Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DPL (DPL INC) | NA | 19.33% | 15.40% | 4.99% | 6.50% | 10.21% | 13.82% | … | … |
Data as of 01/24/2012, Common starting date is 07/28/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DPL (DPL INC) | 07/28/1987 | 01/24/2012 |
| 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 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 19.33 | 15.40 | 4.99 | 6.50 | 10.21 | 13.82 | … | … | 0.00 | 22.91 | -5.78 | 26.79 | -19.47 | 10.61 | 10.86 | 7.43 | 25.56 | 44.88 | -33.15 | -24.91 | 101.42 | -11.14 | 25.84 | 36.19 | 12.43 | 39.42 | 15.64 | 20.97 | 34.39 | 65.81 | 20.49 | 51.01 | 33.40 | 1.23 |
| Sharpe Ratio | NA | 1.67 | 0.94 | 0.20 | 0.23 | NA | NA | … | … | 0.00 | 1.95 | -0.33 | 1.30 | -0.64 | 0.43 | 0.65 | 0.30 | 1.13 | 1.71 | -0.85 | -0.97 | 2.91 | -0.63 | 1.13 | 2.24 | 0.50 | 2.32 | 0.65 | 1.09 | 2.04 | 3.23 | 0.88 | 3.14 | 1.53 | -0.05 |
| Standard Deviation(%) | NA | 11.54 | 16.79 | 20.97 | 23.14 | NA | NA | … | … | NA | 11.71 | 17.86 | 20.55 | 31.86 | 17.40 | 11.41 | 17.36 | 21.69 | 25.84 | 40.22 | 28.62 | 33.42 | 23.21 | 19.87 | 14.42 | 17.55 | 15.25 | 19.44 | 17.22 | 15.47 | 19.04 | 16.92 | 14.36 | 18.57 | 33.19 |
| Draw Down(%) | NA | 3.80 | 16.07 | 35.51 | 53.92 | NA | NA | … | … | 0.00 | 3.80 | 15.54 | 16.14 | 33.63 | 16.90 | 4.77 | 12.35 | 16.61 | 27.35 | 48.80 | 31.13 | 15.96 | 22.44 | 10.98 | 7.52 | 12.97 | 5.98 | 9.34 | 9.91 | 7.25 | 6.99 | 10.94 | 6.26 | 9.20 | 12.81 |
| Yield(%) | 0.00 | 5.03 | 5.63 | 4.09 | 4.37 | 4.91 | 6.06 | … | … | 0.00 | 5.16 | 4.40 | 4.90 | 3.78 | 3.74 | 3.81 | 3.85 | 4.64 | 5.99 | 3.83 | 2.90 | 5.72 | 4.65 | 3.70 | 4.48 | 4.29 | 5.37 | 5.42 | 5.67 | 4.50 | 6.44 | 4.20 | 5.29 | 4.36 | 1.32 |
Data as of 01/24/2012, Common starting date is 07/28/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DPL (DPL INC) |
-13.91%
Mar 2000 – Mar 2003 |
-2.20%
Mar 1998 – Mar 2003 |
1.47%
Dec 2000 – Dec 2010 |
9.67%
Dec 1995 – Dec 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DPL (DPL INC) |
44.99%
Apr 1990 – Apr 1993 |
40.16%
Dec 1987 – Dec 1992 |
32.08%
Dec 1987 – Dec 1997 |
22.80%
Aug 1987 – Aug 2002 |
Annualized Rolling Returns Comparison Chart