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 Strategic Asset Allocation – Optimal Moderate | NA | 13.83% | 0.14% | 5.47% | 4.74% | 6.69% | 6.40% | … | … |
Data as of 08/30/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The KPMG 401K Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 11/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.32 | 13.83 | 0.14 | 5.47 | 4.74 | 6.69 | 6.40 | … | … | 8.12 | 9.76 | -15.18 | 5.82 | 18.11 | 17.10 | -7.07 | 10.44 | 4.82 | 0.15 | 6.64 | 13.24 | 13.01 | -1.68 | 16.11 | 24.93 | -24.51 | 7.52 | 13.34 | 8.52 | 17.92 | 29.04 | -3.30 | 8.52 |
| Sharpe Ratio | NA | 1.52 | -0.41 | 0.22 | 0.32 | NA | NA | … | … | 0.26 | 0.55 | -1.15 | 0.64 | 1.00 | 2.21 | -0.89 | 2.00 | 0.57 | 0.01 | 1.01 | 1.74 | 1.76 | -0.12 | 1.31 | 1.26 | -1.12 | 0.48 | 1.34 | 1.01 | 2.41 | 3.84 | -0.41 | 0.57 |
| Standard Deviation(%) | NA | 8.17 | 11.18 | 12.39 | 10.31 | NA | NA | … | … | 7.83 | 10.05 | 14.39 | 9.04 | 17.84 | 7.11 | 9.46 | 4.91 | 8.09 | 8.14 | 6.59 | 7.58 | 7.35 | 14.65 | 12.24 | 19.72 | 22.61 | 9.43 | 7.51 | 6.27 | 7.03 | 7.38 | 10.68 | 10.89 |
| Draw Down(%) | NA | 3.73 | 23.37 | 23.61 | 23.61 | NA | NA | … | … | 3.73 | 11.14 | 21.58 | 6.05 | 21.83 | 3.60 | 13.19 | 1.73 | 6.05 | 8.31 | 5.32 | 7.65 | 5.75 | 16.46 | 8.84 | 18.40 | 36.71 | 5.73 | 7.67 | 4.71 | 6.37 | 6.56 | 15.37 | 12.57 |
| Yield(%) | NA | 4.45 | 3.76 | 3.30 | 3.06 | NA | NA | … | … | 0.72 | 4.44 | 3.64 | 2.37 | 2.84 | 2.46 | 4.84 | 0.37 | 2.91 | 3.53 | 2.93 | 5.12 | 3.09 | 3.69 | 2.18 | 3.01 | 3.70 | 5.22 | 3.61 | 4.04 | 5.61 | 4.31 | 2.81 | 3.56 |
Data as of 08/30/2024, 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 Strategic Asset Allocation – Optimal Moderate |
-8.25%
Feb 2006 – Feb 2009 |
-0.50%
Feb 2004 – Feb 2009 |
3.48%
Oct 2013 – Oct 2023 |
4.08%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The KPMG 401K Plan Strategic Asset Allocation – Optimal Moderate |
20.97%
Mar 2003 – Mar 2006 |
16.43%
Oct 2002 – Oct 2007 |
10.12%
Feb 2009 – Feb 2019 |
8.90%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart