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KCMTX: KCM MACRO TRENDS FUND KCM MACRO TRENDS FUND CLASS R-1 (MUTUAL FUND)
Basic Info 11.28 0(0.0%) April 17
Asset Class: | Multialternative |
MyPlanIQ Rating: | (3%) |
Start Date: | 08/14/2008 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 0.00% |
Expenses | 1.67% |
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Performance Analytics (As of 04/12/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 08/14/2008 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.9 | 3.1 | 14.3 | 1.8 | 4.7 | 6.2 | 6.3 | 6.1 | 14.9 | -22.5 | 31.4 | 5.5 | 8.6 | -4.1 | 22.6 | 7.0 | -4.2 | 6.2 | 31.2 | 9.0 | -13.2 | 0.8 | 25.9 | -9.6 |
Sharpe Ratio | NA | 1.39 | 1.51 | 0.03 | 0.23 | 0.36 | NA | 0.36 | 1.2 | -1.2 | 2.07 | 0.3 | 0.65 | -0.35 | 1.14 | 0.6 | -0.29 | 0.48 | 2.38 | 0.78 | -0.73 | 0.04 | 1.24 | -1.92 |
Draw Down(%) | NA | 3.3 | 6.4 | 28.6 | 28.6 | 28.6 | NA | 28.6 | 6.9 | 28.6 | 5.8 | 16.3 | 8.5 | 15.6 | 11.8 | 5.8 | 13.0 | 9.0 | 7.8 | 8.7 | 23.8 | 21.0 | 10.3 | 12.0 |
Standard Deviation(%) | NA | 8.7 | 8.1 | 14.7 | 15.0 | 14.9 | NA | 15.3 | 9.0 | 20.0 | 15.1 | 17.7 | 11.0 | 15.3 | 19.3 | 11.3 | 14.8 | 12.8 | 13.1 | 11.6 | 18.0 | 16.1 | 20.8 | 12.3 |
Treynor Ratio | NA | 0.19 | 0.21 | 0.0 | 0.07 | 0.09 | NA | 0.11 | 0.18 | -0.32 | 0.3 | 0.26 | 0.1 | -0.07 | 0.2 | 0.1 | -0.05 | 0.06 | 0.28 | 0.11 | -0.2 | 0.01 | 0.39 | -3.23 |
Alpha | NA | -0.01 | 0.0 | -0.02 | -0.01 | 0.0 | NA | 0.0 | -0.01 | -0.04 | 0.01 | 0.01 | -0.05 | 0.0 | 0.0 | 0.0 | -0.02 | -0.03 | -0.02 | -0.01 | -0.06 | -0.04 | 0.03 | -0.08 |
Beta | NA | 0.63 | 0.59 | 0.76 | 0.47 | 0.57 | NA | 0.51 | 0.61 | 0.76 | 1.04 | 0.21 | 0.72 | 0.79 | 1.12 | 0.66 | 0.85 | 1.06 | 1.12 | 0.79 | 0.67 | 0.71 | 0.66 | 0.07 |
RSquared | NA | 0.69 | 0.73 | 0.8 | 0.45 | 0.46 | NA | 0.46 | 0.79 | 0.84 | 0.82 | 0.16 | 0.68 | 0.77 | 0.15 | 0.59 | 0.79 | 0.9 | 0.9 | 0.76 | 0.75 | 0.64 | 0.75 | 0.13 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/14/2008
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