Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRL (Doral Financial Corp) | NA | -93.66% | -71.09% | -60.21% | -60.32% | -32.42% | -19.02% | … | … |
Data as of 02/27/2015, Common starting date is 02/25/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRL (Doral Financial Corp) | 02/25/1992 | 02/27/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -60.87 | -93.66 | -71.09 | -60.21 | -60.32 | -32.42 | -19.02 | … | … | -81.77 | -74.78 | 8.13 | -24.57 | -30.43 | -61.98 | -51.60 | -58.43 | -68.57 | -69.24 | -56.23 | 108.43 | 107.32 | 61.18 | 46.50 | 156.41 | -34.24 | 91.22 | 94.82 | 58.11 | 77.99 | -26.39 | 55.59 | 44.39 |
| Sharpe Ratio | NA | -0.52 | -0.59 | -0.54 | -0.57 | NA | NA | … | … | -0.55 | -0.45 | 0.13 | -0.31 | -0.35 | -0.64 | -0.36 | -0.54 | -0.61 | -1.40 | -0.81 | 3.77 | 3.52 | 1.63 | 0.94 | 2.66 | -0.88 | 1.72 | 0.91 | 1.21 | 1.58 | -0.55 | 1.50 | 0.73 |
| Standard Deviation(%) | NA | 181.49 | 119.98 | 109.66 | 106.88 | NA | NA | … | … | 180.70 | 166.90 | 63.39 | 81.17 | 86.72 | 97.60 | 142.48 | 108.76 | 116.92 | 52.01 | 72.21 | 28.48 | 30.33 | 36.93 | 47.90 | 57.30 | 42.40 | 50.98 | 43.28 | 44.68 | 46.94 | 53.17 | 35.45 | 69.71 |
| Draw Down(%) | NA | 94.46 | 98.13 | 99.44 | 99.99 | NA | NA | … | … | 82.48 | 87.92 | 37.44 | 70.31 | 78.02 | 82.56 | 79.38 | 78.78 | 77.74 | 75.60 | 72.53 | 13.33 | 18.14 | 23.96 | 21.01 | 25.35 | 43.21 | 38.90 | 20.59 | 17.12 | 20.00 | 41.85 | 15.40 | 14.52 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 2.62 | 34.44 | 24.09 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 14.95 | 25.51 | 38.08 | 27.66 | 18.19 | 18.81 | 29.05 | 12.33 | 8.35 | 6.46 | 7.77 | 11.32 | 5.71 | 3.02 | 1.97 |
Data as of 02/27/2015, Common starting date is 02/25/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRL (Doral Financial Corp) |
-80.17%
Mar 2006 – Mar 2009 |
-65.68%
Mar 2006 – Mar 2011 |
-54.45%
Jan 2005 – Jan 2015 |
-26.57%
May 1999 – May 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRL (Doral Financial Corp) |
113.83%
Jun 2000 – Jun 2003 |
93.67%
Jan 2000 – Jan 2005 |
68.12%
Dec 1994 – Dec 2004 |
23.23%
Mar 1992 – Mar 2007 |
Annualized Rolling Returns Comparison Chart