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Description
KKR Reference Fund
Details
Guide
Historical Inception Date 30-Sep-2010          
Index Live Date 28-Oct-2011          
Bloomberg Id DBXEKKRF          
Reuters Id N/A          
Return Data
Current Level 212297.70    
High 213956.72 Low 154242.21
Annualized Return (%) 10.82 Volatility 23.01
Sharpe Ratio 0.40 Sortino Ratio 0.63
Max Drawdown (%) -13.63    
Daily Return (%) 1.30 Month-to-Date Return (%) 1.30
3 Month Return (%) 6.28 6 Month Return (%) 6.39
YTD Return (%) 13.84 12 Month Return (%) 1.91
Risk Free Rate (%) 1.53    
Monthly Return Statistics
Average Return (%) 0.88 Average Positive Return (%) 2.49
Number of +ve Months 25 % +ve Months (%) 67.57
Average Negative Return (%) -2.48 Best Month (Jan 2018) (%) 7.36
Maximum Monthly Drawdown (%) -6.71    
Excel + KKR Reference Fund Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.24% 0.04% 3.02% -1.57%
2017 5.29% 0.74% 1.79% 1.04% -0.11% 2.26% 1.63% -1.32% 3.99% 0.81% -1.44% 3.34%
2018 7.36% -4.34% -3.07% 0.85% 2.92% 3.73% 3.77% -1.14% 1.98% -6.71% -0.29% -5.63%
2019 6.92% 0.89% 0.20% 1.89% -2.74% 4.01% 2.34% -1.44% 1.30%
Announcements
No announcements for this index.