Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LOPIX (DWS Dreman Concentrated Value I) | NA | -28.72% | -12.91% | NA | NA | NA | NA | … | … |
Data as of 07/08/2009, Common starting date is 06/08/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LOPIX (DWS Dreman Concentrated Value I) | 06/08/2005 | 07/08/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -28.72 | -12.91 | NA | NA | NA | NA | … | … | 13.69 | -49.25 | 2.85 | 18.43 | 4.42 |
| Sharpe Ratio | NA | -0.51 | -0.40 | NA | NA | NA | NA | … | … | 0.68 | -1.01 | -0.01 | 1.40 | 0.47 |
| Standard Deviation(%) | NA | 56.61 | 36.29 | NA | NA | NA | NA | … | … | 41.58 | 49.72 | 17.25 | 10.88 | 11.66 |
| Draw Down(%) | NA | 53.79 | 65.16 | NA | NA | NA | NA | … | … | 28.99 | 60.71 | 13.81 | 8.27 | 6.77 |
| Yield(%) | 0.00 | 1.10 | 4.67 | 3.20 | 1.60 | 1.07 | 0.80 | … | … | 0.49 | 4.10 | 7.26 | 2.11 | 0.00 |
Data as of 07/08/2009, Common starting date is 06/08/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOPIX (DWS Dreman Concentrated Value I) |
-21.72%
Feb 2006 – Feb 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOPIX (DWS Dreman Concentrated Value I) |
-0.80%
Jul 2005 – Jul 2008 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart