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 Strategic Asset Allocation – Optimal Moderate | NA | 6.33% | 4.63% | 8.10% | 5.69% | 7.38% | 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 Strategic Asset Allocation – Optimal 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 (%) | -0.09 | 6.33 | 4.63 | 8.10 | 5.69 | 7.38 | NA | … | … | 2.92 | 0.23 | 5.91 | 13.10 | 11.04 | 2.40 | 14.33 | 22.51 | -22.95 | 7.49 | 12.98 | 9.80 | 14.28 | 20.14 | -0.74 | 2.96 |
| Sharpe Ratio | NA | 0.29 | 0.39 | 0.88 | 0.37 | NA | NA | … | … | 0.35 | 0.02 | 0.98 | 1.97 | 1.46 | 0.17 | 1.23 | 1.27 | -1.04 | 0.46 | 1.23 | 1.16 | 1.90 | 2.93 | -0.22 | 0.09 |
| Standard Deviation(%) | NA | 7.82 | 7.56 | 7.38 | 12.42 | NA | NA | … | … | 7.82 | 8.65 | 6.00 | 6.62 | 7.52 | 14.21 | 11.56 | 17.71 | 22.94 | 9.65 | 7.85 | 6.59 | 7.01 | 6.63 | 8.53 | 7.32 |
| Draw Down(%) | NA | 8.38 | 11.52 | 11.52 | 37.21 | NA | NA | … | … | 7.99 | 7.70 | 4.25 | 6.25 | 6.14 | 12.76 | 8.04 | 17.26 | 34.91 | 6.36 | 7.92 | 4.10 | 7.33 | 6.15 | 12.13 | 9.17 |
| Yield(%) | NA | 2.62 | 3.34 | 3.80 | 3.61 | NA | NA | … | … | 2.65 | 4.11 | 3.32 | 5.20 | 3.68 | 2.73 | 3.18 | 2.11 | 3.35 | 5.67 | 5.82 | 4.54 | 5.36 | 1.62 | 1.41 | 1.19 |
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 Strategic Asset Allocation – Optimal Moderate |
-7.51%
Feb 2006 – Feb 2009 |
-0.16%
Feb 2004 – Feb 2009 |
4.99%
Nov 2006 – Nov 2016 |
6.59%
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 Strategic Asset Allocation – Optimal Moderate |
20.02%
Feb 2009 – Feb 2012 |
15.90%
Feb 2009 – Feb 2014 |
9.28%
Mar 2003 – Mar 2013 |
7.37%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart