Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KPMG 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 18.05% | 1.14% | 4.95% | 4.36% | 5.50% | 6.12% | 6.89% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KPMG 401K PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -1.20 | 18.05 | 1.14 | 4.95 | 4.36 | 5.50 | 6.12 | 6.89 | NA | 3.64 | 11.02 | -12.54 | 7.90 | 13.31 | 16.23 | -6.26 | 10.41 | 4.27 | -2.38 | 4.42 | 6.34 | 14.32 | -2.94 | 13.27 | 29.65 | -21.37 | 11.17 | 12.20 | 11.74 | 15.70 | 27.18 | -0.72 | 3.76 |
| Sharpe Ratio | NA | -0.28 | -0.38 | 0.16 | 0.27 | NA | NA | 0.54 | 0.01 | -0.42 | 0.80 | -1.16 | 0.96 | 0.83 | 2.23 | -0.91 | 2.03 | 0.52 | -0.29 | 0.73 | 0.85 | 2.18 | -0.24 | 1.28 | 1.60 | -1.24 | 1.20 | 1.33 | 1.88 | 2.29 | 5.15 | -0.25 | 0.16 |
| Standard Deviation(%) | NA | 7.02 | 9.41 | 10.77 | 9.19 | NA | NA | 9.63 | 4.63 | 7.10 | 8.43 | 12.03 | 8.24 | 15.67 | 6.63 | 8.29 | 4.81 | 7.88 | 8.19 | 6.04 | 7.40 | 6.53 | 12.38 | 10.34 | 18.48 | 18.03 | 6.82 | 6.70 | 5.10 | 6.44 | 5.15 | 7.17 | 8.85 |
| Draw Down(%) | NA | 5.60 | 17.97 | 20.60 | 20.60 | NA | NA | 34.27 | 0.31 | 5.46 | 8.74 | 18.28 | 5.52 | 20.60 | 3.34 | 12.25 | 1.77 | 5.62 | 9.70 | 4.62 | 9.53 | 5.84 | 14.88 | 8.18 | 16.95 | 32.77 | 5.30 | 9.35 | 4.40 | 9.04 | 4.97 | 13.77 | 13.79 |
| Yield(%) | NA | 4.13 | 3.65 | 3.30 | 2.93 | NA | NA | 3.57 | NA | 0.68 | 4.38 | 3.47 | 2.44 | 3.44 | 2.25 | 2.68 | 0.23 | 3.12 | 3.92 | 2.94 | 3.96 | 3.85 | 4.08 | 3.83 | 3.97 | 5.10 | 5.37 | 6.62 | 4.41 | 4.83 | 3.12 | 1.70 | 1.73 |
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 |
|---|---|---|---|---|
| KPMG 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.92%
Feb 2006 - Feb 2009 |
1.03%
Mar 2015 - Mar 2020 |
3.19%
Oct 2013 - Oct 2023 |
3.86%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KPMG 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
20.86%
Mar 2003 - Mar 2006 |
16.47%
Oct 2002 - Oct 2007 |
10.66%
Mar 2003 - Mar 2013 |
8.55%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart