Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KPMG 401K PLAN Tactical Asset Allocation Moderate | NA | 23.94% | 1.31% | 7.12% | 4.31% | 5.71% | 7.84% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 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 (%) | -1.06 | 23.94 | 1.31 | 7.12 | 4.31 | 5.71 | 7.84 | … | … | -0.30 | 3.16 | 13.83 | -17.15 | 17.45 | 16.35 | 8.46 | -6.51 | 9.26 | 6.47 | -6.46 | -0.95 | 14.44 | 11.17 | 0.39 | 13.89 | 18.56 | 0.85 | 15.79 | 18.30 | 14.37 | 19.30 | 21.46 | 6.11 | 2.68 |
| Sharpe Ratio | NA | -0.26 | -0.34 | 0.28 | 0.24 | NA | NA | … | … | -0.04 | -0.34 | 0.87 | -1.16 | 1.80 | 1.86 | 1.45 | -1.07 | 1.57 | 1.00 | -1.05 | -0.15 | 1.95 | 1.83 | 0.03 | 1.09 | 1.70 | -0.01 | 1.20 | 1.73 | 1.83 | 2.31 | 3.86 | 1.08 | 0.10 |
| Standard Deviation(%) | NA | 10.14 | 12.64 | 11.42 | 9.15 | NA | NA | … | … | 8.22 | 10.22 | 11.01 | 16.00 | 9.71 | 8.65 | 4.88 | 7.34 | 5.48 | 6.29 | 6.19 | 6.62 | 7.39 | 6.08 | 10.36 | 12.71 | 10.84 | 5.84 | 10.67 | 8.71 | 6.66 | 7.94 | 5.38 | 4.62 | 3.83 |
| Draw Down(%) | NA | 8.55 | 19.68 | 21.32 | 21.32 | NA | NA | … | … | 0.84 | 8.39 | 9.85 | 21.28 | 4.25 | 8.94 | 2.49 | 12.90 | 2.30 | 6.79 | 9.62 | 8.02 | 7.11 | 5.12 | 11.34 | 8.33 | 5.46 | 4.98 | 8.90 | 11.73 | 5.61 | 10.56 | 2.19 | 5.33 | 3.90 |
| Yield(%) | NA | 5.14 | 5.40 | 4.97 | 3.95 | NA | NA | … | … | NA | 0.56 | 5.04 | 5.84 | 4.40 | 5.46 | 3.77 | 4.67 | 0.26 | 3.23 | 2.44 | 4.06 | 4.75 | 4.35 | 5.13 | 3.90 | 3.25 | 4.59 | 7.44 | 3.39 | 2.81 | 4.08 | 3.18 | 2.98 | 1.42 |
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 |
|---|---|---|---|---|
| KPMG 401K PLAN Tactical Asset Allocation Moderate |
-0.91%
Dec 2021 – Dec 2024 |
0.12%
Jun 2014 – Jun 2019 |
2.41%
Oct 2013 – Oct 2023 |
5.10%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KPMG 401K PLAN Tactical Asset Allocation Moderate |
21.42%
Apr 2003 – Apr 2006 |
18.53%
Oct 2002 – Oct 2007 |
13.62%
Apr 2001 – Apr 2011 |
10.44%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart