Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KCMTX (KCM MACRO TRENDS FUND KCM MACRO TRENDS FUND CLASS R-1) | NA | -16,798.99% | nan% | nan% | nan% | nan% | NA | … | … |
Data as of 04/26/2024, Common starting date is 08/14/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KCMTX (KCM MACRO TRENDS FUND KCM MACRO TRENDS FUND CLASS R-1) | 08/14/2008 | 04/26/2024 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -14,385.73 | -16,798.99 | nan | nan | nan | nan | NA | … | … | -14,829.71 | 14.90 | -22.54 | 31.37 | 5.53 | 8.59 | -4.07 | 22.57 | 7.01 | -4.20 | 6.19 | 31.21 | 9.04 | -13.18 | 0.80 | 25.86 | -9.58 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 1.20 | -1.20 | 2.08 | 0.30 | 0.65 | -0.35 | 1.14 | 0.60 | -0.29 | 0.48 | 2.38 | 0.78 | -0.73 | 0.04 | 1.24 | -1.92 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 8.98 | 19.98 | 15.07 | 17.74 | 10.98 | 15.32 | 19.33 | 11.28 | 14.77 | 12.77 | 13.08 | 11.56 | 18.04 | 16.10 | 20.85 | 12.29 |
| Draw Down(%) | NA | 13,767.77 | 13,114.80 | 13,114.80 | 13,114.80 | NA | NA | … | … | 13,767.77 | 6.90 | 28.62 | 5.83 | 16.28 | 8.51 | 15.61 | 11.81 | 5.76 | 12.95 | 8.95 | 7.77 | 8.73 | 23.79 | 21.02 | 10.31 | 12.00 |
| Yield(%) | 0.00 | 1.17 | 7.73 | 5.70 | 7.15 | 7.01 | 5.19 | … | … | 103.92 | 1.19 | 0.00 | 26.16 | 0.00 | 0.91 | 17.93 | 13.78 | 3.79 | 0.56 | 8.40 | 11.87 | 0.23 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/26/2024, Common starting date is 08/14/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KCMTX (KCM MACRO TRENDS FUND KCM MACRO TRENDS FUND CLASS R-1) |
-1.55%
Dec 2009 – Dec 2012 |
2.27%
Dec 2017 – Dec 2022 |
3.97%
Apr 2010 – Apr 2020 |
5.88%
Sep 2008 – Sep 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KCMTX (KCM MACRO TRENDS FUND KCM MACRO TRENDS FUND CLASS R-1) |
15.02%
Nov 2011 – Nov 2014 |
12.75%
Oct 2016 – Oct 2021 |
10.67%
Dec 2011 – Dec 2021 |
7.60%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart