Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CalSavers Retirement Plan Asset Allocation Composite Moderate | 4.81% | 20.75% | 12.67% | 5.99% | -12.06% | -8.22% | -5.91% | … | … |
Data as of 02/27/2026, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CalSavers Retirement Plan Asset Allocation Composite Moderate | 12/31/2000 | 05/01/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 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 (%) | 0.61 | 20.75 | 12.67 | 5.99 | -12.06 | -8.22 | -5.91 | … | … | 4.81 | 18.04 | 4.83 | 8.30 | -13.38 | 11.72 | 12.26 | -84.83 | -3.81 | 14.75 | 8.44 | -0.45 | 0.02 | 0.03 | 0.05 | 0.03 | 0.09 | 0.10 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 2.35 | 1.02 | 0.34 | -0.19 | NA | NA | … | … | 0.41 | 1.63 | 0.16 | 0.72 | -1.44 | 1.55 | 1.28 | -0.37 | -0.56 | 3.76 | 1.36 | -0.34 | -0.95 | -1.27 | -2.23 | -0.47 | -2.23 | -1.08 | -1.11 | -4.18 | -11.86 | -3.16 | -1.87 | -5.17 | -4.84 | -2.43 |
| Standard Deviation(%) | NA | 7.74 | 8.20 | 8.43 | 73.55 | NA | NA | … | … | 10.08 | 9.32 | 7.33 | 6.44 | 10.30 | 7.53 | 9.41 | 231.32 | 9.29 | 3.75 | 6.05 | 1.42 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.03 | 0.03 | 0.01 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 6.99 | 10.56 | 16.63 | 89.99 | NA | NA | … | … | 6.99 | 8.68 | 5.55 | 6.35 | 14.32 | 3.39 | 7.21 | 89.99 | 10.97 | 1.11 | 3.51 | 0.84 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 2.78 | 2.64 | 2.78 | 2.71 | NA | NA | … | … | NA | NA | 0.27 | 3.32 | 2.13 | 2.20 | 2.27 | 4.36 | 3.62 | 4.52 | 1.75 | 3.12 | 0.02 | 0.03 | 0.05 | 0.03 | 0.09 | 0.10 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
Data as of 02/27/2026, 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 |
|---|---|---|---|---|
| CalSavers Retirement Plan Asset Allocation Composite Moderate |
-49.32%
Oct 2016 – Oct 2019 |
-32.65%
Oct 2014 – Oct 2019 |
-17.91%
Oct 2009 – Oct 2019 |
-11.76%
Oct 2004 – Oct 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CalSavers Retirement Plan Asset Allocation Composite Moderate |
13.32%
Oct 2019 – Oct 2022 |
10.51%
Nov 2019 – Nov 2024 |
3.18%
Sep 2009 – Sep 2019 |
2.77%
Sep 2004 – Sep 2019 |
Annualized Rolling Returns Comparison Chart