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 - Optimal Moderate | 7.75% | NA | 34.43% | 14.50% | 13.23% | 8.71% | 9.01% | 7.39% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DELTA DENTAL OF CALIFORNIA 401K PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.50 | 34.43 | 14.50 | 13.23 | 8.71 | 9.01 | 7.39 | 7.75 | NA | 22.17 | 20.27 | 0.55 | 6.44 | 16.68 | 14.05 | -1.63 | 6.78 | 3.92 | 0.58 | 4.50 | 20.75 | 10.90 | -1.82 | 11.46 | 22.79 | -26.64 | 3.81 | 10.93 | 7.84 | 15.03 | 24.22 | -4.53 | 4.30 |
| Sharpe Ratio | NA | 2.05 | 0.67 | 0.71 | 0.61 | NA | NA | 0.55 | 0.07 | 1.90 | 1.93 | -0.04 | 0.65 | 0.89 | 1.81 | -0.30 | 1.01 | 0.44 | 0.07 | 0.68 | 3.06 | 1.39 | -0.13 | 1.00 | 1.26 | -1.29 | 0.10 | 1.13 | 1.02 | 2.00 | 3.05 | -0.60 | 0.26 |
| Standard Deviation(%) | NA | 8.15 | 14.66 | 14.70 | 11.85 | NA | NA | 11.30 | 8.51 | 8.21 | 8.28 | 22.56 | 9.80 | 18.45 | 7.00 | 9.86 | 6.11 | 8.53 | 8.41 | 6.64 | 6.76 | 7.81 | 13.81 | 11.39 | 17.94 | 21.33 | 8.57 | 6.79 | 5.57 | 7.06 | 7.72 | 9.42 | 7.58 |
| Draw Down(%) | NA | 4.42 | 18.40 | 20.39 | 20.39 | NA | NA | 41.07 | 0.65 | 4.42 | 5.71 | 18.40 | 6.22 | 20.39 | 3.34 | 11.60 | 2.99 | 8.55 | 7.52 | 5.72 | 3.59 | 6.70 | 12.85 | 10.97 | 17.73 | 33.59 | 6.46 | 8.08 | 4.78 | 5.61 | 7.41 | 17.37 | 10.57 |
| Yield(%) | NA | 15.73 | 11.38 | 7.68 | 5.49 | NA | NA | 4.28 | NA | 4.52 | 14.86 | 8.77 | 5.25 | 2.66 | 1.70 | 5.96 | 0.65 | 2.56 | 3.63 | 4.05 | 4.32 | 1.62 | 1.49 | 1.48 | 1.45 | 2.27 | 4.30 | 3.13 | 4.45 | 3.39 | 3.94 | 4.22 | 7.66 |
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 - Optimal Moderate |
-10.02%
Feb 2006 - Feb 2009 |
-2.27%
Feb 2004 - Feb 2009 |
3.90%
Feb 2006 - Feb 2016 |
4.20%
Mar 2005 - Mar 2020 |
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 - Optimal Moderate |
18.43%
Mar 2003 - Mar 2006 |
15.54%
Feb 2009 - Feb 2014 |
9.44%
Feb 2009 - Feb 2019 |
10.14%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart