Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KAISER PERMANENTE TAX SHELTERED ANNUITY PLAN (TSA) Tactical Asset Allocation Moderate | NA | 24.52% | 0.40% | 4.76% | 4.35% | 5.03% | 6.03% | 6.40% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KAISER PERMANENTE TAX SHELTERED ANNUITY PLAN (TSA) Tactical Asset Allocation 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 (%) | -1.01 | 24.52 | 0.40 | 4.76 | 4.35 | 5.03 | 6.03 | 6.40 | NA | 9.76 | 8.28 | -16.79 | 5.24 | 15.21 | 6.63 | 0.38 | 13.77 | 4.44 | -3.58 | 1.10 | 17.62 | 4.18 | 1.68 | 4.05 | 11.53 | -0.03 | 14.80 | 13.28 | 5.37 | 9.76 | 16.16 | 1.32 | 5.67 |
| Sharpe Ratio | NA | 0.44 | -0.33 | 0.13 | 0.30 | NA | NA | 0.66 | 0.10 | 0.28 | 0.50 | -1.65 | 0.56 | 1.58 | 1.20 | -0.12 | 2.57 | 0.95 | -0.69 | 0.19 | 2.59 | 0.87 | 0.17 | 0.43 | 1.67 | -1.65 | 1.20 | 1.44 | 0.60 | 1.28 | 3.03 | 0.09 | 2.93 |
| Standard Deviation(%) | NA | 11.27 | 10.24 | 9.91 | 8.01 | NA | NA | 7.13 | 9.19 | 11.35 | 7.99 | 11.01 | 9.24 | 9.48 | 4.37 | 7.66 | 5.11 | 4.46 | 5.26 | 5.65 | 6.78 | 4.72 | 9.72 | 9.15 | 6.85 | 0.58 | 9.83 | 6.93 | 5.32 | 6.89 | 5.10 | 2.46 | 1.15 |
| Draw Down(%) | NA | 9.62 | 18.01 | 21.85 | 21.85 | NA | NA | 21.85 | 0.73 | 9.62 | 7.70 | 17.45 | 6.30 | 9.05 | 3.19 | 8.66 | 3.81 | 3.79 | 4.85 | 5.24 | 5.01 | 3.82 | 9.61 | 9.17 | 3.70 | 1.07 | 6.90 | 8.51 | 3.94 | 6.60 | 2.15 | 2.43 | 0.46 |
| Yield(%) | NA | 4.83 | 5.31 | 4.89 | 3.81 | NA | NA | 3.38 | NA | 0.51 | 5.07 | 3.38 | 6.64 | 6.43 | 2.75 | 1.96 | 0.19 | 2.59 | 1.31 | 7.41 | 5.45 | 3.21 | 1.77 | 1.83 | 1.39 | 1.13 | 5.47 | 5.31 | 3.53 | 1.20 | 1.76 | 2.45 | 4.89 |
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 TAX SHELTERED ANNUITY PLAN (TSA) Tactical Asset Allocation Moderate |
-1.95%
Apr 2021 - Apr 2024 |
0.27%
Sep 2018 - Sep 2023 |
2.47%
Oct 2013 - Oct 2023 |
3.95%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KAISER PERMANENTE TAX SHELTERED ANNUITY PLAN (TSA) Tactical Asset Allocation Moderate |
14.44%
Oct 2004 - Oct 2007 |
12.67%
Oct 2002 - Oct 2007 |
8.52%
Jul 2003 - Jul 2013 |
7.74%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart