Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kern County Deferred Compensation Bakersfield California Strategic Asset Allocation - Optimal Moderate | NA | 5.97% | 3.50% | 7.20% | 4.07% | 6.13% | NA | 5.84% |
Data as of 09/30/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kern County Deferred Compensation Bakersfield California Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | 5.97 | 3.50 | 7.20 | 4.07 | 6.13 | NA | 5.84 | 3.64 | -0.62 | 4.30 | 12.66 | 11.67 | -4.22 | 11.42 | 26.59 | -27.92 | 8.07 | 12.36 | 10.85 | 13.93 | 19.63 | -9.79 | 8.06 |
| Sharpe Ratio | NA | 0.40 | 0.33 | 0.84 | 0.25 | NA | NA | 0.41 | 0.45 | -0.08 | 0.68 | 1.90 | 1.46 | -0.30 | 0.96 | 1.43 | -1.26 | 0.51 | 1.27 | 1.50 | 1.80 | 2.30 | -1.05 | 0.59 |
| Standard Deviation(%) | NA | 7.56 | 7.32 | 7.33 | 12.56 | NA | NA | 11.14 | 7.56 | 8.04 | 6.27 | 6.65 | 7.98 | 14.03 | 11.86 | 18.51 | 22.94 | 9.90 | 7.13 | 5.79 | 7.21 | 8.23 | 10.38 | 9.78 |
| Draw Down(%) | NA | 7.07 | 11.36 | 11.36 | 41.79 | NA | NA | 41.79 | 6.69 | 8.54 | 4.70 | 5.53 | 6.54 | 15.93 | 8.85 | 16.18 | 36.78 | 6.70 | 8.39 | 3.96 | 7.13 | 8.39 | 18.28 | 11.96 |
| Yield(%) | NA | 3.80 | 4.08 | 3.93 | 3.60 | NA | NA | 3.40 | 3.85 | 5.41 | 3.05 | 3.56 | 3.79 | 2.34 | 1.92 | 1.74 | 2.31 | 7.91 | 4.85 | 3.71 | 2.66 | 1.99 | 1.99 | 3.40 |
Data as of 09/30/2016, 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 |
|---|---|---|---|---|
| Kern County Deferred Compensation Bakersfield California Strategic Asset Allocation - Optimal Moderate |
-9.04%
Feb 2006 - Feb 2009 |
-1.24%
Feb 2004 - Feb 2009 |
3.46%
Nov 2006 - Nov 2016 |
5.34%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kern County Deferred Compensation Bakersfield California Strategic Asset Allocation - Optimal Moderate |
18.02%
Mar 2003 - Mar 2006 |
14.34%
Oct 2002 - Oct 2007 |
7.90%
Mar 2003 - Mar 2013 |
6.10%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart