knowrisk analysis of kiwisaver funds ( june 2015 )
Post on 16-Apr-2017
203 Views
Preview:
TRANSCRIPT
1
Analysis of 94 KiwiSaver Funds for 5 years to end June 2015 Using the KnowRisk Kiwisaver Ranking Tool
Intended Audience – Wholesale / Broker Intermediary IFA / AFA’s
KnowRisk Consultingwe crunch the numbers so you don't have to
2
KiwiSaver Returns (CAGR) versus Losses ( Drawdown )Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis Drawdown
Colour code Sorted Class No Show Specific Fund No
Show Medians No Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.Drawdown
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
-30.00 -25.00 -20.00 -15.00 -10.00 -5.00 0.00
Drawdown
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
3
KiwiSaver Returns (CAGR) versus Losses ( Drawdown )Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis Drawdown
Colour code Sorted Class No Show Specific Fund No
Show Medians Yes Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.Drawdown
-5.17
9.28
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
-30.00 -25.00 -20.00 -15.00 -10.00 -5.00 0.00
Drawdown
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
4
KiwiSaver Returns (CAGR) versus Losses ( Drawdown )Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis Drawdown
Colour code Sorted Class Yes Show Specific Fund No
Show Medians Yes Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.Drawdown
-5.17
9.28
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
-30.00 -25.00 -20.00 -15.00 -10.00 -5.00 0.00
Drawdown
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
5
KiwiSaver Returns (CAGR) versus Losses ( Drawdown )Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis Drawdown
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.Drawdown
-5.17
9.28
-23.42
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
-30.00 -25.00 -20.00 -15.00 -10.00 -5.00 0.00
Drawdown
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
6
Aggressive KiwiSaver (CAGR) versus ( Drawdown )Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis Drawdown
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show Aggressive
Fund XYZ
Aggressive Kiwisaver Funds CAGR v.s.Drawdown
-15.47
12.08
-23.42
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
-30.00 -25.00 -20.00 -15.00 -10.00 -5.00 0.00
Drawdown
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
7
Growth KiwiSaver (CAGR) versus ( Drawdown )Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis Drawdown
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show Growth Chosen fund is not shown because Aggressive
Fund XYZ
Growth Kiwisaver Funds CAGR v.s.Drawdown
-7.35
11.76
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
-18.00 -16.00 -14.00 -12.00 -10.00 -8.00 -6.00 -4.00 -2.00 0.00
Drawdown
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
8
Balanced KiwiSaver (CAGR) versus ( Drawdown )Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis Drawdown
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show Balanced Chosen fund is not shown because Aggressive
Fund XYZ
Balanced Kiwisaver Funds CAGR v.s.Drawdown
-4.67
9.51
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
-12.00 -10.00 -8.00 -6.00 -4.00 -2.00 0.00
Drawdown
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
9
Conservative KiwiSaver (CAGR) versus ( Drawdown )Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis Drawdown
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show Conservative Chosen fund is not shown because Aggressive
Fund XYZ
Conservative Kiwisaver Funds CAGR v.s.Drawdown
-1.766.76
0.00
2.00
4.00
6.00
8.00
10.00
12.00
-4.50 -4.00 -3.50 -3.00 -2.50 -2.00 -1.50 -1.00 -0.50 0.00
Drawdown
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
10
Defensive KiwiSaver (CAGR) versus ( Drawdown )Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis Drawdown
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show Defensive Chosen fund is not shown because Aggressive
Fund XYZ
Defensive Kiwisaver Funds CAGR v.s.Drawdown
0.00
3.18
0.00
1.00
2.00
3.00
4.00
5.00
6.00
7.00
8.00
-6.00 -5.00 -4.00 -3.00 -2.00 -1.00 0.00
Drawdown
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
11
KiwiSaver 5yr Returns (CAGR) versus Drawdown length (Months)Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis Drawdown Length
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.Drawdown Length
4.00
9.28
8.00
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
0.00 1.00 2.00 3.00 4.00 5.00 6.00 7.00 8.00 9.00
Drawdown Length
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
12
KiwiSaver Returns (CAGR) versus % PositiveY - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis % Pos
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.% Pos
0.77
9.28
0.58
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
0.00 0.20 0.40 0.60 0.80 1.00 1.20
% Pos
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
13
KiwiSaver Returns (CAGR) versus Dispersion ( Norm Entropy )Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis Normalized Entropy
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.Normalized Entropy
0.98
9.28
0.96
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
0.96 0.96 0.97 0.97 0.98 0.98 0.99 0.99 1.00 1.00 1.01
Normalized Entropy
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
14
KiwiSaver Returns (CAGR) versus Downside VolatilityY - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis Downside Volatility
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.Downside Volatility
1.25
9.28
3.24
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
0.00 0.50 1.00 1.50 2.00 2.50 3.00 3.50 4.00 4.50
Downside Volatility
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
15
KiwiSaver 5yr Returns (CAGR) versus 2011Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis 2011
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.2011
1.84
9.28
-20.79
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
-25.00 -20.00 -15.00 -10.00 -5.00 0.00 5.00 10.00 15.00
2011
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
16
KiwiSaver 5yr Returns (CAGR) versus 2012Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis 2012
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.2012
11.95
9.28
19.20
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
0.00 5.00 10.00 15.00 20.00 25.00 30.00
2012
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
17
KiwiSaver 5yr Returns (CAGR) versus 2013Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis 2013
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.2013
10.30
9.28
-5.34
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
-10.00 -5.00 0.00 5.00 10.00 15.00 20.00 25.00 30.00 35.00
2013
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
18
KiwiSaver 5yr Returns (CAGR) versus 2014Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis 2014
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.2014
10.30
9.28
1.39
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
0.00 5.00 10.00 15.00 20.00 25.00 30.00 35.00
2014
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
19
KiwiSaver 5yr Returns (CAGR) versus 2015 YTD (June)Y - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis 2015
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.2015
4.96
9.28
8.45
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
-5.00 0.00 5.00 10.00 15.00 20.00 25.00
2015
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
20
KiwiSaver 5yr Returns (CAGR) versus Sorted Total FeesY - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis Sorted Total Fees
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.Sorted Total Fees
1.29
9.28
1.59
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
0.00 0.50 1.00 1.50 2.00 2.50 3.00 3.50 4.00 4.50
Sorted Total Fees
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
21
Balanced KiwiSaver Returns (CAGR) versus Sorted Total FeesY - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis Sorted Total Fees
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show Balanced Chosen fund is not shown because Aggressive
Fund XYZ
Balanced Kiwisaver Funds CAGR v.s.Sorted Total Fees
1.24
9.51
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
0.00 0.50 1.00 1.50 2.00 2.50
Sorted Total Fees
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting Based on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015 www.knowrisk.biz
22
KiwiSaver 5yr Returns (CAGR) versus Ann Mgt FeesY - ( Vertical ) Axis CAGR X - ( Horizontal ) Axis p_annMgtFee
Colour code Sorted Class Yes Show Specific Fund Yes
Show Medians Yes Fund to Show
Class to Show All
Fund XYZ
All Kiwisaver Funds CAGR v.s.p_annMgtFee
0.84
9.28
1.02
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
16.00
18.00
20.00
0.00 0.50 1.00 1.50 2.00 2.50
p_annMgtFee
CA
GR
Growth Balanced Conservative Defensive Aggressive All Median Median Fund
Source: KnowRisk Consulting www.knowrisk.bizBased on pre tax return data for 94 KiwiSaver funds with 5 years data to end June 2015
23
KnowC O N S U L T I N G +27 76 483 3919 peter.urbani@knowrisk.biz
24
C O N S U L T I N G +27 76 483 3919 peter.urbani@knowrisk.biz
KnowRisk Consultingwe crunch the numbers so you don't have to
top related