Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KENNAMETAL RETIREMENT INCOME SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 5.26% | 7.63% | 7.54% | 4.61% | 6.39% | 5.62% | 5.50% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KENNAMETAL RETIREMENT INCOME SAVINGS PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -0.51 | 5.26 | 7.63 | 7.54 | 4.61 | 6.39 | 5.62 | 5.50 | 1.42 | 14.92 | -5.73 | 10.67 | 19.63 | 17.53 | -6.00 | 9.65 | 3.13 | -1.94 | -2.35 | 11.90 | 10.01 | -0.80 | 10.81 | 21.33 | -18.36 | 7.54 | 10.02 | 7.30 | 10.47 | 19.56 | -4.94 | 0.02 |
| Sharpe Ratio | NA | 0.79 | 0.30 | 0.73 | 0.48 | NA | NA | 0.50 | 0.15 | 1.24 | -0.54 | 1.14 | 1.07 | 2.15 | -0.75 | 2.04 | 0.33 | -0.23 | -0.34 | 1.91 | 1.83 | -0.08 | 1.20 | 1.44 | -1.23 | 0.53 | 1.05 | 1.03 | 1.42 | 2.78 | -0.74 | -0.34 |
| Standard Deviation(%) | NA | 8.48 | 10.52 | 11.98 | 10.17 | NA | NA | 9.55 | 7.54 | 8.58 | 13.22 | 9.37 | 18.16 | 7.51 | 9.73 | 4.41 | 8.87 | 8.41 | 7.03 | 6.21 | 5.44 | 10.31 | 8.92 | 14.79 | 15.62 | 8.58 | 6.46 | 5.00 | 6.72 | 6.79 | 8.13 | 6.72 |
| Draw Down(%) | NA | 7.23 | 14.87 | 22.77 | 22.77 | NA | NA | 32.90 | 1.44 | 7.23 | 14.87 | 5.43 | 22.77 | 4.11 | 12.82 | 2.07 | 8.91 | 9.77 | 6.80 | 6.67 | 4.51 | 10.98 | 6.93 | 16.74 | 27.93 | 5.47 | 7.46 | 3.38 | 6.14 | 6.71 | 12.11 | 9.22 |
| Yield(%) | NA | 5.23 | 3.31 | 3.68 | 3.72 | NA | NA | 3.53 | 0.00 | 5.58 | 2.76 | 1.87 | 5.48 | 3.16 | 3.56 | 0.40 | 3.10 | 6.54 | 5.06 | 2.75 | 3.74 | 2.25 | 3.86 | 3.60 | 3.11 | 6.05 | 3.01 | 3.22 | 3.25 | 3.52 | 2.13 | 3.23 |
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 |
|---|---|---|---|---|
| KENNAMETAL RETIREMENT INCOME SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.82%
Feb 2006 - Feb 2009 |
-0.30%
Feb 2004 - Feb 2009 |
3.02%
Mar 2010 - Mar 2020 |
3.83%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KENNAMETAL RETIREMENT INCOME SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.44%
Feb 2009 - Feb 2012 |
13.29%
Feb 2009 - Feb 2014 |
7.88%
Mar 2003 - Mar 2013 |
7.15%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart