Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KCMBX (KCM MACRO TRENDS FUND KCM MACRO TRENDS FUND CLASS R-2) | NA | 8.21% | 2.09% | 7.74% | NA | NA | NA | … | … |
Data as of 10/31/2017, Common starting date is 04/08/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KCMBX (KCM MACRO TRENDS FUND KCM MACRO TRENDS FUND CLASS R-2) | 04/08/2009 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.21 | 2.09 | 7.74 | NA | NA | NA | … | … | 3.28 | 6.16 | -4.87 | 5.15 | 30.22 | 8.23 | -13.83 | 0.09 | 18.88 |
| Sharpe Ratio | NA | 1.34 | 0.16 | 0.63 | NA | NA | NA | … | … | 0.70 | 0.53 | -0.33 | 0.41 | 2.31 | 0.71 | -0.77 | 0.00 | 1.32 |
| Standard Deviation(%) | NA | 5.71 | 11.41 | 12.11 | NA | NA | NA | … | … | 4.78 | 11.19 | 14.70 | 12.64 | 13.07 | 11.60 | 18.02 | 16.13 | 20.07 |
| Draw Down(%) | NA | 4.28 | 15.43 | 15.43 | NA | NA | NA | … | … | 4.28 | 5.83 | 13.18 | 9.12 | 7.88 | 9.17 | 24.08 | 21.25 | 10.49 |
| Yield(%) | 0.00 | 3.83 | 3.94 | 5.40 | 2.95 | 1.96 | 1.47 | … | … | 0.00 | 3.95 | 0.40 | 8.29 | 11.91 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/31/2017, Common starting date is 04/08/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KCMBX (KCM MACRO TRENDS FUND KCM MACRO TRENDS FUND CLASS R-2) |
-2.27%
Dec 2009 – Dec 2012 |
1.69%
Apr 2011 – Apr 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KCMBX (KCM MACRO TRENDS FUND KCM MACRO TRENDS FUND CLASS R-2) |
14.20%
Nov 2011 – Nov 2014 |
8.40%
Dec 2011 – Dec 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart