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) Strategic Asset Allocation - Equal Weight Moderate | NA | 23.00% | 2.95% | 8.66% | 7.47% | 7.24% | 6.82% | 6.45% |
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) 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 (%) | -0.87 | 23.00 | 2.95 | 8.66 | 7.47 | 7.24 | 6.82 | 6.45 | NA | 8.77 | 11.92 | -12.94 | 4.44 | 29.98 | 20.13 | -7.29 | 13.53 | 4.01 | 4.44 | 3.71 | 15.50 | 0.77 | -0.09 | 11.30 | 21.82 | -23.11 | 11.23 | 12.77 | 10.37 | 10.88 | 22.75 | -8.69 | -4.60 |
| Sharpe Ratio | NA | 0.40 | -0.10 | 0.40 | 0.51 | NA | NA | 0.45 | 0.10 | 0.22 | 0.88 | -0.97 | 0.45 | 1.59 | 2.24 | -0.81 | 2.84 | 0.49 | 0.55 | 0.57 | 2.18 | 0.05 | -0.01 | 1.17 | 1.61 | -1.22 | 0.92 | 1.52 | 1.70 | 1.62 | 3.24 | -0.94 | -0.82 |
| Standard Deviation(%) | NA | 9.85 | 11.43 | 13.00 | 10.83 | NA | NA | 10.58 | 8.22 | 9.93 | 8.76 | 14.74 | 9.93 | 18.75 | 8.34 | 10.68 | 4.54 | 7.77 | 8.07 | 6.47 | 7.09 | 13.83 | 12.49 | 9.62 | 13.48 | 19.69 | 8.98 | 6.24 | 4.84 | 6.13 | 6.80 | 10.42 | 8.39 |
| Draw Down(%) | NA | 7.51 | 18.23 | 20.44 | 20.44 | NA | NA | 34.00 | 0.58 | 7.51 | 8.49 | 19.22 | 8.55 | 19.14 | 4.18 | 14.27 | 2.95 | 7.91 | 6.78 | 5.01 | 6.06 | 15.47 | 11.83 | 8.15 | 13.34 | 31.09 | 6.27 | 7.41 | 3.52 | 5.86 | 6.71 | 16.23 | 15.30 |
| Yield(%) | NA | 4.65 | 4.85 | 4.46 | 3.94 | NA | NA | 3.47 | NA | 0.54 | 5.08 | 3.66 | 5.03 | 6.14 | 1.83 | 4.33 | 0.37 | 2.32 | 5.82 | 4.27 | 3.36 | 2.98 | 2.48 | 1.85 | 1.63 | 3.34 | 5.97 | 5.87 | 3.87 | 2.24 | 1.64 | 1.69 | 3.45 |
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) Strategic Asset Allocation - Equal Weight Moderate |
-4.95%
Feb 2006 - Feb 2009 |
0.04%
Oct 2007 - Oct 2012 |
4.25%
Oct 2007 - Oct 2017 |
4.43%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KAISER PERMANENTE TAX SHELTERED ANNUITY PLAN (TSA) Strategic Asset Allocation - Equal Weight Moderate |
17.71%
Dec 2018 - Dec 2021 |
14.39%
Oct 2002 - Oct 2007 |
8.72%
Sep 2011 - Sep 2021 |
8.47%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart