Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| DELTA DENTAL OF CALIFORNIA 401K PLAN Tactical Asset Allocation Moderate | 7.55% | NA | 29.09% | 9.39% | 9.34% | 5.37% | 5.71% | 6.45% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DELTA DENTAL OF CALIFORNIA 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.97 | 29.09 | 9.39 | 9.34 | 5.37 | 5.71 | 6.45 | 7.55 | NA | 16.11 | 15.35 | -3.94 | 11.49 | 7.39 | 4.32 | -3.22 | 6.79 | 4.37 | -4.23 | -1.31 | 17.56 | 5.87 | 1.38 | 5.83 | 13.57 | 2.53 | 8.45 | 12.15 | 3.97 | 14.70 | 20.04 | 9.86 | 8.51 |
| Sharpe Ratio | NA | 1.17 | 0.53 | 0.74 | 0.49 | NA | NA | 0.82 | 0.05 | 0.97 | 1.49 | -0.60 | 1.19 | 0.80 | 0.63 | -0.64 | 1.14 | 0.99 | -0.83 | -0.21 | 2.44 | 1.05 | 0.14 | 0.54 | 1.62 | 0.30 | 0.66 | 1.21 | 0.33 | 2.02 | 3.89 | 1.99 | 1.21 |
| Standard Deviation(%) | NA | 9.85 | 8.80 | 9.01 | 7.42 | NA | NA | 7.22 | 10.79 | 9.86 | 7.44 | 8.85 | 9.66 | 8.99 | 4.63 | 7.09 | 5.40 | 4.20 | 5.13 | 6.30 | 7.18 | 5.52 | 9.94 | 10.71 | 8.30 | 5.42 | 8.23 | 7.36 | 5.49 | 6.81 | 4.97 | 4.39 | 5.13 |
| Draw Down(%) | NA | 6.72 | 9.40 | 10.93 | 12.61 | NA | NA | 12.61 | 0.86 | 6.72 | 5.21 | 9.40 | 5.52 | 10.93 | 3.86 | 9.00 | 3.76 | 2.40 | 5.49 | 6.20 | 4.49 | 4.47 | 9.51 | 11.44 | 5.52 | 3.60 | 7.21 | 9.11 | 4.83 | 6.68 | 2.08 | 2.42 | 4.04 |
| Yield(%) | NA | 14.49 | 11.33 | 8.46 | 5.54 | NA | NA | 5.22 | NA | 4.28 | 13.53 | 8.17 | 7.76 | 4.53 | 4.25 | 3.24 | 0.28 | 2.32 | 5.08 | 1.75 | 4.14 | 4.49 | 2.18 | 4.18 | 4.86 | 4.29 | 4.71 | 5.81 | 3.32 | 6.01 | 5.24 | 7.48 | 8.26 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DELTA DENTAL OF CALIFORNIA 401K PLAN Tactical Asset Allocation Moderate |
-1.12%
Oct 2017 - Oct 2020 |
0.30%
Feb 2014 - Feb 2019 |
2.27%
Apr 2010 - Apr 2020 |
4.16%
Mar 2008 - Mar 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DELTA DENTAL OF CALIFORNIA 401K PLAN Tactical Asset Allocation Moderate |
14.97%
Mar 2002 - Mar 2005 |
12.98%
May 2002 - May 2007 |
10.43%
Apr 2001 - Apr 2011 |
7.72%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart