Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KING STREET CAPITAL MANAGEMENT L.P. 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 15.15% | 9.60% | 7.70% | 7.68% | 6.66% | 9.62% | 9.50% |
Data as of 09/30/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KING STREET CAPITAL MANAGEMENT L.P. 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.47 | 15.15 | 9.60 | 7.70 | 7.68 | 6.66 | 9.62 | 9.50 | 5.35 | 19.91 | 16.72 | -6.70 | 10.08 | 3.32 | -2.88 | 4.28 | 12.27 | 13.25 | -3.49 | 15.89 | 38.49 | -27.69 | 10.49 | 16.43 | 13.50 | 18.73 | 42.71 | 3.28 | 8.33 |
| Sharpe Ratio | NA | 0.65 | 1.02 | 0.75 | 0.76 | NA | NA | 0.75 | 0.57 | 1.09 | 1.93 | -0.87 | 2.11 | 0.37 | -0.35 | 0.67 | 1.76 | 1.84 | -0.25 | 1.40 | 2.04 | -1.24 | 0.73 | 1.60 | 1.84 | 2.32 | 6.24 | 0.28 | 0.54 |
| Standard Deviation(%) | NA | 9.12 | 12.64 | 10.73 | 9.27 | NA | NA | 11.08 | 9.27 | 18.04 | 7.92 | 9.17 | 4.47 | 8.49 | 8.26 | 6.41 | 6.94 | 7.16 | 13.95 | 11.31 | 18.84 | 23.02 | 10.27 | 8.23 | 6.15 | 7.67 | 6.74 | 7.77 | 11.18 |
| Draw Down(%) | NA | 7.31 | 22.40 | 22.40 | 22.40 | NA | NA | 41.28 | 7.31 | 22.32 | 4.24 | 13.41 | 3.06 | 8.23 | 10.03 | 5.91 | 6.93 | 6.05 | 15.80 | 9.43 | 16.88 | 40.26 | 8.42 | 10.00 | 4.55 | 8.69 | 3.75 | 12.58 | 12.75 |
| Yield(%) | NA | 5.90 | 4.19 | 3.48 | 3.92 | NA | NA | 4.65 | 5.14 | 4.00 | 3.31 | 4.73 | 0.32 | 1.29 | 6.20 | 4.29 | 5.34 | 3.93 | 3.09 | 1.98 | 2.90 | 6.66 | 8.93 | 7.64 | 5.27 | 4.37 | 4.52 | 3.68 | 5.48 |
Data as of 09/30/2021, 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 |
|---|---|---|---|---|
| KING STREET CAPITAL MANAGEMENT L.P. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.92%
Feb 2006 - Feb 2009 |
0.51%
Mar 2015 - Mar 2020 |
4.01%
Mar 2010 - Mar 2020 |
5.62%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KING STREET CAPITAL MANAGEMENT L.P. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
26.95%
Mar 2003 - Mar 2006 |
21.88%
Oct 2002 - Oct 2007 |
12.59%
Mar 2001 - Mar 2011 |
10.23%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart