Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KEMET Employees Savings Plan Tactical Asset Allocation Moderate | NA | 32.01% | 11.79% | 9.80% | 7.41% | 6.79% | 7.02% | 6.64% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KEMET Employees 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 (%) | -0.54 | 32.01 | 11.79 | 9.80 | 7.41 | 6.79 | 7.02 | 6.64 | NA | 19.57 | 27.53 | -10.16 | 11.44 | 1.29 | 13.98 | -2.90 | 12.86 | 5.80 | -0.08 | 1.22 | 15.88 | 7.09 | -5.45 | 5.29 | 15.61 | -3.74 | 9.72 | 10.38 | 6.16 | 8.27 | 14.32 | -4.55 | 1.60 |
| Sharpe Ratio | NA | 1.88 | 0.79 | 0.66 | 0.72 | NA | NA | 0.67 | 0.11 | 1.71 | 3.27 | -0.80 | 1.34 | 0.09 | 3.29 | -0.55 | 2.39 | 1.27 | -0.02 | 0.18 | 2.30 | 0.98 | -0.60 | 0.46 | 1.89 | -1.75 | 0.68 | 0.93 | 0.70 | 1.01 | 2.62 | -1.31 | -0.29 |
| Standard Deviation(%) | NA | 7.54 | 10.28 | 10.16 | 8.12 | NA | NA | 7.58 | 5.90 | 7.59 | 7.12 | 14.44 | 8.51 | 11.20 | 3.82 | 7.62 | 5.11 | 4.40 | 4.94 | 6.57 | 6.88 | 7.18 | 9.13 | 11.22 | 8.21 | 2.67 | 9.92 | 7.67 | 5.68 | 7.24 | 5.21 | 4.33 | 2.44 |
| Draw Down(%) | NA | 4.47 | 15.75 | 19.27 | 19.27 | NA | NA | 19.27 | 0.41 | 4.47 | 3.32 | 17.00 | 4.72 | 19.27 | 1.71 | 9.70 | 3.35 | 3.63 | 4.39 | 6.03 | 4.54 | 6.85 | 11.30 | 10.80 | 4.17 | 5.59 | 6.98 | 8.89 | 4.35 | 5.83 | 2.43 | 6.90 | 2.63 |
| Yield(%) | NA | 16.78 | 12.70 | 9.12 | 5.80 | NA | NA | 4.08 | NA | 5.26 | 16.04 | 6.56 | 9.93 | 2.98 | 4.92 | 2.62 | 0.39 | 3.95 | 1.42 | 3.80 | 2.05 | 2.44 | 2.06 | 2.25 | 1.79 | 1.49 | 6.52 | 4.87 | 2.93 | 2.50 | 1.88 | 1.46 | 3.81 |
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 |
|---|---|---|---|---|
| KEMET Employees Savings Plan Tactical Asset Allocation Moderate |
-0.79%
Sep 2019 - Sep 2022 |
0.75%
Sep 2017 - Sep 2022 |
3.45%
Mar 2010 - Mar 2020 |
3.71%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KEMET Employees Savings Plan Tactical Asset Allocation Moderate |
13.88%
Nov 2021 - Nov 2024 |
10.61%
Oct 2002 - Oct 2007 |
7.64%
Nov 2014 - Nov 2024 |
6.99%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart