Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KB Home 401(k) Savings Plan Tactical Asset Allocation Moderate | NA | 13.29% | 4.26% | 5.93% | 4.00% | 8.12% | NA | 8.25% |
Data as of 10/31/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KB Home 401(k) Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/18/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.52 | 13.29 | 4.26 | 5.93 | 4.00 | 8.12 | NA | 8.25 | 2.77 | 11.95 | 5.42 | -5.89 | 1.56 | 15.22 | 3.02 | 0.15 | 3.56 | 26.52 | -12.72 | 18.44 | 18.76 | 8.44 | 9.01 | 22.74 | 5.46 | 6.23 |
| Sharpe Ratio | NA | 2.70 | 0.84 | 0.92 | 0.69 | NA | NA | 0.92 | 0.61 | 2.42 | 1.10 | -1.14 | 0.25 | 2.03 | 0.59 | 0.02 | 0.31 | 2.59 | -2.46 | 1.11 | 1.58 | 1.11 | 0.95 | 4.17 | 1.10 | 1.38 |
| Standard Deviation(%) | NA | 4.72 | 4.91 | 5.77 | 7.10 | NA | NA | 7.48 | 4.49 | 4.68 | 4.75 | 5.17 | 6.24 | 7.47 | 4.99 | 7.52 | 11.08 | 10.22 | 5.54 | 13.87 | 9.82 | 5.66 | 8.47 | 5.29 | 3.96 | 2.83 |
| Draw Down(%) | NA | 3.34 | 9.03 | 9.30 | 10.57 | NA | NA | 17.52 | 0.34 | 3.34 | 3.51 | 8.94 | 5.64 | 3.12 | 4.68 | 6.70 | 9.98 | 4.59 | 13.39 | 11.92 | 13.74 | 4.99 | 9.88 | 1.88 | 5.34 | 1.93 |
| Yield(%) | NA | 0.14 | 1.73 | 1.84 | 1.94 | NA | NA | 3.22 | 0.02 | 0.13 | 2.33 | 2.68 | 3.04 | 1.04 | 2.03 | 1.75 | 2.12 | 2.51 | 1.85 | 11.77 | 6.51 | 2.86 | 2.55 | 4.36 | 2.45 | 4.76 |
Data as of 10/31/2017, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KB Home 401(k) Savings Plan Tactical Asset Allocation Moderate |
-0.24%
Nov 2013 - Nov 2016 |
2.01%
Apr 2011 - Apr 2016 |
4.00%
Oct 2007 - Oct 2017 |
7.42%
Oct 2001 - Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KB Home 401(k) Savings Plan Tactical Asset Allocation Moderate |
19.51%
Oct 2004 - Oct 2007 |
16.86%
Oct 2002 - Oct 2007 |
10.37%
Apr 2001 - Apr 2011 |
8.14%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart