Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DTSI (DTS Inc) | NA | 65.71% | 25.15% | 8.38% | 5.57% | NA | NA | … | … |
Data as of 12/01/2016, Common starting date is 07/11/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DTSI (DTS Inc) | 07/11/2003 | 12/01/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.06 | 65.71 | 25.15 | 8.38 | 5.57 | NA | NA | … | … | 88.31 | -26.57 | 28.61 | 43.17 | -38.69 | -44.46 | 43.38 | 86.43 | -28.24 | 5.70 | 63.45 | -26.48 | -18.47 | 1.67 |
| Sharpe Ratio | NA | 1.86 | 0.66 | 0.18 | 0.10 | NA | NA | … | … | 2.54 | -0.68 | 0.86 | 1.09 | -0.74 | -0.95 | 1.31 | 1.87 | -0.44 | 0.06 | 1.44 | -0.68 | -0.37 | 0.06 |
| Standard Deviation(%) | NA | 35.15 | 36.04 | 46.64 | 51.51 | NA | NA | … | … | 38.80 | 38.95 | 33.26 | 39.60 | 52.77 | 46.61 | 32.97 | 46.16 | 65.97 | 44.66 | 42.06 | 41.90 | 53.05 | 51.46 |
| Draw Down(%) | NA | 21.47 | 45.92 | 55.44 | 71.89 | NA | NA | … | … | 18.12 | 39.94 | 29.32 | 24.33 | 55.44 | 52.75 | 26.86 | 27.39 | 61.14 | 32.10 | 26.74 | 38.40 | 53.93 | 22.84 |
| Yield(%) | 0.00 | 0.08 | 0.03 | 0.01 | 0.01 | 0.01 | 0.00 | … | … | 0.09 | 0.00 | 0.00 | 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 12/01/2016, Common starting date is 07/11/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTSI (DTS Inc) |
-26.75%
May 2011 – May 2014 |
-14.37%
Dec 2010 – Dec 2015 |
-4.59%
Oct 2003 – Oct 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTSI (DTS Inc) |
28.44%
Oct 2013 – Oct 2016 |
27.08%
Dec 2005 – Dec 2010 |
7.81%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart