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 Strategic Asset Allocation - Equal Weight Moderate | NA | 32.24% | 10.79% | 12.32% | 8.51% | 8.47% | 7.84% | 8.01% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.50 | 32.24 | 10.79 | 12.32 | 8.51 | 8.47 | 7.84 | 8.01 | NA | 17.50 | 22.76 | -6.03 | 4.87 | 19.00 | 16.78 | -5.41 | 10.98 | 4.73 | 2.77 | 2.15 | 14.97 | 11.97 | -0.73 | 10.81 | 21.53 | -18.61 | 10.17 | 10.84 | 7.92 | 12.22 | 19.58 | -3.37 | 6.00 |
| Sharpe Ratio | NA | 1.61 | 0.75 | 0.75 | 0.70 | NA | NA | 0.68 | 0.15 | 1.43 | 2.39 | -0.59 | 0.51 | 1.06 | 2.18 | -0.74 | 2.20 | 0.53 | 0.32 | 0.32 | 2.56 | 2.03 | -0.07 | 1.16 | 1.76 | -1.28 | 0.89 | 1.10 | 1.09 | 1.60 | 2.71 | -0.48 | 0.47 |
| Standard Deviation(%) | NA | 7.59 | 9.62 | 11.65 | 9.89 | NA | NA | 9.31 | 5.98 | 7.61 | 7.73 | 12.61 | 9.43 | 17.66 | 7.05 | 9.10 | 4.70 | 8.61 | 8.52 | 6.71 | 5.84 | 5.87 | 11.53 | 9.24 | 12.19 | 15.20 | 8.09 | 6.86 | 5.29 | 7.03 | 6.98 | 9.26 | 7.90 |
| Draw Down(%) | NA | 5.59 | 14.32 | 22.46 | 22.46 | NA | NA | 28.62 | 0.33 | 5.59 | 4.63 | 14.53 | 5.45 | 22.46 | 3.78 | 12.19 | 2.89 | 8.27 | 8.03 | 5.81 | 4.15 | 4.24 | 12.42 | 7.52 | 12.42 | 28.62 | 5.42 | 7.48 | 3.40 | 5.76 | 6.59 | 13.22 | 8.13 |
| Yield(%) | NA | 16.44 | 10.60 | 7.86 | 5.50 | NA | NA | 4.89 | NA | 5.09 | 15.14 | 6.74 | 3.98 | 3.26 | 4.52 | 4.79 | 0.91 | 1.97 | 5.53 | 2.93 | 2.47 | 2.67 | 3.27 | 4.06 | 4.18 | 6.35 | 7.57 | 4.87 | 4.55 | 4.23 | 3.48 | 4.13 | 5.74 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.51%
Feb 2006 - Feb 2009 |
1.50%
Feb 2004 - Feb 2009 |
4.85%
Mar 2010 - Mar 2020 |
4.90%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kohl`s Department Stores Inc Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
15.28%
Feb 2009 - Feb 2012 |
13.39%
Feb 2009 - Feb 2014 |
8.72%
Nov 2014 - Nov 2024 |
9.26%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart