Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KBX | NA | -82.86% | -45.95% | -38.82% | NA | NA | NA | … | … |
Data as of 08/01/2013, Common starting date is 12/23/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KBX | 12/23/2005 | 08/01/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -24.76 | -82.86 | -45.95 | -38.82 | NA | NA | NA | … | … | -67.57 | -56.98 | -38.57 | 8.53 | 158.00 | -35.06 | -64.68 | 9.55 | 3.65 |
| Sharpe Ratio | NA | -0.75 | -0.48 | -0.38 | NA | NA | NA | … | … | -0.69 | -0.89 | -0.47 | 0.12 | 1.70 | -0.33 | -0.95 | 0.11 | 8.88 |
| Standard Deviation(%) | NA | 110.37 | 93.61 | 102.37 | NA | NA | NA | … | … | 124.16 | 64.62 | 82.59 | 69.32 | 92.73 | 107.88 | 71.31 | 57.60 | 95.87 |
| Draw Down(%) | NA | 90.12 | 96.10 | 96.10 | NA | NA | NA | … | … | 79.63 | 73.85 | 59.33 | 55.40 | 36.11 | 75.13 | 70.32 | 46.31 | 6.13 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/01/2013, Common starting date is 12/23/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KBX (KBX) |
-51.06%
Jun 2010 – Jun 2013 |
-43.01%
Jun 2008 – Jun 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KBX (KBX) |
31.23%
Jan 2009 – Jan 2012 |
-0.28%
Aug 2007 – Aug 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart