Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KEF (Korea Equity Fund Inc) | NA | -11.34% | -4.66% | 2.65% | -0.67% | 7.49% | 3.94% | … | … |
Data as of 07/17/2017, Common starting date is 09/20/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KEF (Korea Equity Fund Inc) | 09/20/1994 | 07/17/2017 |
| 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 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -11.34 | -4.66 | 2.65 | -0.67 | 7.49 | 3.94 | … | … | -4.99 | 9.25 | -5.49 | -6.36 | 3.95 | 13.45 | -0.22 | 32.22 | 62.57 | -56.40 | 14.51 | 23.28 | 50.89 | 23.49 | 37.57 | 8.06 | 37.30 | -50.00 | 41.86 | 17.01 | -52.04 | -25.70 | -5.28 | -23.89 |
| Sharpe Ratio | NA | -0.23 | -0.12 | 0.05 | -0.01 | NA | NA | … | … | -0.22 | 0.45 | -0.32 | -0.49 | 0.23 | 0.70 | -0.01 | 1.32 | 1.54 | -0.91 | 0.37 | 0.57 | 1.78 | 0.74 | 1.01 | 0.17 | 0.84 | -1.18 | 0.90 | 0.23 | -2.04 | -1.02 | -0.33 | -1.96 |
| Standard Deviation(%) | NA | 49.03 | 39.90 | 46.87 | 124.04 | NA | NA | … | … | 44.52 | 20.00 | 17.40 | 12.97 | 17.27 | 19.24 | 31.00 | 24.37 | 40.44 | 62.96 | 31.43 | 35.34 | 27.37 | 30.57 | 36.63 | 40.06 | 42.31 | 45.75 | 43.11 | 58.30 | 52.32 | 28.47 | 28.07 | 33.56 |
| Draw Down(%) | NA | 26.74 | 26.74 | 26.74 | 74.27 | NA | NA | … | … | 26.74 | 13.61 | 18.52 | 14.92 | 22.52 | 16.80 | 29.95 | 16.14 | 30.08 | 69.79 | 19.57 | 33.43 | 19.31 | 27.50 | 22.51 | 33.19 | 28.84 | 53.52 | 32.66 | 52.91 | 62.22 | 35.47 | 15.69 | 27.20 |
| Yield(%) | 0.00 | 2.65 | 2.30 | 6.75 | 4.23 | 8.92 | 4.90 | … | … | 0.00 | 3.15 | 3.99 | 1.11 | 13.23 | 11.27 | 24.52 | 0.00 | 0.00 | 0.24 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.23 | 0.00 |
Data as of 07/17/2017, Common starting date is 09/20/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KEF (Korea Equity Fund Inc) |
-38.18%
Aug 1995 – Aug 1998 |
-21.87%
Mar 1996 – Mar 2001 |
-5.68%
Oct 1994 – Oct 2004 |
-0.85%
Oct 1994 – Oct 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KEF (Korea Equity Fund Inc) |
51.06%
Mar 2003 – Mar 2006 |
34.63%
Mar 2001 – Mar 2006 |
18.83%
Jul 2001 – Jul 2011 |
13.44%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart