Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/07/2021.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DEQI (Direct Equity International Inc) | NA | 136.11% | -5.90% | 23.16% | -20.28% | -25.00% | -31.61% | -38.41% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DEQI (Direct Equity International Inc) | 04/05/1999 | 05/07/2021 |
The return data shown below all have the same latest date: 05/07/2021.
AR inception is since 04/05/1999.
AR inception is since 04/05/1999.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -57.50 | 136.11 | -5.90 | 23.16 | -20.28 | -25.00 | -31.61 | -38.41 | 14.86 | -7.50 | 78.57 | -89.31 | 99.52 | 176.32 | 65.22 | -96.17 | 20.00 | 61.29 | 3.33 | 0.00 | -40.00 | -90.00 | -17.51 | 699.39 | 56.27 | 23.18 | -94.58 | -70.00 | -92.00 | 316.67 | -96.00 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | NA | NA | -0.03 | 0.22 | -0.32 | 0.33 | 0.58 | 0.17 | -0.36 | 0.04 | 1.29 | 0.03 | 0.00 | -0.39 | -0.13 | -0.08 | 2.30 | 0.35 | 0.08 | -0.07 | -0.08 | -0.22 | 0.56 | -0.19 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | 226.19 | 351.41 | 284.91 | 301.49 | 301.65 | 376.64 | 266.39 | 517.00 | 47.99 | 115.84 | 352.07 | 123.66 | 683.63 | 268.02 | 305.48 | 152.43 | 268.03 | 1,400.94 | 920.93 | 441.99 | 542.79 | 525.49 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 60.00 | 78.18 | 92.73 | 88.10 | 78.57 | 83.78 | 99.08 | 90.00 | 0.00 | 24.39 | 40.00 | 40.00 | 93.33 | 75.33 | 83.32 | 49.99 | 80.00 | 99.58 | 93.33 | 96.67 | 97.92 | 96.93 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEQI (Direct Equity International Inc) |
-93.20%
Apr 2000 - Apr 2003 |
-81.18%
Apr 2000 - Apr 2005 |
-60.53%
Apr 2005 - Apr 2015 |
-48.43%
Apr 2003 - Apr 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEQI (Direct Equity International Inc) |
245.53%
Feb 2004 - Feb 2007 |
23.69%
Apr 2016 - Apr 2021 |
-4.90%
Nov 2006 - Nov 2016 |
-13.30%
Feb 2006 - Feb 2021 |
Annualized Rolling Returns Comparison Chart