Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KFN (KKR Financial Holdings LLC) | NA | 16.83% | 13.81% | 62.02% | NA | NA | NA | … | … |
Data as of 04/30/2014, Common starting date is 06/29/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KFN (KKR Financial Holdings LLC) | 06/29/2005 | 04/30/2014 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.83 | 16.83 | 13.81 | 62.02 | NA | NA | NA | … | … | -3.60 | 25.50 | 31.40 | 1.02 | 60.34 | 270.46 | -87.54 | -41.80 | 20.78 | -2.29 |
| Sharpe Ratio | NA | 0.53 | 0.45 | 1.27 | NA | NA | NA | … | … | -0.37 | 0.75 | 1.73 | 0.03 | 1.51 | 1.92 | -0.75 | -0.78 | 0.97 | -0.47 |
| Standard Deviation(%) | NA | 31.92 | 29.62 | 48.73 | NA | NA | NA | … | … | 29.00 | 34.15 | 18.24 | 36.33 | 39.86 | 140.76 | 118.57 | 57.52 | 18.09 | 14.79 |
| Draw Down(%) | NA | 15.59 | 28.95 | 64.96 | NA | NA | NA | … | … | 15.59 | 15.51 | 13.05 | 30.24 | 22.52 | 83.06 | 96.14 | 62.94 | 10.46 | 16.08 |
| Yield(%) | 0.00 | 8.04 | 8.07 | 45.19 | 3.49 | 2.33 | 1.74 | … | … | 1.78 | 8.30 | 8.92 | 7.19 | 6.96 | 3.65 | 9.22 | 7.92 | 7.71 | 1.28 |
Data as of 04/30/2014, Common starting date is 06/29/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KFN (KKR Financial Holdings LLC) |
-62.85%
Mar 2006 – Mar 2009 |
-16.59%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KFN (KKR Financial Holdings LLC) |
126.31%
Mar 2009 – Mar 2012 |
76.59%
Mar 2009 – Mar 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart