Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| City of Palo Alto 403B Retirement Plan Tactical Asset Allocation Moderate | NA | 8.44% | 3.54% | 6.19% | 7.79% | 8.63% | NA | … | … |
Data as of 09/30/2016, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| City of Palo Alto 403B Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.27 | 8.44 | 3.54 | 6.19 | 7.79 | 8.63 | NA | … | … | 4.91 | -2.98 | 2.59 | 12.57 | 10.23 | 2.85 | 15.99 | 20.31 | -4.68 | 10.00 | 21.90 | 8.15 | 11.52 | 17.07 | 3.29 | -1.56 |
| Sharpe Ratio | NA | 0.94 | 0.24 | 0.92 | 0.79 | NA | NA | … | … | 0.97 | -0.42 | 0.45 | 2.01 | 2.50 | 0.27 | 1.44 | 2.34 | -0.55 | 0.68 | 2.21 | 0.90 | 1.34 | 3.23 | 0.53 | -0.81 |
| Standard Deviation(%) | NA | 4.85 | 5.98 | 5.71 | 8.21 | NA | NA | … | … | 4.85 | 7.15 | 5.72 | 6.23 | 4.07 | 10.37 | 11.03 | 8.65 | 10.17 | 10.18 | 8.41 | 6.67 | 7.91 | 5.07 | 4.10 | 4.79 |
| Draw Down(%) | NA | 4.49 | 8.46 | 8.46 | 14.95 | NA | NA | … | … | 4.49 | 8.46 | 5.14 | 5.75 | 3.15 | 9.59 | 8.50 | 4.14 | 14.95 | 7.32 | 6.60 | 4.30 | 10.25 | 2.38 | 4.83 | 4.01 |
| Yield(%) | NA | 3.66 | 3.67 | 3.65 | 4.16 | NA | NA | … | … | 3.67 | 3.16 | 4.19 | 3.04 | 4.17 | 3.11 | 5.42 | 4.80 | 4.91 | 5.20 | 6.85 | 7.77 | 5.47 | 4.26 | 0.79 | 1.51 |
Data as of 09/30/2016, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City of Palo Alto 403B Retirement Plan Tactical Asset Allocation Moderate |
1.62%
Nov 2013 – Nov 2016 |
3.68%
Apr 2011 – Apr 2016 |
6.83%
Nov 2006 – Nov 2016 |
8.23%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City of Palo Alto 403B Retirement Plan Tactical Asset Allocation Moderate |
16.08%
May 2004 – May 2007 |
14.15%
Oct 2002 – Oct 2007 |
11.48%
Mar 2003 – Mar 2013 |
8.86%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart