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KAMIX vs. PONPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

KAMIX vs. PONPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kensington Managed Income Fund (KAMIX) and PIMCO Income Fund Class I-2 (PONPX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.14%
3.89%
KAMIX
PONPX

Returns By Period

In the year-to-date period, KAMIX achieves a 4.34% return, which is significantly lower than PONPX's 4.76% return.


KAMIX

YTD

4.34%

1M

0.71%

6M

4.14%

1Y

7.86%

5Y (annualized)

2.36%

10Y (annualized)

N/A

PONPX

YTD

4.76%

1M

0.14%

6M

3.90%

1Y

9.34%

5Y (annualized)

3.07%

10Y (annualized)

4.03%

Key characteristics


KAMIXPONPX
Sharpe Ratio2.332.17
Sortino Ratio3.563.29
Omega Ratio1.491.43
Calmar Ratio0.872.40
Martin Ratio9.4910.33
Ulcer Index0.83%0.90%
Daily Std Dev3.37%4.30%
Max Drawdown-10.92%-13.39%
Current Drawdown-1.89%-1.72%

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KAMIX vs. PONPX - Expense Ratio Comparison

KAMIX has a 1.36% expense ratio, which is higher than PONPX's 0.72% expense ratio.


KAMIX
Kensington Managed Income Fund
Expense ratio chart for KAMIX: current value at 1.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.36%
Expense ratio chart for PONPX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%

Correlation

-0.50.00.51.00.5

The correlation between KAMIX and PONPX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

KAMIX vs. PONPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kensington Managed Income Fund (KAMIX) and PIMCO Income Fund Class I-2 (PONPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for KAMIX, currently valued at 2.33, compared to the broader market-1.000.001.002.003.004.005.002.332.17
The chart of Sortino ratio for KAMIX, currently valued at 3.56, compared to the broader market0.005.0010.003.563.29
The chart of Omega ratio for KAMIX, currently valued at 1.49, compared to the broader market1.002.003.004.001.491.43
The chart of Calmar ratio for KAMIX, currently valued at 0.87, compared to the broader market0.005.0010.0015.0020.0025.000.872.40
The chart of Martin ratio for KAMIX, currently valued at 9.49, compared to the broader market0.0020.0040.0060.0080.00100.009.4910.33
KAMIX
PONPX

The current KAMIX Sharpe Ratio is 2.33, which is comparable to the PONPX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of KAMIX and PONPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.33
2.17
KAMIX
PONPX

Dividends

KAMIX vs. PONPX - Dividend Comparison

KAMIX's dividend yield for the trailing twelve months is around 4.81%, less than PONPX's 6.13% yield.


TTM20232022202120202019201820172016201520142013
KAMIX
Kensington Managed Income Fund
4.81%4.15%0.75%2.51%2.01%1.07%0.00%0.00%0.00%0.00%0.00%0.00%
PONPX
PIMCO Income Fund Class I-2
6.13%6.10%6.28%3.92%4.79%5.76%5.58%5.32%5.47%7.64%6.18%5.37%

Drawdowns

KAMIX vs. PONPX - Drawdown Comparison

The maximum KAMIX drawdown since its inception was -10.92%, smaller than the maximum PONPX drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for KAMIX and PONPX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.89%
-1.72%
KAMIX
PONPX

Volatility

KAMIX vs. PONPX - Volatility Comparison

The current volatility for Kensington Managed Income Fund (KAMIX) is 0.76%, while PIMCO Income Fund Class I-2 (PONPX) has a volatility of 1.00%. This indicates that KAMIX experiences smaller price fluctuations and is considered to be less risky than PONPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%JuneJulyAugustSeptemberOctoberNovember
0.76%
1.00%
KAMIX
PONPX