Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DFG (Delphi Financial Group Inc) | NA | 57.78% | 34.86% | 2.96% | 9.82% | 8.21% | 14.61% | … | … |
Data as of 05/15/2012, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFG (Delphi Financial Group Inc) | 03/26/1990 | 05/15/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.20 | 57.78 | 34.86 | 2.96 | 9.82 | 8.21 | 14.61 | … | … | 3.05 | 56.26 | 29.47 | 24.09 | -46.71 | -12.04 | 32.82 | 0.22 | 28.88 | 42.76 | 14.37 | -13.19 | 28.33 | -40.48 | 21.24 | 55.59 | 73.53 | 14.86 | -25.25 | 70.69 | 123.08 | -35.00 | -29.82 |
| Sharpe Ratio | NA | 1.06 | 0.83 | 0.04 | 0.17 | NA | NA | … | … | 2.85 | 0.81 | 0.86 | 0.29 | -0.54 | -0.52 | 1.45 | -0.09 | 1.41 | 1.73 | 0.43 | -0.44 | 0.64 | -0.69 | 0.50 | 0.01 | 2.43 | 0.29 | -0.81 | 1.88 | 1.72 | -0.49 | -0.76 |
| Standard Deviation(%) | NA | 53.38 | 42.06 | 63.62 | 49.66 | NA | NA | … | … | 2.96 | 69.16 | 34.13 | 81.99 | 87.39 | 29.09 | 20.46 | 21.43 | 19.87 | 24.27 | 30.58 | 35.81 | 37.97 | 63.27 | 36.07 | 27.45 | 28.49 | 37.69 | 34.69 | 36.34 | 69.39 | 78.75 | 55.54 |
| Draw Down(%) | NA | 32.42 | 36.57 | 81.80 | 82.02 | NA | NA | … | … | 0.40 | 36.57 | 22.03 | 51.30 | 78.45 | 20.19 | 6.69 | 15.15 | 14.72 | 16.98 | 26.50 | 35.66 | 34.29 | 52.57 | 48.10 | 17.03 | 13.68 | 14.47 | 33.66 | 18.45 | 25.04 | 37.50 | 50.37 |
| Yield(%) | 0.00 | 1.64 | 2.46 | 1.03 | 0.74 | 0.60 | 1.67 | … | … | 0.27 | 1.59 | 2.32 | 2.17 | 1.16 | 0.86 | 0.66 | 0.53 | 0.59 | 0.41 | 0.39 | 0.33 | 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 05/15/2012, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFG (Delphi Financial Group Inc) |
-31.19%
Feb 2006 – Feb 2009 |
-15.15%
Feb 2004 – Feb 2009 |
-5.55%
Feb 1999 – Feb 2009 |
2.87%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFG (Delphi Financial Group Inc) |
63.37%
Apr 1995 – Apr 1998 |
44.88%
Jan 1992 – Jan 1997 |
22.64%
Jan 1992 – Jan 2002 |
22.34%
Jan 1992 – Jan 2007 |
Annualized Rolling Returns Comparison Chart