Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KCE (SPDR S&P Capital Markets ETF) | 8.35% | 35.18% | 27.82% | 23.59% | 13.89% | 12.02% | NA | 6.62% |
Data as of 07/03/2025, AR inception is 11/15/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KCE (SPDR S&P Capital Markets ETF) | 11/15/2005 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.07 | 35.18 | 27.82 | 23.59 | 13.89 | 12.02 | NA | 6.62 | 8.35 | 37.52 | 32.04 | -22.14 | 40.04 | 30.83 | 27.13 | -15.63 | 32.00 | 5.57 | -12.33 | 3.18 | 19.90 | 26.94 | -25.37 | 6.23 | 41.15 | -60.20 | 0.61 | 28.49 | 1.56 |
| Sharpe Ratio | NA | 1.12 | 0.98 | 0.96 | 0.49 | NA | NA | 0.17 | 0.23 | 1.69 | 1.44 | -0.80 | 2.14 | 0.80 | 1.53 | -0.89 | 2.53 | 0.21 | -0.61 | 0.17 | 0.71 | 1.42 | -0.69 | 0.26 | 0.81 | -0.90 | -0.09 | 1.34 | 0.87 |
| Standard Deviation(%) | NA | 26.71 | 23.01 | 22.95 | 23.74 | NA | NA | 29.79 | 31.71 | 18.25 | 19.53 | 29.51 | 18.68 | 38.17 | 16.80 | 19.13 | 12.47 | 25.80 | 20.11 | 18.14 | 28.18 | 19.05 | 36.69 | 23.68 | 50.95 | 67.67 | 25.82 | 18.89 | 12.31 |
| Draw Down(%) | NA | 26.64 | 26.64 | 34.45 | 40.78 | NA | NA | 74.01 | 25.89 | 8.91 | 17.26 | 31.46 | 9.98 | 40.78 | 11.01 | 26.45 | 6.72 | 24.31 | 21.87 | 12.05 | 22.74 | 18.06 | 40.50 | 23.36 | 31.47 | 72.01 | 18.65 | 17.06 | 3.39 |
| Yield(%) | 0.00 | 0.98 | 2.18 | 2.98 | 2.87 | 4.20 | 2.19 | 2.30 | 0.00 | 2.13 | 2.34 | 1.84 | 2.14 | 2.77 | 2.86 | 2.22 | 2.48 | 2.43 | 2.10 | 1.63 | 2.47 | 4.56 | 1.82 | 1.74 | 1.09 | 0.76 | 0.72 | 5.13 | 0.04 |
Data as of 07/03/2025, AR inception is 11/15/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KCE (SPDR S&P Capital Markets ETF) |
-27.44%
Feb 2006 - Feb 2009 |
-15.19%
Sep 2006 - Sep 2011 |
-5.17%
Oct 2006 - Oct 2016 |
1.06%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KCE (SPDR S&P Capital Markets ETF) |
32.56%
Dec 2018 - Dec 2021 |
25.11%
Mar 2020 - Mar 2025 |
14.70%
Jan 2015 - Jan 2025 |
11.97%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart