Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kern County Deferred Compensation Bakersfield California Tactical Asset Allocation Moderate | NA | 30.96% | 11.66% | 14.55% | 11.82% | 11.79% | 11.67% | 11.52% |
Data as of 08/30/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kern County Deferred Compensation Bakersfield California Tactical Asset Allocation Moderate | 12/31/2000 | 11/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | 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 (%) | 0.43 | 30.96 | 11.66 | 14.55 | 11.82 | 11.79 | 11.67 | 11.52 | 27.01 | 28.15 | -11.76 | 11.36 | 19.52 | 20.05 | 16.49 | 17.74 | 7.25 | -4.39 | 5.20 | 11.80 | 9.95 | 3.57 | 15.57 | 31.46 | -9.45 | 14.18 | 14.64 | 9.76 | 9.49 | 22.29 | 6.53 | 6.64 |
| Sharpe Ratio | NA | 4.87 | 0.93 | 1.27 | 1.25 | NA | NA | 1.19 | 3.42 | 3.16 | -0.95 | 1.15 | 2.24 | 2.11 | 1.50 | 2.28 | 1.14 | -0.63 | 0.92 | 1.95 | 1.90 | 0.40 | 1.22 | 3.02 | -1.83 | 0.82 | 1.23 | 1.01 | 0.99 | 4.01 | 1.32 | 1.13 |
| Standard Deviation(%) | NA | 6.23 | 10.09 | 9.71 | 8.87 | NA | NA | 8.49 | 6.13 | 7.57 | 13.88 | 9.88 | 8.62 | 8.82 | 10.15 | 7.52 | 6.16 | 6.99 | 5.60 | 6.04 | 5.20 | 8.95 | 12.67 | 10.40 | 5.66 | 13.59 | 9.25 | 7.54 | 8.67 | 5.38 | 4.10 | 3.85 |
| Draw Down(%) | NA | 2.49 | 17.11 | 17.11 | 17.11 | NA | NA | 18.93 | 2.49 | 4.06 | 17.04 | 6.11 | 4.20 | 1.23 | 5.61 | 0.66 | 4.30 | 10.54 | 4.68 | 5.36 | 4.07 | 7.86 | 8.70 | 4.79 | 10.87 | 10.74 | 10.94 | 5.25 | 11.37 | 1.98 | 4.70 | 2.87 |
| Yield(%) | NA | 18.52 | 12.59 | 14.27 | 13.29 | NA | NA | 7.90 | 5.75 | 17.69 | 9.59 | 3.51 | 14.21 | 23.91 | 18.35 | 18.75 | 7.80 | 7.09 | 5.52 | 3.91 | 5.80 | 1.25 | 3.16 | 3.29 | 1.95 | 5.57 | 6.45 | 2.57 | 3.53 | 2.55 | 3.41 | 6.20 |
Data as of 08/30/2024, 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 |
|---|---|---|---|---|
| Kern County Deferred Compensation Bakersfield California Tactical Asset Allocation Moderate |
1.49%
Nov 2013 - Nov 2016 |
3.29%
Apr 2011 - Apr 2016 |
6.94%
Oct 2007 - Oct 2017 |
8.22%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kern County Deferred Compensation Bakersfield California Tactical Asset Allocation Moderate |
20.54%
Apr 2018 - Apr 2021 |
17.59%
Apr 2016 - Apr 2021 |
12.50%
Sep 2014 - Sep 2024 |
12.05%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart