Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRLVX (Dreman High Opportunity Instl) | NA | -36.09% | -12.83% | -12.23% | NA | NA | NA | … | … |
Data as of 01/09/2013, Common starting date is 01/30/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRLVX (Dreman High Opportunity Instl) | 01/30/2004 | 01/09/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -36.09 | -12.83 | -12.23 | NA | NA | NA | … | … | 0.00 | -33.78 | -8.76 | 15.72 | 30.48 | -44.90 | -1.33 | 17.40 | 4.05 | 7.43 |
| Sharpe Ratio | NA | -0.70 | -0.35 | -0.31 | NA | NA | NA | … | … | 0.00 | -0.66 | -0.31 | 0.68 | 0.79 | -0.94 | -0.27 | 1.49 | 0.15 | 0.68 |
| Standard Deviation(%) | NA | 51.71 | 36.56 | 39.77 | NA | NA | NA | … | … | NA | 51.89 | 28.22 | 23.06 | 38.63 | 48.91 | 16.64 | 9.41 | 11.65 | 10.36 |
| Draw Down(%) | NA | 42.26 | 44.62 | 62.31 | NA | NA | NA | … | … | 0.00 | 42.26 | 26.88 | 20.00 | 35.16 | 56.75 | 14.12 | 7.06 | 5.85 | 7.52 |
| Yield(%) | 0.00 | 49.03 | 17.91 | 8.53 | 6.28 | 4.19 | 3.14 | … | … | 0.00 | 49.52 | 1.51 | 3.92 | 0.75 | 0.74 | 6.65 | 7.03 | 0.00 | 0.00 |
Data as of 01/09/2013, Common starting date is 01/30/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRLVX (Dreman High Opportunity Instl) |
-21.97%
Feb 2006 – Feb 2009 |
-12.85%
Dec 2007 – Dec 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRLVX (Dreman High Opportunity Instl) |
26.26%
Feb 2009 – Feb 2012 |
0.32%
Feb 2006 – Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
