Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kohlberg Kravis Roberts (KKR) Co. 401(k) Profit Sharing Plan Tactical Asset Allocation Moderate | NA | 3.42% | 6.00% | 6.54% | 4.64% | 7.65% | 8.77% | 9.63% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kohlberg Kravis Roberts (KKR) Co. 401(k) Profit Sharing Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.43 | 3.42 | 6.00 | 6.54 | 4.64 | 7.65 | 8.77 | 9.63 | 1.45 | 13.91 | -14.16 | 13.86 | 23.93 | 9.92 | -3.87 | 12.54 | 2.58 | -6.86 | 5.30 | 12.82 | 10.99 | 2.92 | 14.35 | 32.70 | -5.61 | 18.96 | 16.63 | 13.76 | 14.21 | 27.01 | 9.38 | 7.21 |
| Sharpe Ratio | NA | 0.76 | 0.04 | 0.80 | 0.55 | NA | NA | 0.97 | 0.15 | 1.26 | -1.53 | 1.35 | 2.23 | 1.58 | -0.57 | 2.02 | 0.39 | -0.92 | 0.83 | 1.76 | 2.53 | 0.29 | 0.97 | 3.07 | -0.87 | 1.07 | 1.24 | 1.27 | 1.32 | 4.27 | 2.06 | 1.11 |
| Standard Deviation(%) | NA | 7.58 | 9.34 | 9.10 | 8.12 | NA | NA | 8.87 | 7.65 | 7.69 | 10.14 | 10.23 | 10.64 | 5.37 | 9.04 | 5.89 | 6.05 | 7.47 | 6.40 | 7.26 | 4.32 | 9.85 | 14.77 | 10.60 | 7.52 | 14.88 | 10.74 | 9.11 | 10.02 | 6.16 | 4.02 | 4.42 |
| Draw Down(%) | NA | 5.70 | 17.10 | 17.10 | 17.10 | NA | NA | 17.10 | 1.52 | 5.70 | 17.10 | 7.07 | 10.95 | 2.95 | 10.66 | 3.64 | 5.98 | 13.22 | 5.94 | 7.10 | 3.31 | 9.33 | 9.43 | 4.53 | 8.64 | 10.33 | 12.05 | 5.94 | 11.59 | 2.67 | 4.61 | 2.15 |
| Yield(%) | NA | 3.72 | 4.23 | 4.61 | 3.62 | NA | NA | 4.41 | 0.01 | 3.98 | 1.79 | 7.37 | 6.41 | 4.04 | 2.91 | 0.26 | 2.90 | 4.30 | 2.90 | 6.79 | 4.34 | 2.33 | 4.17 | 4.55 | 2.83 | 6.18 | 5.89 | 3.41 | 4.03 | 4.77 | 6.70 | 8.50 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Kohlberg Kravis Roberts (KKR) Co. 401(k) Profit Sharing Plan Tactical Asset Allocation Moderate |
0.20%
Dec 2013 - Dec 2016 |
1.38%
Mar 2015 - Mar 2020 |
4.64%
Oct 2013 - Oct 2023 |
6.61%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kohlberg Kravis Roberts (KKR) Co. 401(k) Profit Sharing Plan Tactical Asset Allocation Moderate |
20.88%
Oct 2004 - Oct 2007 |
19.58%
Oct 2002 - Oct 2007 |
15.15%
Apr 2001 - Apr 2011 |
11.30%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart