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 Strategic Asset Allocation - Equal Weight Moderate | NA | 7.95% | 3.58% | 6.99% | 5.55% | 7.30% | NA | 7.45% |
Data as of 09/30/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kern County Deferred Compensation Bakersfield California Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.30 | 7.95 | 3.58 | 6.99 | 5.55 | 7.30 | NA | 7.45 | 5.71 | -0.67 | 5.28 | 6.60 | 13.57 | -1.62 | 15.41 | 31.57 | -22.58 | 6.58 | 11.24 | 9.03 | 12.50 | 23.68 | -1.89 | 8.06 |
| Sharpe Ratio | NA | 0.70 | 0.47 | 0.89 | 0.45 | NA | NA | 0.68 | 0.75 | -0.09 | 0.93 | 1.15 | 2.23 | -0.14 | 1.64 | 2.17 | -1.27 | 0.43 | 1.31 | 1.43 | 1.97 | 4.50 | -0.45 | 0.87 |
| Standard Deviation(%) | NA | 7.35 | 7.09 | 6.64 | 10.32 | NA | NA | 8.93 | 7.35 | 8.05 | 5.67 | 5.73 | 6.07 | 11.42 | 9.35 | 14.50 | 18.57 | 8.21 | 6.07 | 4.81 | 5.85 | 5.11 | 6.70 | 6.61 |
| Draw Down(%) | NA | 6.76 | 10.58 | 10.58 | 35.36 | NA | NA | 35.36 | 6.44 | 8.12 | 4.68 | 5.19 | 5.00 | 13.55 | 6.47 | 13.20 | 33.32 | 6.04 | 6.78 | 3.46 | 6.99 | 3.39 | 13.15 | 7.11 |
| Yield(%) | NA | 3.89 | 4.37 | 3.95 | 4.23 | NA | NA | 4.65 | 3.94 | 6.74 | 2.50 | 1.50 | 5.09 | 2.68 | 3.80 | 4.24 | 4.39 | 7.32 | 5.98 | 6.89 | 5.38 | 3.85 | 4.58 | 5.56 |
Data as of 09/30/2016, 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 Strategic Asset Allocation - Equal Weight Moderate |
-6.55%
Feb 2006 - Feb 2009 |
-0.01%
Feb 2004 - Feb 2009 |
4.93%
Nov 2006 - Nov 2016 |
6.78%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kern County Deferred Compensation Bakersfield California Strategic Asset Allocation - Equal Weight Moderate |
20.06%
Feb 2009 - Feb 2012 |
14.78%
Feb 2009 - Feb 2014 |
9.33%
Mar 2003 - Mar 2013 |
7.30%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart