Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANONYMOUS_Kaiser Permanente 401K Plan Tactical Asset Allocation Moderate | NA | 25.99% | -0.55% | 4.27% | 4.76% | 5.33% | 6.15% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANONYMOUS_Kaiser Permanente 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 (%) | -0.99 | 25.99 | -0.55 | 4.27 | 4.76 | 5.33 | 6.15 | … | … | 0.28 | 7.87 | 16.95 | -23.53 | 3.91 | 16.16 | 10.71 | 0.57 | 14.07 | 4.38 | -1.36 | 4.73 | 10.58 | 2.15 | 3.09 | 9.23 | 12.90 | -2.69 | 14.78 | 12.10 | 5.58 | 9.59 | 17.53 | -1.66 | 5.75 |
| Sharpe Ratio | NA | 0.27 | -0.33 | 0.04 | 0.30 | NA | NA | … | … | 0.02 | 0.13 | 1.32 | -1.48 | 0.39 | 1.69 | 2.20 | -0.10 | 2.68 | 0.93 | -0.27 | 0.97 | 1.66 | 0.64 | 0.45 | 1.13 | 1.80 | -0.82 | 1.17 | 1.20 | 0.63 | 1.28 | 3.14 | -0.64 | 1.03 |
| Standard Deviation(%) | NA | 9.44 | 12.46 | 11.44 | 8.93 | NA | NA | … | … | 9.91 | 9.51 | 9.61 | 16.78 | 9.91 | 9.44 | 4.23 | 7.30 | 5.02 | 4.48 | 5.19 | 4.85 | 6.34 | 3.29 | 6.79 | 8.11 | 7.10 | 4.42 | 10.05 | 7.37 | 5.43 | 6.75 | 5.37 | 4.34 | 3.34 |
| Draw Down(%) | NA | 6.61 | 26.93 | 30.72 | 30.72 | NA | NA | … | … | 0.95 | 6.61 | 9.83 | 28.62 | 6.56 | 8.81 | 3.07 | 7.31 | 3.83 | 3.60 | 5.21 | 5.23 | 3.69 | 2.99 | 4.45 | 5.80 | 3.82 | 7.75 | 7.59 | 9.70 | 4.38 | 7.17 | 3.02 | 6.99 | 2.31 |
| Yield(%) | NA | 3.71 | 4.07 | 4.29 | 3.16 | NA | NA | … | … | NA | 0.64 | 3.59 | 1.93 | 6.04 | 6.39 | 3.57 | 2.18 | 0.20 | 3.43 | 1.29 | 2.92 | 0.59 | 1.34 | 1.08 | 2.69 | 2.99 | 2.89 | 3.79 | 5.58 | 3.88 | 2.31 | 3.08 | 3.73 | 5.10 |
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 |
|---|---|---|---|---|
| ANONYMOUS_Kaiser Permanente 401K Plan Tactical Asset Allocation Moderate |
-3.32%
Sep 2019 – Sep 2022 |
-0.55%
Sep 2017 – Sep 2022 |
2.64%
Oct 2013 – Oct 2023 |
3.45%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANONYMOUS_Kaiser Permanente 401K Plan Tactical Asset Allocation Moderate |
13.79%
Oct 2004 – Oct 2007 |
12.77%
Oct 2002 – Oct 2007 |
8.68%
Apr 2003 – Apr 2013 |
7.93%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart