAL PORTFOLIO) | 09/30/1994 | 02/02/2024 |
| 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 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.76 | 0.58 | 1.26 | 0.90 | 0.94 | 0.68 | … | … | -0.06 | 4.02 | -2.36 | 0.51 | 2.29 | 2.32 | 1.30 | 0.72 | -0.05 | 0.31 | 0.17 | 0.45 | 0.80 | 2.18 | 0.37 | 1.95 | -0.24 | 0.64 | 0.00 | -0.87 | -0.63 | -0.47 | 0.47 | 1.28 | 0.73 | -1.12 | 0.16 | -0.08 | -0.56 | 1.45 | -0.56 |
| Sharpe Ratio | NA | -1.08 | -1.08 | -0.13 | -0.06 | NA | NA | … | … | -4.77 | -0.16 | -2.47 | 0.71 | 0.65 | 1.37 | -0.01 | 0.14 | -0.37 | 0.55 | 0.30 | 0.55 | 1.44 | 2.91 | 0.37 | 2.87 | -0.95 | -4.16 | -5.65 | -4.81 | -2.00 | -1.82 | -0.67 | -1.36 | -6.89 | -7.16 | -5.03 | -5.00 | -4.14 | -2.56 | -5.22 |
| Standard Deviation(%) | NA | 1.45 | 1.30 | 1.76 | 1.31 | NA | NA | … | … | 0.90 | 1.48 | 1.52 | 0.69 | 3.15 | 0.67 | 0.58 | 0.62 | 0.68 | 0.51 | 0.50 | 0.77 | 0.52 | 0.74 | 0.76 | 0.65 | 1.22 | 0.57 | 0.58 | 0.63 | 0.79 | 0.64 | 0.94 | 0.78 | 0.49 | 0.61 | 0.63 | 0.72 | 0.97 | 0.94 | 1.13 |
| Draw Down(%) | NA | 0.96 | 4.23 | 5.15 | 5.15 | NA | NA | … | … | 0.24 | 0.96 | 4.13 | 0.47 | 5.15 | 0.47 | 0.32 | 0.65 | 0.91 | 0.40 | 0.30 | 0.97 | 0.28 | 0.32 | 0.87 | 0.40 | 2.05 | 0.48 | 0.56 | 1.03 | 1.26 | 1.02 | 1.10 | 0.78 | 0.48 | 1.43 | 0.40 | 0.72 | 1.34 | 0.71 | 0.88 |
| Yield(%) | 100.01 | 102.46 | 33.56 | 21.05 | 10.79 | 7.54 | 5.62 | … | … | 100.04 | 1.98 | 0.97 | 0.72 | 1.09 | 1.35 | 1.30 | 0.56 | 0.51 | 0.39 | 0.33 | 0.69 | 1.20 | 1.21 | 1.47 | 0.43 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/02/2024, Common starting date is 09/30/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDDMX (SHORT DURATION DIVERSIFIED MUNICIPAL PORTFOLIO SHORT DURATION DIVERSIFIED MUNICIPAL PORTFOLIO) |
-0.79%
May 2003 – May 2006 |
-0.52%
Jun 2002 – Jun 2007 |
-0.16%
Nov 1995 – Nov 2005 |
0.09%
Nov 1995 – Nov 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDDMX (SHORT DURATION DIVERSIFIED MUNICIPAL PORTFOLIO SHORT DURATION DIVERSIFIED MUNICIPAL PORTFOLIO) |
2.07%
Apr 2018 – Apr 2021 |
1.45%
Nov 2016 – Nov 2021 |
1.08%
Jan 2011 – Jan 2021 |
0.99%
Dec 2008 – Dec 2023 |
Annualized Rolling Returns Comparison Chart