Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KBSTY (Kobe Steel Ltd) | NA | 10.15% | -20.13% | -3.47% | -9.38% | NA | NA | … | … |
Data as of 04/26/2018, Common starting date is 03/25/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KBSTY (Kobe Steel Ltd) | 03/25/2005 | 04/26/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.04 | 10.15 | -20.13 | -3.47 | -9.38 | NA | NA | … | … | 6.17 | 0.00 | -13.92 | -36.95 | -0.23 | 36.05 | -16.05 | -40.39 | 37.84 | 4.52 | -42.89 | -1.48 | 4.94 | 76.08 |
| Sharpe Ratio | NA | 0.16 | -0.42 | -0.10 | -0.17 | NA | NA | … | … | 0.50 | -0.01 | -0.31 | -1.19 | -0.01 | 0.75 | -0.36 | -1.14 | 1.28 | 0.07 | -0.65 | -0.12 | 0.03 | 2.39 |
| Standard Deviation(%) | NA | 57.47 | 50.42 | 50.41 | 60.83 | NA | NA | … | … | 39.27 | 48.08 | 44.90 | 31.13 | 26.40 | 48.04 | 45.44 | 35.51 | 29.48 | 65.32 | 67.07 | 38.72 | 57.18 | 44.50 |
| Draw Down(%) | NA | 43.38 | 64.50 | 64.50 | 79.06 | NA | NA | … | … | 15.25 | 43.38 | 33.70 | 47.40 | 30.42 | 30.80 | 57.13 | 50.35 | 17.09 | 41.36 | 65.91 | 29.13 | 28.13 | 19.65 |
| Yield(%) | 0.00 | 0.00 | 0.27 | 1.39 | 0.83 | 1.46 | 1.10 | … | … | 0.00 | 0.00 | 0.00 | 1.87 | 3.24 | 0.00 | 0.00 | 1.25 | 0.94 | 0.00 | 3.60 | 3.33 | 0.64 | 1.17 |
Data as of 04/26/2018, Common starting date is 03/25/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KBSTY (Kobe Steel Ltd) |
-24.27%
Feb 2006 – Feb 2009 |
-25.08%
Aug 2007 – Aug 2012 |
-12.84%
Jun 2006 – Jun 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KBSTY (Kobe Steel Ltd) |
21.63%
Aug 2012 – Aug 2015 |
9.87%
Aug 2012 – Aug 2017 |
0.35%
Jul 2005 – Jul 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart