Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KNIDX (Fifth Third Equity Index A) | NA | 3.47% | 9.17% | 1.43% | 6.35% | 3.36% | NA | … | … |
Data as of 01/31/2013, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KNIDX (Fifth Third Equity Index A) | 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 | 3.47 | 9.17 | 1.43 | 6.35 | 3.36 | NA | … | … | 0.00 | 8.07 | 2.64 | 14.70 | 26.08 | -37.11 | 5.02 | 15.33 | 4.47 | 10.38 | 27.81 | -22.73 | -12.45 | -9.52 | 20.24 | 27.93 | 32.23 | 11.78 |
| Sharpe Ratio | NA | 0.35 | 0.54 | 0.05 | 0.25 | NA | NA | … | … | 0.00 | 0.81 | 0.11 | 0.81 | 0.95 | -0.92 | 0.12 | 1.21 | 0.22 | 0.85 | 1.60 | -0.92 | -0.70 | -0.61 | 0.92 | 1.21 | -1.27 | 1.72 |
| Standard Deviation(%) | NA | 9.62 | 17.94 | 26.18 | 20.86 | NA | NA | … | … | NA | 9.99 | 23.48 | 18.14 | 27.21 | 41.01 | 16.03 | 10.03 | 10.28 | 11.09 | 16.99 | 26.01 | 21.54 | 22.11 | 18.46 | 20.33 | 18.06 | 11.66 |
| Draw Down(%) | NA | 9.65 | 18.81 | 51.51 | 55.38 | NA | NA | … | … | 0.00 | 9.65 | 18.81 | 15.67 | 27.18 | 47.79 | 9.94 | 7.49 | 7.02 | 7.59 | 13.82 | 33.40 | 29.40 | 16.78 | 12.04 | 19.23 | 10.73 | 7.13 |
| Yield(%) | 0.00 | 0.76 | 2.88 | 1.97 | 2.68 | 2.09 | 2.52 | … | … | 0.00 | 0.78 | 2.07 | 5.23 | 1.92 | 1.63 | 1.69 | 1.63 | 1.53 | 1.69 | 1.45 | 0.78 | 0.77 | 1.65 | 3.13 | 1.15 | 1.96 | 2.17 |
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 |
|---|---|---|---|---|
| KNIDX (Fifth Third Equity Index A) |
-16.64%
Mar 2000 – Mar 2003 |
-6.99%
Feb 2004 – Feb 2009 |
-3.94%
Feb 1999 – Feb 2009 |
3.58%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KNIDX (Fifth Third Equity Index A) |
28.79%
Jul 1996 – Jul 1999 |
14.89%
Sep 2002 – Sep 2007 |
8.24%
Aug 1996 – Aug 2006 |
6.11%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart