Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRQLX (Dreman Market Over-Reaction Instl) | NA | 1.35% | -0.78% | -2.18% | NA | NA | NA | … | … |
Data as of 01/09/2013, Common starting date is 04/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRQLX (Dreman Market Over-Reaction Instl) | 04/10/2007 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.35 | -0.78 | -2.18 | NA | NA | NA | … | … | 0.00 | 3.45 | -10.16 | 8.84 | 57.57 | -47.50 | 0.10 |
| Sharpe Ratio | NA | 0.06 | -0.03 | -0.07 | NA | NA | NA | … | … | 0.00 | 0.16 | -0.37 | 0.36 | 1.41 | -0.92 | -0.15 |
| Standard Deviation(%) | NA | 21.04 | 24.80 | 35.97 | NA | NA | NA | … | … | NA | 20.87 | 27.86 | 23.99 | 40.83 | 52.40 | 18.58 |
| Draw Down(%) | NA | 18.85 | 27.87 | 61.26 | NA | NA | NA | … | … | 0.00 | 18.85 | 26.60 | 13.52 | 32.25 | 61.53 | 10.74 |
| Yield(%) | 0.00 | 0.00 | 4.55 | 2.50 | 1.17 | 0.78 | 0.58 | … | … | 0.00 | 0.00 | 2.13 | 12.04 | 0.00 | 0.00 | 0.00 |
Data as of 01/09/2013, Common starting date is 04/10/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRQLX (Dreman Market Over-Reaction Instl) |
-10.45%
Jun 2007 – Jun 2010 |
-5.86%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRQLX (Dreman Market Over-Reaction Instl) |
29.24%
Feb 2009 – Feb 2012 |
-2.43%
Nov 2007 – Nov 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart