Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kaiser Permanente Tax Savings Retirement Plan for Physicians Tactical Asset Allocation Moderate | NA | 32.66% | 9.70% | 10.66% | 7.82% | 7.94% | 8.07% | 8.31% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kaiser Permanente Tax Savings Retirement Plan for Physicians 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 | 32.66 | 9.70 | 10.66 | 7.82 | 7.94 | 8.07 | 8.31 | NA | 20.60 | 21.83 | -9.08 | 6.95 | 14.80 | 10.21 | 0.65 | 12.88 | 3.97 | -0.76 | 5.30 | 16.12 | 5.41 | 3.58 | 8.61 | 12.96 | -0.71 | 9.51 | 13.50 | 4.82 | 11.36 | 18.37 | 1.02 | 6.36 |
| Sharpe Ratio | NA | 1.88 | 0.76 | 0.87 | 0.83 | NA | NA | 0.98 | 0.08 | 1.75 | 2.14 | -1.03 | 0.71 | 1.61 | 2.10 | -0.09 | 2.41 | 0.82 | -0.15 | 0.93 | 2.45 | 1.05 | 0.50 | 0.84 | 1.66 | -0.37 | 0.74 | 1.44 | 0.47 | 1.55 | 3.48 | -0.02 | 1.06 |
| Standard Deviation(%) | NA | 7.98 | 8.87 | 9.08 | 7.50 | NA | NA | 6.94 | 8.10 | 7.99 | 8.21 | 10.17 | 9.72 | 9.04 | 4.19 | 7.62 | 5.08 | 4.59 | 5.28 | 5.69 | 6.57 | 5.09 | 7.07 | 10.10 | 7.73 | 4.36 | 8.80 | 7.11 | 5.58 | 6.71 | 5.07 | 3.97 | 3.83 |
| Draw Down(%) | NA | 5.18 | 13.13 | 14.03 | 14.03 | NA | NA | 14.03 | 0.52 | 5.18 | 5.61 | 13.87 | 5.37 | 9.21 | 3.13 | 6.56 | 2.60 | 3.48 | 5.31 | 4.98 | 3.91 | 4.63 | 4.73 | 8.90 | 4.59 | 7.33 | 6.73 | 8.65 | 4.53 | 6.94 | 2.14 | 4.55 | 2.24 |
| Yield(%) | NA | 16.79 | 11.13 | 8.22 | 5.19 | NA | NA | 4.27 | NA | 4.56 | 15.91 | 8.29 | 3.88 | 4.44 | 3.83 | 1.28 | 0.38 | 2.90 | 2.77 | 3.16 | 2.51 | 2.70 | 2.31 | 2.77 | 3.37 | 3.05 | 5.77 | 6.75 | 2.92 | 2.81 | 2.89 | 3.48 | 5.48 |
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 Tax Savings Retirement Plan for Physicians Tactical Asset Allocation Moderate |
2.81%
Dec 2013 - Dec 2016 |
4.18%
Feb 2015 - Feb 2020 |
5.49%
Oct 2013 - Oct 2023 |
5.72%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kaiser Permanente Tax Savings Retirement Plan for Physicians Tactical Asset Allocation Moderate |
13.79%
Apr 2003 - Apr 2006 |
12.25%
Oct 2002 - Oct 2007 |
9.27%
Apr 2003 - Apr 2013 |
8.49%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart