Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DFCVX (THE U.S. LARGE CAP VALUE PORTFOLIO II THE U.S. LARGE CAP VALUE PORTFOLIO II) | NA | 11.22% | 7.92% | 8.54% | 12.00% | 7.82% | 7.01% | … | … |
Data as of 03/16/2020, Common starting date is 08/31/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFCVX (THE U.S. LARGE CAP VALUE PORTFOLIO II THE U.S. LARGE CAP VALUE PORTFOLIO II) | 08/31/1994 | 03/16/2020 |
| 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 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.22 | 7.92 | 8.54 | 12.00 | 7.82 | 7.01 | … | … | -0.49 | 25.61 | -11.56 | 19.14 | 19.05 | -3.41 | 10.23 | 40.43 | 22.22 | -3.04 | 20.94 | 30.37 | -40.75 | -7.81 | 17.86 | 10.36 | 18.37 | 34.48 | -16.06 | -3.10 | -10.17 | -11.37 | 3.61 | 21.31 | 16.13 | 33.44 | -5.81 |
| Sharpe Ratio | NA | 0.82 | 0.49 | 0.54 | 0.69 | NA | NA | … | … | -0.32 | 1.77 | -0.76 | 2.25 | 1.22 | -0.21 | 0.81 | 3.12 | 1.48 | -0.11 | 0.96 | 0.79 | -0.87 | -0.61 | 1.18 | 0.73 | 1.46 | 1.91 | -0.70 | -0.28 | -0.53 | -0.64 | 0.01 | 1.14 | 1.11 | 2.83 | -1.98 |
| Standard Deviation(%) | NA | 13.05 | 13.56 | 14.33 | 16.71 | NA | NA | … | … | 10.36 | 13.61 | 17.02 | 8.26 | 15.42 | 16.61 | 12.65 | 12.95 | 15.08 | 27.54 | 21.67 | 38.33 | 47.62 | 18.11 | 12.27 | 11.08 | 11.92 | 17.65 | 24.44 | 20.06 | 26.96 | 22.91 | 21.43 | 15.36 | 11.12 | 10.40 | 10.19 |
| Draw Down(%) | NA | 8.59 | 22.51 | 22.51 | 26.76 | NA | NA | … | … | 4.99 | 8.59 | 22.51 | 4.33 | 12.45 | 14.65 | 10.24 | 5.74 | 12.99 | 26.76 | 18.39 | 36.47 | 55.54 | 18.66 | 8.05 | 7.43 | 7.29 | 16.89 | 32.63 | 24.66 | 20.86 | 28.21 | 27.59 | 13.15 | 10.80 | 5.98 | 8.56 |
| Yield(%) | 0.00 | 54.69 | 23.44 | 17.16 | 17.31 | 8.00 | 7.48 | … | … | 45.43 | 7.63 | 9.32 | 10.78 | 5.86 | 2.23 | 2.04 | 2.08 | 2.32 | 1.85 | 2.71 | 2.10 | 29.68 | 1.42 | 1.81 | 1.81 | 1.37 | 1.43 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/16/2020, Common starting date is 08/31/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFCVX (THE U.S. LARGE CAP VALUE PORTFOLIO II THE U.S. LARGE CAP VALUE PORTFOLIO II) |
-22.43%
Feb 2006 – Feb 2009 |
-11.46%
Mar 1998 – Mar 2003 |
-5.66%
Feb 1999 – Feb 2009 |
1.30%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFCVX (THE U.S. LARGE CAP VALUE PORTFOLIO II THE U.S. LARGE CAP VALUE PORTFOLIO II) |
30.87%
Feb 2009 – Feb 2012 |
28.05%
Feb 2009 – Feb 2014 |
17.82%
Feb 2009 – Feb 2019 |
11.07%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart