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 - Optimal Moderate | NA | 17.30% | -1.22% | 4.00% | 3.76% | 5.31% | 5.74% | 6.91% |
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 - 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 (%) | -1.34 | 17.30 | -1.22 | 4.00 | 3.76 | 5.31 | 5.74 | 6.91 | NA | -0.38 | 9.47 | -13.64 | 5.84 | 17.35 | 14.76 | -7.87 | 8.83 | 5.86 | -1.94 | 2.05 | 11.77 | 12.58 | -2.57 | 14.87 | 30.08 | -27.29 | 11.74 | 14.15 | 12.36 | 18.57 | 30.16 | -3.27 | 9.96 |
| Sharpe Ratio | NA | -0.69 | -0.50 | 0.06 | 0.17 | NA | NA | 0.46 | 0.03 | -0.83 | 0.53 | -1.05 | 0.66 | 1.07 | 1.87 | -0.72 | 1.56 | 0.70 | -0.23 | 0.32 | 1.45 | 1.65 | -0.18 | 1.26 | 1.52 | -1.22 | 0.97 | 1.42 | 1.71 | 2.41 | 4.62 | -0.47 | 0.74 |
| Standard Deviation(%) | NA | 8.33 | 11.11 | 11.89 | 10.40 | NA | NA | 11.17 | 4.91 | 8.42 | 9.86 | 14.25 | 8.80 | 16.06 | 7.14 | 12.77 | 5.26 | 8.07 | 8.39 | 6.36 | 8.08 | 7.59 | 14.87 | 11.74 | 19.72 | 23.08 | 9.03 | 7.66 | 5.95 | 7.30 | 6.38 | 9.40 | 10.29 |
| Draw Down(%) | NA | 7.96 | 20.63 | 22.94 | 22.94 | NA | NA | 39.96 | 0.41 | 7.91 | 11.41 | 20.93 | 5.70 | 20.72 | 3.37 | 15.51 | 3.21 | 6.40 | 10.12 | 5.42 | 8.46 | 5.87 | 16.76 | 8.34 | 17.65 | 38.52 | 6.65 | 9.53 | 4.49 | 8.18 | 6.53 | 16.40 | 13.52 |
| Yield(%) | NA | 4.54 | 4.51 | 4.00 | 3.50 | NA | NA | 3.98 | NA | 0.89 | 4.40 | 4.98 | 3.26 | 4.22 | 2.07 | 3.69 | 0.27 | 2.60 | 5.25 | 3.42 | 5.35 | 3.24 | 4.11 | 2.49 | 3.51 | 5.24 | 8.71 | 6.42 | 5.38 | 5.10 | 3.01 | 0.59 | 3.42 |
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 - Optimal Moderate |
-7.68%
Feb 2006 - Feb 2009 |
0.55%
Sep 2017 - Sep 2022 |
2.54%
Oct 2013 - Oct 2023 |
3.20%
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 - Optimal Moderate |
23.40%
Mar 2003 - Mar 2006 |
18.51%
Oct 2002 - Oct 2007 |
10.96%
Mar 2003 - Mar 2013 |
8.95%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart