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 Strategic Asset Allocation - Equal Weight Moderate | NA | 34.28% | 12.64% | 14.78% | 9.64% | 8.72% | 8.13% | 8.18% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.72 | 34.28 | 12.64 | 14.78 | 9.64 | 8.72 | 8.13 | 8.18 | NA | 21.63 | 22.91 | -3.61 | 7.01 | 26.32 | 16.15 | -3.85 | 10.59 | 3.18 | 1.75 | 6.16 | 15.05 | -1.85 | 1.19 | 12.62 | 22.75 | -18.17 | 7.39 | 12.15 | 9.63 | 11.81 | 23.74 | -4.44 | 2.06 |
| Sharpe Ratio | NA | 2.01 | 0.98 | 1.07 | 0.87 | NA | NA | 0.72 | 0.09 | 1.91 | 2.21 | -0.40 | 0.71 | 1.75 | 2.25 | -0.56 | 2.00 | 0.37 | 0.20 | 0.92 | 2.68 | -0.15 | 0.12 | 1.57 | 1.70 | -1.16 | 0.57 | 1.37 | 1.53 | 1.74 | 4.24 | -0.63 | -0.04 |
| Standard Deviation(%) | NA | 7.88 | 9.83 | 11.04 | 9.46 | NA | NA | 9.24 | 7.18 | 7.89 | 8.44 | 12.50 | 9.90 | 14.87 | 6.56 | 9.16 | 4.98 | 7.99 | 8.45 | 6.68 | 5.60 | 12.46 | 9.36 | 7.97 | 13.32 | 16.46 | 7.78 | 6.46 | 4.86 | 6.24 | 5.44 | 8.74 | 7.06 |
| Draw Down(%) | NA | 5.36 | 12.28 | 16.07 | 16.07 | NA | NA | 29.90 | 0.50 | 5.36 | 6.06 | 12.87 | 6.41 | 16.07 | 3.60 | 11.28 | 2.58 | 7.76 | 6.89 | 4.74 | 3.66 | 13.96 | 8.69 | 6.23 | 13.97 | 28.25 | 5.72 | 7.82 | 3.51 | 6.82 | 5.08 | 13.83 | 9.88 |
| Yield(%) | NA | 16.84 | 10.72 | 7.57 | 5.00 | NA | NA | 4.32 | NA | 4.47 | 15.65 | 8.05 | 2.96 | 3.47 | 2.46 | 3.62 | 0.98 | 1.27 | 3.90 | 2.40 | 2.75 | 3.08 | 2.29 | 2.61 | 3.08 | 4.53 | 7.37 | 6.94 | 3.55 | 3.42 | 2.88 | 3.28 | 4.38 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.55%
Feb 2006 - Feb 2009 |
1.07%
Feb 2004 - Feb 2009 |
4.40%
May 2007 - May 2017 |
5.10%
Sep 2007 - Sep 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 Strategic Asset Allocation - Equal Weight Moderate |
17.38%
Feb 2009 - Feb 2012 |
15.25%
Nov 2019 - Nov 2024 |
9.87%
Nov 2014 - Nov 2024 |
9.75%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart