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 Strategic Asset Allocation - Equal Weight Moderate | NA | 16.20% | 6.31% | 7.00% | 5.89% | 7.42% | 6.26% | 5.80% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KEMET Employees 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 (%) | -0.33 | 16.20 | 6.31 | 7.00 | 5.89 | 7.42 | 6.26 | 5.80 | 1.68 | 23.71 | -10.09 | 9.69 | 11.36 | 17.75 | -3.39 | 13.19 | 2.13 | 4.78 | 2.68 | 13.49 | 10.84 | -2.34 | 11.52 | 26.49 | -24.97 | 8.01 | 10.78 | 7.86 | 10.21 | 21.21 | -7.40 | -3.83 |
| Sharpe Ratio | NA | 2.11 | 0.52 | 0.63 | 0.59 | NA | NA | 0.48 | 0.20 | 2.64 | -0.78 | 1.08 | 0.60 | 2.23 | -0.49 | 2.63 | 0.21 | 0.52 | 0.39 | 2.17 | 1.43 | -0.19 | 1.08 | 1.71 | -1.30 | 0.56 | 1.03 | 0.96 | 1.28 | 2.46 | -0.80 | -0.71 |
| Standard Deviation(%) | NA | 7.16 | 10.73 | 12.22 | 10.39 | NA | NA | 10.54 | 6.83 | 7.36 | 14.69 | 8.95 | 18.65 | 7.33 | 9.60 | 4.78 | 9.21 | 9.08 | 6.89 | 6.20 | 7.55 | 12.23 | 10.59 | 15.41 | 19.92 | 8.96 | 7.32 | 5.90 | 7.23 | 8.33 | 10.66 | 8.66 |
| Draw Down(%) | NA | 3.89 | 17.11 | 23.72 | 23.72 | NA | NA | 35.44 | 1.34 | 3.89 | 17.02 | 4.80 | 23.72 | 3.87 | 10.96 | 3.17 | 8.30 | 8.35 | 5.40 | 4.50 | 6.70 | 12.64 | 8.64 | 13.84 | 33.31 | 6.01 | 8.04 | 4.14 | 5.77 | 7.51 | 15.92 | 14.80 |
| Yield(%) | NA | 14.41 | 10.39 | 7.16 | 5.14 | NA | NA | 3.82 | 0.89 | 14.83 | 6.39 | 9.39 | 1.91 | 2.89 | 4.46 | 0.73 | 1.64 | 5.01 | 3.81 | 2.12 | 2.49 | 1.21 | 2.60 | 1.53 | 2.91 | 6.40 | 3.52 | 3.11 | 2.44 | 2.15 | 2.24 | 3.21 |
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 |
|---|---|---|---|---|
| KEMET Employees Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-7.03%
Feb 2006 - Feb 2009 |
-0.83%
Feb 2004 - Feb 2009 |
4.43%
Dec 2006 - Dec 2016 |
4.28%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KEMET Employees Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
16.93%
Feb 2009 - Feb 2012 |
13.79%
Feb 2009 - Feb 2014 |
9.30%
Feb 2009 - Feb 2019 |
8.35%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart