Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Southern California Permanente Medical Group 401(k) plan Tactical Asset Allocation Moderate | NA | 17.90% | 0.97% | 5.24% | 5.17% | 5.58% | 6.58% | 7.28% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Southern California Permanente Medical Group 401(k) plan 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 (%) | -1.06 | 17.90 | 0.97 | 5.24 | 5.17 | 5.58 | 6.58 | 7.28 | NA | 6.44 | 11.35 | -13.57 | 6.53 | 14.80 | 10.06 | -0.24 | 13.29 | 4.68 | -0.85 | 6.60 | 18.21 | -3.79 | 1.69 | 8.64 | 13.85 | 3.80 | 10.30 | 13.45 | 4.06 | 13.75 | 20.02 | 2.36 | 7.60 |
| Sharpe Ratio | NA | 0.07 | -0.31 | 0.23 | 0.44 | NA | NA | 0.78 | 0.02 | -0.02 | 0.88 | -1.47 | 0.68 | 1.61 | 2.06 | -0.20 | 2.44 | 0.97 | -0.18 | 1.10 | 2.62 | -0.42 | 0.20 | 0.86 | 1.69 | 0.47 | 0.82 | 1.52 | 0.36 | 1.85 | 3.53 | 0.26 | 1.06 |
| Standard Deviation(%) | NA | 8.20 | 8.90 | 9.06 | 7.49 | NA | NA | 7.30 | 8.34 | 8.23 | 8.07 | 10.20 | 9.54 | 9.04 | 4.20 | 7.74 | 5.18 | 4.62 | 5.00 | 6.01 | 6.93 | 9.24 | 8.25 | 9.93 | 8.13 | 6.14 | 8.95 | 6.71 | 5.29 | 6.91 | 5.48 | 4.83 | 4.98 |
| Draw Down(%) | NA | 5.94 | 13.63 | 14.95 | 14.95 | NA | NA | 14.95 | 0.74 | 5.94 | 7.07 | 14.26 | 5.38 | 9.21 | 3.13 | 6.97 | 2.64 | 3.48 | 5.13 | 4.91 | 4.27 | 11.95 | 7.16 | 8.86 | 4.58 | 5.42 | 6.58 | 7.52 | 3.99 | 6.97 | 2.16 | 4.65 | 3.34 |
| Yield(%) | NA | 5.14 | 4.38 | 4.15 | 3.15 | NA | NA | 3.58 | NA | 0.75 | 5.17 | 3.42 | 3.83 | 4.44 | 3.83 | 1.23 | 0.24 | 2.95 | 2.82 | 3.25 | 2.01 | 2.77 | 2.21 | 2.80 | 4.16 | 4.57 | 5.71 | 5.93 | 3.10 | 2.79 | 3.22 | 4.50 | 6.63 |
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 |
|---|---|---|---|---|
| Southern California Permanente Medical Group 401(k) plan Tactical Asset Allocation Moderate |
-0.18%
Apr 2021 - Apr 2024 |
2.66%
Sep 2018 - Sep 2023 |
4.20%
Oct 2013 - Oct 2023 |
5.26%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Southern California Permanente Medical Group 401(k) plan Tactical Asset Allocation Moderate |
14.61%
Apr 2003 - Apr 2006 |
13.12%
Oct 2002 - Oct 2007 |
10.12%
Apr 2001 - Apr 2011 |
8.63%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart