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 Asset Allocation Composite Moderate | NA | 5.46% | 4.17% | 8.06% | 8.15% | 9.08% | 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 Asset Allocation Composite 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 (%) | -0.17 | 5.46 | 4.17 | 8.06 | 8.15 | 9.08 | NA | … | … | 3.30 | -2.72 | 6.13 | 12.55 | 12.88 | 2.16 | 13.44 | 22.18 | -0.19 | 5.30 | 14.74 | 10.96 | 16.15 | 18.91 | 4.27 | 0.30 |
| Sharpe Ratio | NA | 0.59 | 0.33 | 0.90 | 0.78 | NA | NA | … | … | 0.53 | -0.39 | 0.92 | 1.73 | 1.73 | 0.15 | 1.30 | 2.64 | -0.17 | 0.22 | 1.50 | 1.27 | 2.07 | 3.42 | 0.75 | -0.36 |
| Standard Deviation(%) | NA | 5.86 | 6.54 | 6.87 | 8.73 | NA | NA | … | … | 5.87 | 7.05 | 6.68 | 7.25 | 7.43 | 14.20 | 10.31 | 8.36 | 6.65 | 10.22 | 7.65 | 6.93 | 7.34 | 5.33 | 4.24 | 5.61 |
| Draw Down(%) | NA | 5.61 | 6.74 | 6.74 | 12.61 | NA | NA | … | … | 5.61 | 6.69 | 4.22 | 6.65 | 5.95 | 12.61 | 7.94 | 4.02 | 6.72 | 7.33 | 6.95 | 4.30 | 8.21 | 2.51 | 2.65 | 6.27 |
| Yield(%) | NA | 4.15 | 3.34 | 3.44 | 4.25 | NA | NA | … | … | 4.14 | 1.53 | 4.36 | 3.91 | 3.21 | 3.18 | 4.25 | 6.52 | 4.80 | 6.67 | 5.98 | 6.99 | 6.11 | 3.56 | 0.00 | 0.00 |
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 Asset Allocation Composite Moderate |
2.35%
Nov 2013 – Nov 2016 |
4.99%
May 2011 – May 2016 |
7.23%
Nov 2006 – Nov 2016 |
8.82%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City of Palo Alto 403B Retirement Plan Asset Allocation Composite Moderate |
17.03%
Mar 2003 – Mar 2006 |
14.10%
Oct 2002 – Oct 2007 |
11.94%
Apr 2003 – Apr 2013 |
9.29%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart