Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DURPX (US High Relative Profitability Portfolio) | 6.85% | 17.68% | 18.31% | 12.01% | NA | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 05/17/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DURPX (US High Relative Profitability Portfolio) | 05/17/2017 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.49 | 17.68 | 18.31 | 12.01 | NA | NA | NA | … | … | 6.85 | 13.40 | 20.49 | 21.85 | -11.82 | 24.00 | 19.29 | 33.11 | -5.12 | 17.76 |
| Sharpe Ratio | NA | 1.31 | 1.08 | 0.60 | NA | NA | NA | … | … | 1.06 | 0.61 | 1.43 | 1.50 | -0.58 | 1.91 | 0.68 | 2.40 | -0.37 | 4.04 |
| Standard Deviation(%) | NA | 11.51 | 13.96 | 15.86 | NA | NA | NA | … | … | 13.35 | 17.47 | 11.82 | 12.20 | 22.78 | 12.56 | 27.75 | 13.21 | 17.65 | 7.24 |
| Draw Down(%) | NA | 8.92 | 18.38 | 21.90 | NA | NA | NA | … | … | 8.92 | 18.38 | 7.54 | 8.88 | 21.75 | 5.61 | 31.02 | 7.51 | 21.23 | 2.26 |
| Yield(%) | 0.00 | 0.87 | 1.48 | 2.27 | 2.84 | 1.89 | 1.42 | … | … | 0.00 | 1.17 | 1.44 | 1.79 | 3.11 | 3.82 | 1.56 | 1.78 | 1.57 | 0.90 |
Data as of 06/05/2026, Common starting date is 05/17/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DURPX (US High Relative Profitability Portfolio) |
8.03%
Sep 2019 – Sep 2022 |
9.90%
Sep 2018 – Sep 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DURPX (US High Relative Profitability Portfolio) |
25.34%
Dec 2018 – Dec 2021 |
17.75%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart