Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KNVIX (Fifth Third Structured Large Cap Plus A) | NA | 2.12% | 11.14% | -2.43% | 3.90% | 1.34% | NA | … | … |
Data as of 01/31/2013, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KNVIX (Fifth Third Structured Large Cap Plus A) | 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 | 2.12 | 11.14 | -2.43 | 3.90 | 1.34 | NA | … | … | 0.00 | 7.16 | 8.21 | 14.28 | 12.12 | -44.81 | 1.95 | 16.38 | 5.42 | 10.34 | 25.85 | -24.09 | -13.06 | -11.48 | 18.53 | 27.66 | 23.73 | 10.03 |
| Sharpe Ratio | NA | 0.21 | 0.64 | -0.09 | 0.12 | NA | NA | … | … | 0.00 | 0.70 | 0.35 | 0.76 | 0.35 | -1.01 | -0.07 | 1.28 | 0.31 | 0.83 | 1.49 | -0.96 | -0.74 | -0.71 | 0.85 | 1.21 | -2.07 | 1.72 |
| Standard Deviation(%) | NA | 9.82 | 17.93 | 29.44 | 23.15 | NA | NA | … | … | NA | 10.20 | 23.05 | 18.65 | 34.52 | 45.05 | 16.37 | 10.25 | 10.41 | 11.33 | 16.87 | 26.36 | 21.11 | 21.78 | 17.91 | 20.11 | 15.17 | 9.50 |
| Draw Down(%) | NA | 10.38 | 16.71 | 62.12 | 66.60 | NA | NA | … | … | 0.00 | 10.38 | 16.71 | 15.26 | 38.52 | 53.68 | 11.22 | 8.87 | 7.27 | 8.26 | 13.62 | 33.90 | 29.16 | 17.63 | 11.82 | 18.66 | 10.11 | 6.02 |
| Yield(%) | 0.00 | 0.40 | 1.06 | 0.83 | 1.79 | 2.67 | 3.36 | … | … | 0.00 | 0.41 | 1.14 | 1.24 | 1.20 | 1.36 | 0.82 | 1.13 | 2.14 | 3.67 | 0.87 | 0.46 | 3.73 | 6.77 | 4.92 | 10.59 | 11.66 | 8.79 |
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 |
|---|---|---|---|---|
| KNVIX (Fifth Third Structured Large Cap Plus A) |
-22.12%
Feb 2006 – Feb 2009 |
-11.31%
Feb 2004 – Feb 2009 |
-6.88%
Feb 1999 – Feb 2009 |
1.49%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KNVIX (Fifth Third Structured Large Cap Plus A) |
26.95%
Feb 2009 – Feb 2012 |
13.81%
Sep 2002 – Sep 2007 |
6.66%
Jul 1996 – Jul 2006 |
3.46%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart