Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KNVEX (Fifth Third Structured Large Cap Plus I) | NA | 2.14% | 11.35% | -2.26% | 4.13% | 1.58% | NA | … | … |
Data as of 01/31/2013, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KNVEX (Fifth Third Structured Large Cap Plus I) | 06/21/1996 | 01/31/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.14 | 11.35 | -2.26 | 4.13 | 1.58 | NA | … | … | 0.00 | 7.28 | 8.46 | 14.59 | 12.13 | -44.69 | 2.32 | 16.68 | 5.69 | 10.65 | 26.10 | -23.81 | -12.81 | -11.27 | 18.79 | 28.03 | 23.98 | 10.15 |
| Sharpe Ratio | NA | 0.18 | 0.64 | -0.09 | 0.13 | NA | NA | … | … | 0.00 | 0.60 | 0.37 | 0.78 | 0.35 | -1.01 | -0.05 | 1.30 | 0.33 | 0.85 | 1.51 | -0.95 | -0.73 | -0.71 | 0.86 | 1.22 | 1.33 | 1.74 |
| Standard Deviation(%) | NA | 11.83 | 18.22 | 28.96 | 22.56 | NA | NA | … | … | NA | 12.19 | 23.06 | 18.54 | 34.46 | 44.96 | 16.40 | 10.26 | 10.42 | 11.43 | 16.80 | 26.36 | 21.09 | 21.86 | 17.91 | 20.08 | 15.17 | 9.44 |
| Draw Down(%) | NA | 10.32 | 16.72 | 62.07 | 66.47 | NA | NA | … | … | 0.00 | 10.32 | 16.72 | 15.08 | 38.45 | 53.54 | 11.18 | 8.88 | 7.18 | 8.17 | 13.46 | 33.78 | 29.09 | 17.48 | 11.76 | 18.59 | 10.10 | 5.99 |
| Yield(%) | 0.00 | 0.52 | 1.29 | 0.98 | 2.07 | 2.85 | 3.53 | … | … | 0.00 | 0.53 | 1.39 | 1.48 | 1.42 | 1.54 | 1.08 | 1.39 | 2.37 | 3.89 | 1.10 | 0.71 | 3.77 | 6.94 | 5.16 | 10.78 | 11.83 | 8.83 |
Data as of 01/31/2013, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KNVEX (Fifth Third Structured Large Cap Plus I) |
-21.93%
Feb 2006 – Feb 2009 |
-11.10%
Feb 2004 – Feb 2009 |
-6.64%
Feb 1999 – Feb 2009 |
1.74%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KNVEX (Fifth Third Structured Large Cap Plus I) |
27.22%
Feb 2009 – Feb 2012 |
14.09%
Sep 2002 – Sep 2007 |
6.94%
Jul 1996 – Jul 2006 |
3.72%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart