Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kaiser Permanente 401K Plan for Staff Tactical Asset Allocation Moderate | NA | 39.80% | 16.41% | 15.77% | 10.78% | 10.97% | 10.91% | 10.62% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kaiser Permanente 401K Plan for Staff 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 | Inception | YTD | 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 (%) | -0.81 | 39.80 | 16.41 | 15.77 | 10.78 | 10.97 | 10.91 | 10.62 | NA | 27.56 | 26.66 | -0.75 | 6.82 | 17.76 | 18.28 | -2.25 | 14.58 | 4.68 | -1.36 | 10.18 | 20.82 | 7.94 | -0.50 | 17.07 | 14.32 | 2.11 | 11.75 | 14.87 | 9.43 | 11.51 | 24.83 | 0.34 | -2.33 |
| Sharpe Ratio | NA | 1.99 | 1.24 | 0.92 | 0.80 | NA | NA | 0.92 | 0.11 | 1.87 | 2.71 | -0.17 | 0.48 | 0.87 | 2.21 | -0.32 | 2.76 | 0.53 | -0.15 | 1.30 | 2.87 | 1.03 | -0.03 | 1.43 | 1.62 | 2.72 | 0.88 | 1.55 | 1.27 | 1.45 | 3.03 | -0.21 | -0.83 |
| Standard Deviation(%) | NA | 11.19 | 10.93 | 13.85 | 11.49 | NA | NA | 9.79 | 9.91 | 11.22 | 8.28 | 12.75 | 14.08 | 20.06 | 7.64 | 10.98 | 5.06 | 8.37 | 9.36 | 7.85 | 7.26 | 7.65 | 15.51 | 11.88 | 8.81 | 0.44 | 9.91 | 7.47 | 5.70 | 7.27 | 7.98 | 3.62 | 5.61 |
| Draw Down(%) | NA | 7.45 | 10.44 | 20.43 | 20.43 | NA | NA | 20.43 | 0.67 | 7.45 | 4.52 | 10.83 | 6.93 | 20.43 | 3.85 | 14.34 | 2.33 | 7.68 | 10.35 | 4.88 | 3.93 | 6.17 | 15.26 | 8.26 | 4.55 | 0.43 | 7.50 | 9.38 | 3.61 | 6.92 | 4.05 | 3.27 | 8.95 |
| Yield(%) | NA | 16.48 | 14.01 | 9.82 | 6.81 | NA | NA | 0.00 | NA | 9.34 | 15.87 | 9.88 | 6.21 | 3.71 | 4.31 | 3.19 | 3.95 | 3.13 | 4.92 | 3.77 | 6.27 | 2.74 | 1.73 | 1.65 | 2.22 | 2.55 | 5.69 | 5.21 | 3.51 | 1.79 | 2.12 | 2.95 | 2.82 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kaiser Permanente 401K Plan for Staff Tactical Asset Allocation Moderate |
4.29%
Feb 2014 - Feb 2017 |
3.86%
Mar 2015 - Mar 2020 |
7.24%
Mar 2010 - Mar 2020 |
7.69%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kaiser Permanente 401K Plan for Staff Tactical Asset Allocation Moderate |
19.02%
Nov 2021 - Nov 2024 |
16.56%
Nov 2019 - Nov 2024 |
11.68%
Apr 2003 - Apr 2013 |
11.25%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart