Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DUF (Duff & Phelps Corp) | NA | 7.19% | 15.33% | -1.01% | NA | NA | NA | … | … |
Data as of 07/30/2013, Common starting date is 10/08/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DUF (Duff & Phelps Corp) | 10/08/2007 | 07/30/2013 |
| 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 | 7.19 | 15.33 | -1.01 | NA | NA | NA | … | … | 0.07 | 11.23 | -11.90 | -6.49 | -3.66 | -2.85 | -1.60 |
| Sharpe Ratio | NA | 0.28 | 0.41 | -0.02 | NA | NA | NA | … | … | 0.02 | 0.31 | -0.26 | -0.17 | -0.06 | -0.04 | -0.32 |
| Standard Deviation(%) | NA | 25.47 | 37.47 | 52.98 | NA | NA | NA | … | … | 3.11 | 36.10 | 46.43 | 39.24 | 62.83 | 87.46 | 28.05 |
| Draw Down(%) | NA | 21.09 | 44.18 | 57.67 | NA | NA | NA | … | … | 2.45 | 26.99 | 44.18 | 46.21 | 32.92 | 57.67 | 14.94 |
| Yield(%) | 0.00 | 1.82 | 2.74 | 1.29 | 0.58 | 0.38 | 0.29 | … | … | 0.58 | 2.41 | 1.88 | 1.23 | 0.79 | 0.00 | 0.00 |
Data as of 07/30/2013, Common starting date is 10/08/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DUF (Duff & Phelps Corp) |
-19.19%
Sep 2008 – Sep 2011 |
-7.99%
Nov 2007 – Nov 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DUF (Duff & Phelps Corp) |
10.39%
Nov 2008 – Nov 2011 |
1.88%
Feb 2008 – Feb 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart