Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DWDP (DowDuPont Inc) | NA | -67.03% | -22.40% | -14.29% | 5.10% | -1.82% | -0.95% | … | … |
Data as of 06/28/2019, Common starting date is 06/01/1972
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DWDP (DowDuPont Inc) | 06/01/1972 | 06/28/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | 1978 | 1977 | 1976 | 1975 | 1974 | 1973 | 1972 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -67.03 | -22.40 | -14.29 | 5.10 | -1.82 | -0.95 | … | … | -59.56 | -23.68 | 26.83 | 13.90 | 15.74 | 4.96 | 40.76 | 15.46 | -13.98 | 25.37 | 87.90 | -60.17 | 1.42 | -6.50 | -9.61 | 21.75 | 44.04 | -9.36 | -4.84 | -14.66 | 46.94 | -10.40 | 29.50 | 11.56 | 4.46 | 18.50 | -0.87 | 6.51 | 13.16 | -33.45 | 22.00 | -2.50 | 53.80 | 42.74 | 49.06 | -17.56 | 28.98 | -1.43 | -18.37 | 0.00 | 29.19 | -7.01 | -38.34 | -5.32 | 66.61 | -4.40 | 13.28 | 10.39 |
| Sharpe Ratio | NA | -0.70 | -0.40 | -0.31 | 0.12 | NA | NA | … | … | -0.60 | -0.91 | 1.54 | 0.68 | 0.53 | 0.20 | 1.72 | 0.60 | -0.32 | 0.66 | 1.32 | -1.15 | -0.06 | -0.49 | -0.53 | 0.93 | 1.70 | -0.23 | -0.20 | -0.38 | 1.34 | -0.13 | 1.30 | 0.46 | 0.03 | 0.70 | -0.13 | 0.16 | 0.34 | -1.24 | 0.82 | -0.29 | 1.13 | 1.49 | 2.34 | -0.90 | 0.72 | -0.26 | -1.01 | -0.24 | 0.85 | -0.39 | -1.84 | -0.36 | 0.56 | -0.28 | 0.05 | 0.04 |
| Standard Deviation(%) | NA | 98.17 | 57.66 | 47.84 | 41.56 | NA | NA | … | … | 142.19 | 27.58 | 17.07 | 20.11 | 29.42 | 24.71 | 23.63 | 25.98 | 43.29 | 38.10 | 66.41 | 52.99 | 24.54 | 20.18 | 22.40 | 22.38 | 25.48 | 46.32 | 36.07 | 49.25 | 32.66 | 108.97 | 19.85 | 17.54 | 18.23 | 22.26 | 21.96 | 25.39 | 27.79 | 31.13 | 19.80 | 24.53 | 43.70 | 25.79 | 18.76 | 26.74 | 31.61 | 33.82 | 28.07 | 33.52 | 25.89 | 30.78 | 22.82 | 24.63 | 111.82 | 35.76 | 153.60 | 421.24 |
| Draw Down(%) | NA | 69.47 | 71.46 | 71.46 | 71.46 | NA | NA | … | … | 63.51 | 35.22 | 7.11 | 19.74 | 26.09 | 21.68 | 12.49 | 21.97 | 47.34 | 27.53 | 60.63 | 63.67 | 17.07 | 24.35 | 27.26 | 15.40 | 19.23 | 33.20 | 24.74 | 48.30 | 23.23 | 54.13 | 9.57 | 23.13 | 14.45 | 21.50 | 15.74 | 16.40 | 17.14 | 50.08 | 15.78 | 16.15 | 45.33 | 18.12 | 8.13 | 24.08 | 20.88 | 24.28 | 39.08 | 25.15 | 18.75 | 19.06 | 41.47 | 32.68 | 52.81 | 27.17 | 56.16 | 55.08 |
| Yield(%) | 0.00 | 1.51 | 2.57 | 2.26 | 5.83 | 2.43 | 2.24 | … | … | 0.85 | 1.49 | 2.15 | 2.59 | 2.65 | 2.45 | 2.72 | 2.85 | 1.81 | 1.45 | 2.74 | 3.05 | 2.85 | 2.40 | 1.90 | 2.29 | 3.09 | 2.75 | 2.95 | 2.77 | 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 | 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 | 0.00 | 0.00 |
Data as of 06/28/2019, Common starting date is 06/01/1972
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWDP (DowDuPont Inc) |
-43.28%
Feb 2006 – Feb 2009 |
-28.37%
Feb 2004 – Feb 2009 |
-11.83%
Feb 1999 – Feb 2009 |
-5.34%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWDP (DowDuPont Inc) |
70.72%
Feb 2009 – Feb 2012 |
50.08%
Feb 2009 – Feb 2014 |
24.98%
Feb 2009 – Feb 2019 |
14.16%
Dec 1984 – Dec 1999 |
Annualized Rolling Returns Comparison Chart