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 Strategic Asset Allocation - Equal Weight Moderate | 8.36% | NA | 32.25% | 13.43% | 12.81% | 8.41% | 8.42% | 7.82% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DELTA DENTAL OF CALIFORNIA 401K PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -0.68 | 32.25 | 13.43 | 12.81 | 8.41 | 8.42 | 7.82 | 8.36 | NA | 19.20 | 20.83 | -1.22 | 6.47 | 17.78 | 15.56 | -2.88 | 10.42 | 1.64 | -0.93 | 1.59 | 17.21 | 10.15 | -1.15 | 12.60 | 23.24 | -19.32 | 8.73 | 11.64 | 8.45 | 14.08 | 24.52 | -2.45 | 7.06 |
| Sharpe Ratio | NA | 1.71 | 0.64 | 0.74 | 0.63 | NA | NA | 0.71 | 0.06 | 1.60 | 2.10 | -0.13 | 0.72 | 1.04 | 2.00 | -0.45 | 1.86 | 0.17 | -0.12 | 0.23 | 2.94 | 1.61 | -0.10 | 1.46 | 1.67 | -1.34 | 0.83 | 1.49 | 1.28 | 2.25 | 4.24 | -0.49 | 0.77 |
| Standard Deviation(%) | NA | 7.83 | 13.07 | 13.24 | 10.87 | NA | NA | 9.55 | 7.79 | 7.90 | 7.89 | 19.70 | 8.92 | 16.87 | 7.07 | 9.34 | 5.28 | 8.66 | 8.22 | 6.90 | 5.83 | 6.27 | 11.26 | 8.58 | 13.82 | 15.15 | 6.88 | 5.62 | 4.92 | 5.84 | 5.62 | 7.19 | 6.14 |
| Draw Down(%) | NA | 4.54 | 17.03 | 19.89 | 19.89 | NA | NA | 29.59 | 0.60 | 4.54 | 5.46 | 17.03 | 5.21 | 19.89 | 3.54 | 11.47 | 1.94 | 8.48 | 7.50 | 6.53 | 4.35 | 5.49 | 10.90 | 7.75 | 12.85 | 26.96 | 5.33 | 6.16 | 3.34 | 4.68 | 4.91 | 13.33 | 8.51 |
| Yield(%) | NA | 15.83 | 11.01 | 7.45 | 4.91 | NA | NA | 4.17 | NA | 4.59 | 14.89 | 7.65 | 5.23 | 2.28 | 2.11 | 4.23 | 0.64 | 1.14 | 2.45 | 3.59 | 3.65 | 2.30 | 1.91 | 1.75 | 1.85 | 2.45 | 7.47 | 5.42 | 3.75 | 4.55 | 3.28 | 3.30 | 5.44 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.16%
Feb 2006 - Feb 2009 |
1.31%
Feb 2004 - Feb 2009 |
4.61%
Mar 2010 - Mar 2020 |
4.81%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DELTA DENTAL OF CALIFORNIA 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.62%
Mar 2003 - Mar 2006 |
14.41%
Feb 2009 - Feb 2014 |
9.25%
Mar 2003 - Mar 2013 |
9.44%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart