Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MKIEX (MCKEE INTERNATIONAL EQUITY PORTFOLIO INSTITUTIONAL CLASS SHARES) | NA | 5.57% | 7.93% | 3.13% | 4.96% | 2.32% | 7.04% | 5.48% |
Data as of 09/19/2022, AR inception is 07/01/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MKIEX (MCKEE INTERNATIONAL EQUITY PORTFOLIO INSTITUTIONAL CLASS SHARES) | 07/01/1994 | 09/19/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 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 | 5.57 | 7.93 | 3.13 | 4.96 | 2.32 | 7.04 | 5.48 | 1.97 | -20.60 | -0.13 | 17.16 | -19.38 | 26.23 | 3.32 | -1.69 | -6.25 | 17.85 | 19.80 | -15.36 | 7.54 | 39.64 | -41.19 | 11.44 | 25.36 | 10.80 | 23.11 | 38.33 | -15.55 | -14.99 | -16.26 | 43.68 | 8.94 | 11.32 | 10.51 | 6.65 | -2.72 |
| Sharpe Ratio | NA | 0.10 | 0.31 | 0.12 | 0.26 | NA | NA | 0.21 | 0.06 | -0.58 | -0.01 | 1.39 | -1.45 | 3.14 | 0.18 | -0.11 | -0.56 | 1.35 | 1.14 | -0.55 | 0.35 | 1.25 | -0.97 | 0.49 | 1.64 | 0.83 | 1.83 | 2.49 | -0.82 | -1.11 | -1.11 | 3.01 | 0.28 | 0.56 | 0.94 | 0.30 | -1.21 |
| Standard Deviation(%) | NA | 27.98 | 24.19 | 20.41 | 17.39 | NA | NA | 19.10 | 32.25 | 35.66 | 28.98 | 11.33 | 14.31 | 8.18 | 17.47 | 15.46 | 11.12 | 13.23 | 17.45 | 27.79 | 21.28 | 31.56 | 43.17 | 17.16 | 13.47 | 10.41 | 12.12 | 15.14 | 20.29 | 15.84 | 18.23 | 13.42 | 20.42 | 13.89 | 7.39 | 9.25 | 7.25 |
| Draw Down(%) | NA | 19.74 | 35.36 | 43.22 | 43.22 | NA | NA | 59.90 | 19.74 | 31.33 | 35.36 | 9.60 | 27.83 | 2.43 | 12.84 | 18.42 | 13.10 | 10.56 | 17.25 | 28.18 | 19.08 | 29.32 | 55.19 | 11.49 | 14.57 | 7.85 | 8.76 | 16.78 | 30.50 | 27.25 | 22.30 | 10.51 | 25.98 | 15.24 | 6.33 | 6.97 | 9.13 |
| Yield(%) | 0.00 | 89.12 | 35.40 | 19.61 | 13.30 | 7.32 | 14.65 | 9.41 | 80.90 | 33.25 | 4.89 | 7.08 | 3.65 | 3.46 | 6.01 | 2.13 | 4.75 | 1.77 | 1.94 | 3.04 | 1.56 | 2.32 | 2.36 | 13.19 | 11.21 | 1.66 | 1.63 | 1.48 | 1.03 | 0.47 | 12.87 | 13.93 | 4.65 | 11.62 | 2.34 | 0.84 | 0.50 |
Data as of 09/19/2022, AR inception is 07/01/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MKIEX (MCKEE INTERNATIONAL EQUITY PORTFOLIO INSTITUTIONAL CLASS SHARES) |
-18.29%
Mar 2000 - Mar 2003 |
-6.27%
May 2007 - May 2012 |
0.79%
Mar 2010 - Mar 2020 |
1.07%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MKIEX (MCKEE INTERNATIONAL EQUITY PORTFOLIO INSTITUTIONAL CLASS SHARES) |
31.34%
Mar 2003 - Mar 2006 |
24.03%
Sep 2002 - Sep 2007 |
10.38%
Mar 2003 - Mar 2013 |
9.18%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart