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 - Optimal Moderate | NA | 27.43% | 2.35% | 8.06% | 7.13% | 7.72% | 6.84% | 5.88% |
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 - 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 (%) | -0.91 | 27.43 | 2.35 | 8.06 | 7.13 | 7.72 | 6.84 | 5.88 | NA | 10.21 | 12.92 | -15.79 | 7.22 | 24.06 | 20.57 | -3.89 | 10.45 | 5.75 | 1.83 | 7.57 | 16.43 | 11.75 | -2.90 | 8.66 | 20.47 | -26.21 | 14.71 | 11.80 | 7.30 | 11.05 | 21.40 | -16.62 | -7.02 |
| Sharpe Ratio | NA | 0.48 | -0.16 | 0.33 | 0.47 | NA | NA | 0.36 | 0.04 | 0.35 | 0.95 | -1.18 | 0.77 | 1.25 | 2.49 | -0.50 | 1.98 | 0.66 | 0.20 | 1.11 | 2.29 | 1.42 | -0.19 | 0.71 | 1.20 | -1.16 | 1.10 | 1.15 | 0.82 | 1.44 | 2.16 | -1.16 | -0.69 |
| Standard Deviation(%) | NA | 10.25 | 11.58 | 13.09 | 10.95 | NA | NA | 11.83 | 11.62 | 10.33 | 9.09 | 14.52 | 9.33 | 19.13 | 7.70 | 10.46 | 4.96 | 8.45 | 8.94 | 6.82 | 7.17 | 8.22 | 15.65 | 12.12 | 16.93 | 23.34 | 10.65 | 7.39 | 6.23 | 7.03 | 9.60 | 15.28 | 13.47 |
| Draw Down(%) | NA | 7.20 | 21.70 | 23.33 | 23.33 | NA | NA | 38.43 | 1.09 | 7.20 | 9.08 | 22.44 | 6.88 | 21.31 | 3.39 | 13.40 | 4.53 | 8.09 | 7.90 | 5.13 | 5.59 | 6.72 | 15.67 | 10.26 | 16.95 | 35.22 | 7.00 | 8.35 | 3.87 | 5.90 | 8.77 | 22.46 | 20.03 |
| Yield(%) | NA | 5.14 | 4.67 | 4.63 | 4.06 | NA | NA | 2.95 | NA | 0.48 | 5.21 | 3.71 | 4.40 | 7.34 | 1.85 | 5.01 | 0.48 | 3.06 | 5.85 | 3.37 | 5.23 | 2.43 | 0.66 | 0.66 | 1.01 | 2.31 | 3.70 | 3.86 | 3.66 | 1.28 | 0.76 | 0.52 | 1.00 |
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 - Optimal Moderate |
-6.67%
Feb 2006 - Feb 2009 |
-0.64%
Feb 2004 - Feb 2009 |
3.79%
Dec 2001 - Dec 2011 |
4.24%
Feb 2001 - Feb 2016 |
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 - Optimal Moderate |
17.06%
Dec 2018 - Dec 2021 |
13.73%
Feb 2009 - Feb 2014 |
10.17%
Sep 2011 - Sep 2021 |
9.03%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart