Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The KPMG 401K Plan Tactical Asset Allocation Moderate | NA | 24.00% | 1.31% | 5.79% | 5.06% | 6.47% | 7.60% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The KPMG 401K Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.07 | 24.00 | 1.31 | 5.79 | 5.06 | 6.47 | 7.60 | … | … | -0.29 | 3.23 | 13.90 | -17.23 | 17.22 | 9.13 | 12.89 | -4.80 | 12.60 | 7.19 | -4.52 | 4.04 | 11.71 | 8.65 | 4.91 | 12.90 | 18.40 | 1.50 | 10.20 | 17.44 | 6.23 | 18.79 | 20.90 | 6.57 | 4.68 |
| Sharpe Ratio | NA | -0.25 | -0.34 | 0.16 | 0.29 | NA | NA | … | … | -0.04 | -0.33 | 0.88 | -1.16 | 1.66 | 1.10 | 2.80 | -0.75 | 2.04 | 1.19 | -0.71 | 0.65 | 1.54 | 1.61 | 0.54 | 0.98 | 1.76 | 0.08 | 0.74 | 1.73 | 0.72 | 2.37 | 4.06 | 1.13 | 0.44 |
| Standard Deviation(%) | NA | 10.14 | 12.63 | 11.44 | 9.21 | NA | NA | … | … | 8.23 | 10.22 | 10.99 | 15.99 | 10.34 | 8.09 | 4.10 | 8.16 | 5.87 | 5.87 | 6.44 | 6.22 | 7.58 | 5.34 | 9.11 | 13.05 | 10.42 | 7.13 | 9.70 | 8.17 | 5.62 | 7.53 | 4.98 | 4.82 | 5.41 |
| Draw Down(%) | NA | 8.53 | 19.71 | 21.39 | 21.39 | NA | NA | … | … | 0.83 | 8.38 | 9.83 | 21.35 | 5.39 | 8.38 | 1.98 | 11.45 | 2.13 | 5.08 | 9.31 | 5.33 | 7.05 | 5.13 | 8.66 | 9.30 | 5.60 | 10.39 | 6.81 | 10.13 | 4.08 | 10.30 | 2.10 | 2.79 | 5.33 |
| Yield(%) | NA | 5.16 | 5.42 | 4.35 | 3.59 | NA | NA | … | … | NA | 0.55 | 5.07 | 5.82 | 4.49 | 1.62 | 4.57 | 4.00 | 0.35 | 3.96 | 2.24 | 3.73 | 4.32 | 3.71 | 4.52 | 4.51 | 5.07 | 5.17 | 4.60 | 4.08 | 3.73 | 5.37 | 5.78 | 5.88 | 4.77 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| The KPMG 401K Plan Tactical Asset Allocation Moderate |
-0.90%
Dec 2021 – Dec 2024 |
2.16%
Sep 2017 – Sep 2022 |
3.44%
Oct 2013 – Oct 2023 |
5.54%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The KPMG 401K Plan Tactical Asset Allocation Moderate |
17.45%
Mar 2003 – Mar 2006 |
15.61%
Oct 2002 – Oct 2007 |
12.25%
Apr 2001 – Apr 2011 |
10.13%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart