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 Keogh Tactical Asset Allocation Moderate | NA | 29.32% | 3.24% | 8.32% | 6.41% | 7.42% | 7.57% | 7.95% |
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 Keogh 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 (%) | -1.52 | 29.32 | 3.24 | 8.32 | 6.41 | 7.42 | 7.57 | 7.95 | NA | 16.20 | 14.81 | -18.43 | 13.84 | 13.53 | 17.59 | -2.59 | 12.96 | 4.61 | -2.85 | 4.37 | 16.85 | 7.31 | 3.39 | 11.62 | 18.91 | -8.11 | 10.87 | 14.64 | 5.78 | 11.00 | 19.72 | 0.85 | 5.60 |
| Sharpe Ratio | NA | 0.84 | -0.04 | 0.33 | 0.37 | NA | NA | 0.63 | 0.06 | 0.72 | 0.95 | -1.32 | 1.01 | 0.80 | 1.21 | -0.20 | 1.70 | 0.53 | -0.32 | 0.46 | 2.43 | 1.44 | 0.42 | 1.09 | 2.56 | -2.18 | 0.84 | 1.39 | 0.65 | 1.36 | 3.34 | -0.07 | 0.62 |
| Standard Deviation(%) | NA | 13.32 | 13.27 | 14.11 | 13.16 | NA | NA | 10.13 | 14.23 | 13.33 | 11.11 | 14.98 | 13.67 | 16.71 | 13.34 | 19.04 | 7.26 | 8.29 | 8.88 | 9.56 | 6.94 | 5.05 | 7.95 | 10.63 | 7.34 | 4.15 | 9.39 | 8.16 | 5.56 | 7.42 | 5.70 | 3.52 | 5.31 |
| Draw Down(%) | NA | 9.78 | 22.48 | 22.76 | 22.76 | NA | NA | 22.76 | 1.05 | 9.78 | 10.75 | 22.76 | 6.93 | 14.97 | 9.58 | 13.39 | 3.39 | 5.09 | 9.63 | 9.33 | 3.98 | 4.38 | 5.59 | 8.48 | 4.08 | 10.53 | 7.15 | 10.08 | 4.26 | 6.47 | 2.87 | 5.40 | 3.30 |
| Yield(%) | NA | 3.66 | 3.46 | 4.33 | 3.52 | NA | NA | 3.56 | NA | 0.31 | 3.72 | 2.50 | 3.77 | 6.40 | 4.71 | 3.39 | 0.22 | 4.46 | 2.64 | 2.78 | 2.54 | 2.56 | 2.25 | 2.51 | 2.54 | 2.13 | 4.15 | 9.73 | 3.03 | 5.19 | 1.57 | 3.02 | 5.74 |
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 Keogh Tactical Asset Allocation Moderate |
0.75%
Apr 2021 - Apr 2024 |
2.75%
May 2015 - May 2020 |
4.34%
Oct 2013 - Oct 2023 |
5.31%
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 Keogh Tactical Asset Allocation Moderate |
14.97%
Dec 2018 - Dec 2021 |
13.41%
Oct 2002 - Oct 2007 |
9.80%
Jul 2003 - Jul 2013 |
8.84%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart