Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KNIEX (Fifth Third Equity Index Instl) | NA | 3.59% | 9.06% | 1.46% | 6.49% | 3.56% | NA | … | … |
Data as of 01/31/2013, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KNIEX (Fifth Third Equity Index Instl) | 06/21/1996 | 01/31/2013 |
| 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 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.59 | 9.06 | 1.46 | 6.49 | 3.56 | NA | … | … | 0.00 | 8.22 | 1.87 | 15.03 | 26.35 | -36.95 | 5.31 | 15.61 | 4.71 | 10.62 | 28.20 | -22.38 | -12.22 | -9.30 | 20.55 | 28.26 | 32.54 | 11.92 |
| Sharpe Ratio | NA | 0.37 | 0.53 | 0.05 | 0.26 | NA | NA | … | … | 0.00 | 0.82 | 0.08 | 0.82 | 0.97 | -0.92 | 0.14 | 1.23 | 0.25 | 0.87 | 1.61 | -0.90 | -0.69 | -0.60 | 0.94 | 1.23 | -1.25 | 1.73 |
| Standard Deviation(%) | NA | 9.67 | 17.95 | 26.18 | 20.86 | NA | NA | … | … | NA | 10.04 | 23.45 | 18.19 | 27.16 | 41.02 | 16.01 | 10.06 | 10.29 | 11.07 | 17.05 | 26.03 | 21.52 | 22.09 | 18.43 | 20.33 | 18.04 | 11.71 |
| Draw Down(%) | NA | 9.65 | 18.72 | 51.40 | 55.22 | NA | NA | … | … | 0.00 | 9.65 | 18.72 | 15.64 | 27.14 | 47.69 | 9.91 | 7.46 | 7.02 | 7.53 | 13.84 | 33.16 | 29.27 | 16.63 | 11.95 | 19.21 | 10.68 | 7.14 |
| Yield(%) | 0.00 | 0.89 | 3.11 | 2.15 | 3.00 | 2.36 | 2.84 | … | … | 0.00 | 0.91 | 2.31 | 5.47 | 2.17 | 1.82 | 1.96 | 1.89 | 1.78 | 1.94 | 1.68 | 1.09 | 0.85 | 1.90 | 3.39 | 1.43 | 2.22 | 2.29 |
Data as of 01/31/2013, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KNIEX (Fifth Third Equity Index Instl) |
-16.35%
Mar 2000 – Mar 2003 |
-6.75%
Feb 2004 – Feb 2009 |
-3.66%
Feb 1999 – Feb 2009 |
3.78%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KNIEX (Fifth Third Equity Index Instl) |
29.11%
Jul 1996 – Jul 1999 |
15.19%
Sep 2002 – Sep 2007 |
8.53%
Aug 1996 – Aug 2006 |
6.40%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart