Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kohl`s Department Stores Inc Savings Plan Tactical Asset Allocation Moderate | NA | 33.86% | 9.40% | 10.27% | 6.80% | 6.60% | 7.07% | 7.44% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kohl`s Department Stores Inc Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 | 33.86 | 9.40 | 10.27 | 6.80 | 6.60 | 7.07 | 7.44 | NA | 27.19 | 21.55 | -10.37 | 6.16 | 14.34 | 11.06 | -3.21 | 9.32 | 3.86 | -1.21 | 1.23 | 15.00 | 7.04 | -2.91 | 7.93 | 16.34 | -3.17 | 10.72 | 11.91 | 5.05 | 11.67 | 16.20 | 1.82 | 6.98 |
| Sharpe Ratio | NA | 2.12 | 1.02 | 0.93 | 0.73 | NA | NA | 0.77 | 0.17 | 2.75 | 2.27 | -1.22 | 0.65 | 1.65 | 2.14 | -0.63 | 1.83 | 0.98 | -0.25 | 0.21 | 2.27 | 1.12 | -0.37 | 0.72 | 1.96 | -0.69 | 0.86 | 1.17 | 0.49 | 1.43 | 3.09 | 0.17 | 1.14 |
| Standard Deviation(%) | NA | 35.03 | 21.52 | 17.60 | 12.97 | NA | NA | 9.94 | 242.91 | 7.50 | 7.63 | 9.63 | 9.43 | 8.53 | 4.52 | 7.15 | 4.75 | 3.72 | 4.97 | 5.71 | 6.59 | 6.23 | 7.99 | 10.96 | 8.29 | 5.96 | 8.96 | 7.39 | 5.82 | 7.52 | 5.02 | 4.22 | 4.09 |
| Draw Down(%) | NA | 3.77 | 13.85 | 16.27 | 16.27 | NA | NA | 16.27 | 0.51 | 3.77 | 4.52 | 14.91 | 5.83 | 10.46 | 3.14 | 8.91 | 3.49 | 1.93 | 5.19 | 5.82 | 4.98 | 5.29 | 9.75 | 9.21 | 4.09 | 9.13 | 6.63 | 8.63 | 4.29 | 6.23 | 3.15 | 4.87 | 2.77 |
| Yield(%) | NA | 15.86 | 11.13 | 8.16 | 5.60 | NA | NA | 4.86 | NA | 4.44 | 15.35 | 7.08 | 6.21 | 2.45 | 5.39 | 4.22 | 0.51 | 2.31 | 4.18 | 3.83 | 3.04 | 3.81 | 2.17 | 3.64 | 4.55 | 4.34 | 5.38 | 5.54 | 4.04 | 3.58 | 3.54 | 5.21 | 6.93 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Kohl`s Department Stores Inc Savings Plan Tactical Asset Allocation Moderate |
1.27%
Dec 2013 - Dec 2016 |
1.91%
Dec 2013 - Dec 2018 |
3.98%
Mar 2010 - Mar 2020 |
4.43%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kohl`s Department Stores Inc Savings Plan Tactical Asset Allocation Moderate |
12.34%
Apr 2003 - Apr 2006 |
11.75%
Oct 2002 - Oct 2007 |
8.82%
Apr 2001 - Apr 2011 |
7.36%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart