Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Kratos Defense & Security Solutions, Inc. Employee Savings and Investment Plan Tactical Asset Allocation Moderate | NA | 27.40% | 1.88% | 4.57% | 4.72% | 6.07% | 6.94% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kratos Defense & Security Solutions, Inc. Employee Savings and Investment Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.90 | 27.40 | 1.88 | 4.57 | 4.72 | 6.07 | 6.94 | … | … | 0.77 | 9.08 | 20.19 | -22.71 | 7.17 | 10.82 | 13.80 | -4.11 | 11.94 | 1.85 | 0.22 | 7.54 | 13.17 | 9.18 | -1.11 | 11.78 | 21.55 | -6.23 | 11.97 | 18.86 | 4.00 | 14.46 | 19.66 | 4.66 | 6.54 |
| Sharpe Ratio | NA | 0.41 | -0.20 | 0.13 | 0.27 | NA | NA | … | … | 0.07 | 0.24 | 1.72 | -1.48 | 0.75 | 1.05 | 2.55 | -0.70 | 2.24 | 0.32 | 0.03 | 1.22 | 1.75 | 1.55 | -0.11 | 0.79 | 2.19 | -1.58 | 0.95 | 2.04 | 0.25 | 1.78 | 3.64 | 0.80 | 1.16 |
| Standard Deviation(%) | NA | 10.25 | 12.39 | 11.44 | 9.11 | NA | NA | … | … | 9.78 | 10.29 | 9.28 | 16.33 | 9.54 | 10.04 | 4.85 | 7.77 | 5.05 | 5.22 | 6.31 | 6.18 | 7.52 | 5.87 | 10.56 | 14.78 | 9.79 | 4.54 | 9.48 | 7.63 | 7.19 | 7.59 | 5.21 | 4.46 | 3.66 |
| Draw Down(%) | NA | 7.26 | 25.71 | 27.75 | 27.75 | NA | NA | … | … | 0.80 | 7.26 | 8.34 | 27.12 | 4.95 | 13.88 | 2.20 | 11.02 | 3.88 | 4.53 | 6.18 | 4.19 | 7.22 | 5.06 | 12.61 | 11.31 | 4.42 | 10.54 | 6.65 | 5.96 | 4.99 | 9.42 | 4.27 | 4.38 | 2.77 |
| Yield(%) | NA | 5.90 | 6.24 | 5.36 | 4.71 | NA | NA | … | … | NA | 0.74 | 6.31 | 4.61 | 6.87 | 5.07 | 3.42 | 2.87 | 0.33 | 3.36 | 5.35 | 8.23 | 6.18 | 3.77 | 2.06 | 4.11 | 4.64 | 3.15 | 6.96 | 7.21 | 4.42 | 4.11 | 3.71 | 4.85 | 6.65 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kratos Defense & Security Solutions, Inc. Employee Savings and Investment Plan Tactical Asset Alloca |
-3.81%
Sep 2019 – Sep 2022 |
-0.96%
Oct 2017 – Oct 2022 |
2.98%
Oct 2013 – Oct 2023 |
4.05%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kratos Defense & Security Solutions, Inc. Employee Savings and Investment Plan Tactical Asset Alloca |
14.86%
Oct 2004 – Oct 2007 |
14.92%
Oct 2002 – Oct 2007 |
11.22%
Apr 2001 – Apr 2011 |
9.39%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart