Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kaiser Permanente 401K Plan for Staff Strategic Asset Allocation - Optimal Moderate | NA | 37.46% | 12.89% | 14.23% | 9.75% | 9.77% | 8.26% | 7.13% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kaiser Permanente 401K Plan for Staff 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 (%) | -0.66 | 37.46 | 12.89 | 14.23 | 9.75 | 9.77 | 8.26 | 7.13 | NA | 23.53 | 23.58 | -5.37 | 7.35 | 22.32 | 16.14 | -4.68 | 12.53 | 5.51 | 1.25 | 5.88 | 19.07 | 11.20 | -1.61 | 11.12 | 19.79 | -25.35 | 11.37 | 11.92 | 7.64 | 11.87 | 20.34 | -16.36 | -6.61 |
| Sharpe Ratio | NA | 1.91 | 0.92 | 0.90 | 0.77 | NA | NA | 0.48 | 0.07 | 1.77 | 2.46 | -0.51 | 0.76 | 1.17 | 1.77 | -0.56 | 2.56 | 0.61 | 0.13 | 0.81 | 2.68 | 1.31 | -0.11 | 0.92 | 1.19 | -1.14 | 0.83 | 1.18 | 0.88 | 1.56 | 2.07 | -1.13 | -0.66 |
| Standard Deviation(%) | NA | 9.54 | 10.49 | 12.48 | 10.70 | NA | NA | 11.66 | 11.18 | 9.56 | 7.84 | 13.23 | 9.59 | 18.87 | 8.33 | 10.75 | 4.65 | 8.71 | 9.26 | 7.24 | 7.09 | 8.51 | 15.44 | 11.95 | 16.60 | 23.02 | 10.05 | 7.36 | 6.24 | 6.99 | 9.49 | 15.46 | 13.47 |
| Draw Down(%) | NA | 6.18 | 13.96 | 20.33 | 20.33 | NA | NA | 37.12 | 0.90 | 6.18 | 4.16 | 14.45 | 7.00 | 20.33 | 4.22 | 14.32 | 2.54 | 8.59 | 8.44 | 5.16 | 4.24 | 7.32 | 14.45 | 9.53 | 16.01 | 33.91 | 6.84 | 8.19 | 3.84 | 5.73 | 8.60 | 23.13 | 19.84 |
| Yield(%) | NA | 15.52 | 10.91 | 7.81 | 5.34 | NA | NA | 3.69 | NA | 4.49 | 14.80 | 8.28 | 4.06 | 4.93 | 1.39 | 5.21 | 0.90 | 2.63 | 3.04 | 2.80 | 4.92 | 1.60 | 1.45 | 1.54 | 1.80 | 2.81 | 3.84 | 3.94 | 4.01 | 2.10 | 1.69 | 1.27 | 1.42 |
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 |
|---|---|---|---|---|
| Kaiser Permanente 401K Plan for Staff Strategic Asset Allocation - Optimal Moderate |
-6.89%
Feb 2006 - Feb 2009 |
-0.60%
Feb 2004 - Feb 2009 |
3.91%
Feb 2001 - Feb 2011 |
4.33%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kaiser Permanente 401K Plan for Staff Strategic Asset Allocation - Optimal Moderate |
16.11%
Feb 2009 - Feb 2012 |
14.69%
Nov 2019 - Nov 2024 |
10.04%
Nov 2014 - Nov 2024 |
10.48%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart