Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KAISER PERMANENTE 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate | NA | 37.34% | 13.54% | 14.47% | 9.98% | 9.79% | 8.24% | 7.62% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KAISER PERMANENTE 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.67 | 37.34 | 13.54 | 14.47 | 9.98 | 9.79 | 8.24 | 7.62 | NA | 23.45 | 22.23 | -2.66 | 8.61 | 20.16 | 16.02 | -3.97 | 12.03 | 6.23 | 1.32 | 5.76 | 18.84 | 10.26 | -2.57 | 11.42 | 18.81 | -24.99 | 10.94 | 11.88 | 7.85 | 10.72 | 21.28 | -13.35 | 0.85 |
| Sharpe Ratio | NA | 1.89 | 1.02 | 0.93 | 0.79 | NA | NA | 0.52 | 0.09 | 1.75 | 2.32 | -0.33 | 0.89 | 1.04 | 1.76 | -0.49 | 2.32 | 0.69 | 0.14 | 0.79 | 2.67 | 1.21 | -0.16 | 0.92 | 1.07 | -1.12 | 0.81 | 1.19 | 0.92 | 1.32 | 2.06 | -0.99 | -0.11 |
| Standard Deviation(%) | NA | 9.53 | 10.03 | 12.36 | 10.63 | NA | NA | 11.68 | 7.94 | 9.61 | 7.75 | 12.20 | 9.66 | 19.18 | 8.32 | 10.71 | 4.91 | 8.70 | 9.22 | 7.26 | 7.05 | 8.44 | 15.98 | 12.30 | 17.44 | 23.15 | 9.80 | 7.21 | 6.16 | 7.39 | 9.98 | 14.54 | 13.04 |
| Draw Down(%) | NA | 6.23 | 12.06 | 20.80 | 20.80 | NA | NA | 37.87 | 0.59 | 6.23 | 4.09 | 12.56 | 5.89 | 20.80 | 4.23 | 13.60 | 2.59 | 8.58 | 8.38 | 5.63 | 4.23 | 7.36 | 16.03 | 9.93 | 17.47 | 33.89 | 6.25 | 8.30 | 3.65 | 6.60 | 9.28 | 21.18 | 16.50 |
| Yield(%) | NA | 15.47 | 10.36 | 7.51 | 5.13 | NA | NA | 3.81 | NA | 4.41 | 14.76 | 7.10 | 3.96 | 5.13 | 1.27 | 5.17 | 0.90 | 2.17 | 3.02 | 2.74 | 5.02 | 1.64 | 1.36 | 1.32 | 2.12 | 2.86 | 5.74 | 4.06 | 4.23 | 2.15 | 1.65 | 1.38 | 3.39 |
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 |
|---|---|---|---|---|
| KAISER PERMANENTE 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
-7.21%
Feb 2006 - Feb 2009 |
-0.91%
Feb 2004 - Feb 2009 |
4.18%
Dec 2001 - Dec 2011 |
4.77%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KAISER PERMANENTE 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
16.32%
Mar 2003 - Mar 2006 |
14.93%
Nov 2019 - Nov 2024 |
10.29%
Nov 2014 - Nov 2024 |
10.51%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart