Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kratos Defense & Security Solutions, Inc. Employee Savings and Investment Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 4.58% | 2.31% | 2.22% | 5.69% | 5.73% | NA | 7.04% |
Data as of 05/29/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kratos Defense & Security Solutions, Inc. Employee Savings and Investment Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.28 | 4.58 | 2.31 | 2.22 | 5.69 | 5.73 | NA | 7.04 | 3.10 | 18.11 | -9.08 | 9.68 | -0.37 | 1.55 | 8.20 | 10.85 | 13.16 | -1.75 | 12.46 | 29.07 | -22.10 | 8.09 | 13.97 | 8.86 | 14.69 | 25.84 | -1.18 | 9.97 |
| Sharpe Ratio | NA | 0.36 | 0.23 | 0.33 | 0.57 | NA | NA | 0.57 | 0.13 | 2.67 | -1.23 | 1.91 | -0.07 | 0.18 | 1.25 | 1.41 | 1.80 | -0.12 | 1.02 | 1.35 | -1.12 | 0.57 | 1.60 | 1.06 | 1.93 | 3.95 | -0.28 | 0.93 |
| Standard Deviation(%) | NA | 17.88 | 11.98 | 10.42 | 9.90 | NA | NA | 11.00 | 21.75 | 6.25 | 8.46 | 4.74 | 8.39 | 8.49 | 6.53 | 7.69 | 7.28 | 14.52 | 12.16 | 21.42 | 20.58 | 8.90 | 6.67 | 6.33 | 7.12 | 6.37 | 8.24 | 8.26 |
| Draw Down(%) | NA | 22.89 | 22.89 | 22.89 | 22.89 | NA | NA | 36.32 | 22.89 | 2.67 | 14.29 | 3.49 | 8.45 | 7.19 | 5.00 | 7.74 | 5.94 | 15.22 | 9.23 | 16.98 | 33.79 | 6.37 | 6.87 | 4.16 | 8.22 | 5.08 | 12.64 | 9.13 |
| Yield(%) | NA | 4.53 | 2.74 | 3.64 | 3.92 | NA | NA | 4.21 | 0.34 | 5.77 | 2.81 | 0.48 | 2.17 | 8.38 | 6.48 | 4.59 | 4.03 | 3.05 | 3.23 | 3.10 | 4.96 | 7.56 | 4.10 | 4.85 | 5.05 | 2.75 | 3.14 | 3.10 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| Kratos Defense & Security Solutions, Inc. Employee Savings and Investment Plan Strategic Asset Allocation - Equal Weight Moderate |
-6.37%
Feb 2006 - Feb 2009 |
0.14%
Mar 2015 - Mar 2020 |
4.17%
Mar 2010 - Mar 2020 |
5.22%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kratos Defense & Security Solutions, Inc. Employee Savings and Investment Plan Strategic Asset Allocation - Equal Weight Moderate |
19.32%
Feb 2009 - Feb 2012 |
15.68%
Feb 2009 - Feb 2014 |
10.04%
Mar 2003 - Mar 2013 |
8.50%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart