Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KCP (Kenneth Cole Productions) | NA | -29.41% | -5.83% | -0.27% | -10.27% | -7.48% | 3.02% | … | … |
Data as of 12/05/2014, Common starting date is 06/03/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KCP (Kenneth Cole Productions) | 06/03/1994 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.99 | -29.41 | -5.83 | -0.27 | -10.27 | -7.48 | 3.02 | … | … | -33.33 | -7.79 | 34.56 | -15.21 | 29.43 | 36.30 | -58.31 | -24.64 | -3.13 | -15.48 | 6.75 | 45.71 | 14.69 | -56.02 | 31.97 | 144.00 | 16.75 | 3.61 | -17.33 | 78.57 | 69.63 |
| Sharpe Ratio | NA | -0.72 | -0.17 | -0.01 | -0.24 | NA | NA | … | … | -0.88 | -0.25 | 1.09 | -0.35 | 0.61 | 0.49 | -0.71 | -0.82 | -0.22 | -0.63 | 0.18 | 1.02 | 0.25 | -0.99 | 0.53 | 3.65 | 0.27 | -1.05 | -0.41 | 2.18 | 3.35 |
| Standard Deviation(%) | NA | 40.62 | 34.94 | 39.66 | 49.18 | NA | NA | … | … | 40.00 | 30.69 | 31.89 | 43.72 | 48.10 | 73.74 | 83.45 | 33.77 | 29.19 | 28.18 | 31.90 | 44.14 | 54.42 | 59.59 | 52.24 | 38.56 | 49.10 | 49.14 | 50.09 | 34.33 | 43.53 |
| Draw Down(%) | NA | 49.38 | 51.16 | 51.57 | 84.06 | NA | NA | … | … | 49.38 | 30.50 | 16.21 | 27.50 | 27.24 | 40.33 | 70.14 | 36.70 | 22.15 | 29.65 | 30.88 | 28.42 | 44.36 | 72.71 | 28.16 | 19.24 | 49.03 | 45.32 | 35.36 | 18.89 | 29.59 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.85 | 0.43 | 0.95 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.12 | 2.99 | 2.83 | 2.15 | 1.78 | 0.75 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/05/2014, Common starting date is 06/03/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KCP (Kenneth Cole Productions) |
-36.90%
Mar 2006 – Mar 2009 |
-26.61%
Mar 2004 – Mar 2009 |
-10.92%
Aug 2000 – Aug 2010 |
-6.83%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KCP (Kenneth Cole Productions) |
70.51%
Oct 1997 – Oct 2000 |
40.03%
Jul 1994 – Jul 1999 |
22.33%
Jul 1994 – Jul 2004 |
5.16%
Jul 1994 – Jul 2009 |
Annualized Rolling Returns Comparison Chart