Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KAMN (Kaman Corporation) | NA | 111.03% | -1.47% | -3.30% | 3.13% | 9.62% | 8.09% | … | … |
Data as of 04/18/2024, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KAMN (Kaman Corporation) | 03/26/1990 | 04/18/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.26 | 111.03 | -1.47 | -3.30 | 3.13 | 9.62 | 8.09 | … | … | 92.87 | 10.45 | -46.89 | -23.10 | -11.76 | 19.06 | -3.45 | 20.89 | 21.88 | 3.62 | 2.51 | 9.89 | 37.26 | -4.13 | 28.60 | 31.47 | -49.57 | 67.23 | 16.60 | 60.11 | 2.94 | 20.11 | -27.14 | -4.80 | 35.84 | -17.02 | 0.60 | 29.59 | 21.57 | 5.04 | 13.59 | 5.61 | 30.61 | 6.91 | 2.86 |
| Sharpe Ratio | NA | 1.41 | -0.07 | -0.09 | 0.05 | NA | NA | … | … | 6.27 | 0.18 | -0.85 | -0.66 | -0.18 | 0.79 | -0.19 | 1.15 | 1.21 | 0.21 | 0.14 | 0.48 | 1.38 | -0.10 | 0.85 | 0.54 | -0.82 | 1.78 | 0.38 | 1.52 | 0.05 | 0.39 | -0.46 | -0.14 | 0.52 | -0.41 | -0.07 | 0.79 | 0.55 | 0.05 | 0.37 | 0.11 | 0.83 | 0.09 | -0.04 |
| Standard Deviation(%) | NA | 76.02 | 57.87 | 55.59 | 41.64 | NA | NA | … | … | 128.42 | 35.12 | 56.77 | 35.07 | 66.79 | 22.45 | 25.10 | 17.69 | 17.95 | 17.02 | 17.95 | 20.41 | 27.20 | 40.85 | 33.68 | 57.63 | 61.63 | 36.22 | 34.82 | 38.06 | 41.66 | 50.21 | 61.79 | 52.57 | 60.48 | 49.89 | 39.44 | 32.94 | 32.34 | 26.22 | 29.08 | 33.25 | 33.85 | 34.94 | 41.52 |
| Draw Down(%) | NA | 26.21 | 65.89 | 70.62 | 72.82 | NA | NA | … | … | 7.81 | 29.32 | 56.93 | 40.80 | 55.44 | 14.46 | 29.72 | 11.26 | 8.02 | 16.82 | 13.44 | 14.86 | 19.27 | 30.93 | 24.09 | 53.51 | 52.26 | 21.66 | 36.97 | 27.15 | 26.86 | 28.48 | 45.05 | 39.34 | 30.10 | 36.57 | 32.84 | 22.98 | 27.55 | 19.32 | 13.89 | 24.77 | 12.82 | 18.75 | 30.45 |
| Yield(%) | 0.00 | 3.56 | 1.53 | 1.31 | 1.91 | 4.65 | 4.51 | … | … | 0.84 | 3.70 | 1.84 | 1.45 | 1.22 | 1.43 | 1.36 | 1.62 | 1.78 | 1.82 | 1.64 | 1.68 | 2.29 | 2.04 | 2.38 | 2.93 | 1.49 | 2.31 | 2.52 | 3.88 | 3.40 | 3.81 | 2.81 | 2.57 | 3.43 | 2.75 | 2.73 | 3.38 | 4.00 | 4.00 | 4.46 | 4.51 | 5.42 | 5.18 | 5.42 |
Data as of 04/18/2024, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KAMN (Kaman Corporation) |
-30.28%
Nov 2019 – Nov 2022 |
-20.23%
May 2018 – May 2023 |
-5.03%
Oct 2013 – Oct 2023 |
-1.48%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KAMN (Kaman Corporation) |
54.63%
Oct 2004 – Oct 2007 |
31.38%
Oct 2002 – Oct 2007 |
20.16%
Feb 2009 – Feb 2019 |
16.42%
May 2003 – May 2018 |
Annualized Rolling Returns Comparison Chart