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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.98% | 4.06% | 9.35% | 7.14% | 7.01% | 6.85% | 7.07% |
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 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 (%) | -1.05 | 20.98 | 4.06 | 9.35 | 7.14 | 7.01 | 6.85 | 7.07 | NA | 9.26 | 12.31 | -8.93 | 5.63 | 27.49 | 18.92 | -5.48 | 10.97 | 3.37 | 1.40 | 7.25 | 13.21 | -1.73 | 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 | 0.43 | 0.03 | 0.54 | 0.58 | NA | NA | 0.60 | 0.05 | 0.32 | 0.93 | -0.82 | 0.55 | 1.85 | 2.77 | -0.77 | 2.09 | 0.41 | 0.17 | 1.14 | 2.31 | -0.14 | 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 | 8.32 | 10.03 | 11.19 | 9.43 | NA | NA | 9.22 | 7.89 | 8.34 | 8.63 | 12.58 | 10.20 | 14.77 | 6.31 | 8.85 | 4.94 | 7.64 | 7.97 | 6.37 | 5.69 | 12.44 | 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 | 5.92 | 14.99 | 15.93 | 15.93 | NA | NA | 29.90 | 0.60 | 5.92 | 6.79 | 15.59 | 7.66 | 15.87 | 2.89 | 12.22 | 2.81 | 7.40 | 6.89 | 4.27 | 4.98 | 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 | 5.56 | 4.15 | 3.76 | 3.18 | NA | NA | 3.58 | NA | 0.83 | 5.40 | 3.28 | 2.88 | 3.90 | 2.81 | 3.20 | 0.66 | 1.81 | 4.36 | 2.86 | 2.60 | 3.30 | 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 |
|---|---|---|---|---|
| Southern California Permanente Medical Group 401(k) plan Strategic Asset Allocation - Equal Weight Moderate |
-4.55%
Feb 2006 - Feb 2009 |
1.07%
Feb 2004 - Feb 2009 |
4.40%
Dec 2006 - Dec 2016 |
4.87%
Sep 2007 - Sep 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 Strategic Asset Allocation - Equal Weight Moderate |
17.38%
Feb 2009 - Feb 2012 |
13.72%
Sep 2002 - Sep 2007 |
8.10%
Mar 2003 - Mar 2013 |
8.53%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart