Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KNEEX (Fifth Third Small Cap Growth Instl) | NA | -4.16% | 8.46% | 0.54% | 6.33% | 3.03% | NA | … | … |
Data as of 01/31/2013, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KNEEX (Fifth Third Small Cap Growth 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 | -4.16 | 8.46 | 0.54 | 6.33 | 3.03 | NA | … | … | 0.00 | 1.22 | -7.77 | 30.89 | 36.31 | -44.25 | 10.92 | 11.90 | 4.64 | 6.24 | 40.18 | -25.00 | -4.03 | -0.42 | 27.98 | -6.14 | 27.80 | 6.71 |
| Sharpe Ratio | NA | -0.29 | 0.35 | 0.01 | 0.20 | NA | NA | … | … | 0.00 | 0.08 | -0.23 | 1.33 | 1.17 | -1.07 | 0.41 | 0.49 | 0.15 | 0.26 | 1.96 | -1.01 | -0.24 | -0.14 | 1.78 | -0.53 | -2.24 | 0.75 |
| Standard Deviation(%) | NA | 14.70 | 25.42 | 30.98 | 25.90 | NA | NA | … | … | NA | 15.22 | 34.26 | 23.15 | 30.95 | 42.23 | 19.38 | 17.76 | 16.73 | 20.66 | 20.17 | 25.82 | 26.79 | 32.40 | 13.93 | 17.84 | 12.18 | 12.78 |
| Draw Down(%) | NA | 14.24 | 32.69 | 55.99 | 61.17 | NA | NA | … | … | 0.00 | 14.24 | 32.69 | 17.18 | 27.65 | 55.97 | 12.90 | 17.69 | 12.90 | 22.90 | 13.25 | 36.76 | 28.59 | 23.03 | 13.07 | 36.64 | 9.56 | 9.12 |
| Yield(%) | 0.00 | 0.00 | 0.46 | 0.22 | 11.15 | 6.36 | 6.36 | … | … | 0.00 | 0.00 | 0.00 | 1.30 | 0.00 | 0.00 | 37.33 | 23.23 | 12.86 | 17.00 | 12.77 | 0.00 | 3.46 | 0.99 | 2.29 | 10.23 | 9.57 | 4.50 |
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 |
|---|---|---|---|---|
| KNEEX (Fifth Third Small Cap Growth Instl) |
-19.17%
Feb 2006 – Feb 2009 |
-8.75%
Feb 2004 – Feb 2009 |
-1.08%
Aug 2000 – Aug 2010 |
2.66%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KNEEX (Fifth Third Small Cap Growth Instl) |
29.29%
Feb 2009 – Feb 2012 |
16.12%
Oct 2002 – Oct 2007 |
7.87%
Apr 1997 – Apr 2007 |
6.15%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart