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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.24% | 5.11% | 9.31% | 6.89% | 7.71% | 7.22% | 7.35% |
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 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 (%) | -0.88 | 22.24 | 5.11 | 9.31 | 6.89 | 7.71 | 7.22 | 7.35 | NA | 11.60 | 14.76 | -9.99 | 10.32 | 17.16 | 17.01 | -3.87 | 9.77 | 4.39 | 0.10 | 4.43 | 13.76 | 11.47 | 0.27 | 13.87 | 25.86 | -22.48 | 9.63 | 11.93 | 7.76 | 15.04 | 20.39 | -3.85 | 1.51 |
| Sharpe Ratio | NA | 0.71 | 0.13 | 0.48 | 0.51 | NA | NA | 0.62 | 0.06 | 0.60 | 1.30 | -0.84 | 1.17 | 0.93 | 2.09 | -0.53 | 1.92 | 0.52 | 0.01 | 0.64 | 2.31 | 2.09 | 0.02 | 1.90 | 2.11 | -1.42 | 0.82 | 1.26 | 1.10 | 2.19 | 3.42 | -0.62 | -0.11 |
| Standard Deviation(%) | NA | 8.27 | 10.31 | 12.07 | 10.18 | NA | NA | 9.28 | 7.06 | 8.31 | 8.07 | 13.60 | 8.77 | 18.20 | 7.47 | 9.71 | 4.76 | 8.05 | 8.58 | 6.90 | 5.95 | 5.46 | 10.33 | 7.27 | 12.20 | 16.45 | 8.06 | 6.88 | 5.08 | 6.45 | 5.76 | 7.93 | 7.44 |
| Draw Down(%) | NA | 5.91 | 15.44 | 19.13 | 19.13 | NA | NA | 33.21 | 0.53 | 5.91 | 5.88 | 15.94 | 4.11 | 19.13 | 3.82 | 11.78 | 2.22 | 7.00 | 7.73 | 6.06 | 3.90 | 4.10 | 10.19 | 5.55 | 12.92 | 30.97 | 5.73 | 8.17 | 3.65 | 5.69 | 6.03 | 14.44 | 10.46 |
| Yield(%) | NA | 2.71 | 2.67 | 2.74 | 3.03 | NA | NA | 3.60 | NA | 0.73 | 2.71 | 2.92 | 2.42 | 2.10 | 2.95 | 5.01 | 0.36 | 4.77 | 4.92 | 1.57 | 1.87 | 3.34 | 2.22 | 3.05 | 2.29 | 3.17 | 6.27 | 9.49 | 4.56 | 5.05 | 2.20 | 2.67 | 6.10 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.51%
Feb 2006 - Feb 2009 |
0.78%
Feb 2004 - Feb 2009 |
5.17%
Oct 2007 - Oct 2017 |
5.00%
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 Keogh Strategic Asset Allocation - Equal Weight Moderate |
18.12%
Feb 2009 - Feb 2012 |
15.23%
Feb 2009 - Feb 2014 |
9.37%
Feb 2009 - Feb 2019 |
9.17%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart