Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KFT | NA | 32.49% | 22.02% | 8.09% | 4.71% | NA | NA | 6.17% |
Data as of 10/01/2012, AR inception is 06/15/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KFT | 06/15/2001 | 10/01/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.14 | 32.49 | 22.02 | 8.09 | 4.71 | NA | NA | 6.17 | 16.41 | 22.64 | 20.39 | 5.99 | -14.56 | -5.69 | 30.52 | -18.63 | 13.15 | -15.42 | 16.06 | 11.63 |
| Sharpe Ratio | NA | 2.01 | 1.38 | 0.35 | 0.17 | NA | NA | 0.22 | 1.54 | 1.41 | 1.19 | 0.22 | -0.49 | -0.41 | 1.65 | -1.46 | 0.76 | -0.61 | 0.54 | 1.05 |
| Standard Deviation(%) | NA | 15.20 | 15.93 | 22.24 | 21.05 | NA | NA | 21.60 | 14.59 | 16.03 | 17.11 | 26.61 | 31.17 | 21.24 | 16.58 | 14.24 | 16.14 | 26.48 | 27.75 | 20.43 |
| Draw Down(%) | NA | 6.46 | 9.57 | 38.75 | 39.26 | NA | NA | 42.49 | 6.46 | 8.71 | 9.57 | 28.98 | 28.26 | 15.22 | 9.00 | 19.57 | 13.35 | 31.15 | 20.34 | 9.58 |
| Yield(%) | 0.00 | 3.51 | 4.46 | 3.31 | 2.70 | 2.28 | 1.71 | 3.11 | 2.33 | 3.66 | 4.23 | 4.24 | 3.49 | 2.92 | 3.42 | 2.49 | 2.40 | 1.68 | 1.61 | 0.42 |
Data as of 10/01/2012, AR inception is 06/15/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KFT (KFT) |
-8.43%
Oct 2002 - Oct 2005 |
-4.77%
Feb 2004 - Feb 2009 |
1.93%
May 2002 - May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KFT (KFT) |
24.01%
Mar 2009 - Mar 2012 |
9.30%
Aug 2007 - Aug 2012 |
4.51%
Sep 2002 - Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart