Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kaiser Permanente Tax Savings Retirement Plan for Physicians Strategic Asset Allocation - Optimal Moderate | NA | 35.65% | 13.13% | 14.21% | 9.63% | 9.88% | 8.36% | 8.54% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kaiser Permanente Tax Savings Retirement Plan for Physicians 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 (%) | -0.70 | 35.65 | 13.13 | 14.21 | 9.63 | 9.88 | 8.36 | 8.54 | NA | 22.07 | 25.53 | -4.19 | 8.34 | 18.38 | 16.30 | -2.60 | 11.45 | 5.70 | 0.36 | 5.70 | 20.61 | 10.28 | -1.98 | 14.96 | 21.54 | -23.40 | 6.44 | 11.55 | 7.40 | 12.85 | 24.83 | -7.24 | 7.69 |
| Sharpe Ratio | NA | 2.16 | 1.01 | 1.01 | 0.85 | NA | NA | 0.62 | 0.11 | 2.01 | 2.59 | -0.40 | 0.91 | 1.30 | 2.27 | -0.38 | 1.99 | 0.65 | 0.04 | 0.82 | 2.97 | 1.25 | -0.14 | 1.15 | 1.15 | -1.04 | 0.35 | 1.13 | 0.85 | 1.71 | 2.57 | -0.60 | 0.47 |
| Standard Deviation(%) | NA | 7.65 | 10.40 | 11.00 | 9.65 | NA | NA | 11.22 | 6.26 | 7.70 | 8.22 | 14.07 | 9.17 | 13.99 | 6.57 | 10.17 | 5.45 | 8.45 | 9.00 | 6.98 | 6.93 | 8.19 | 14.79 | 12.99 | 18.58 | 23.35 | 9.73 | 7.30 | 6.13 | 6.97 | 9.39 | 13.93 | 11.33 |
| Draw Down(%) | NA | 5.21 | 13.49 | 15.21 | 15.21 | NA | NA | 37.62 | 0.37 | 5.21 | 5.61 | 14.24 | 4.29 | 15.13 | 3.74 | 12.38 | 2.82 | 7.88 | 7.82 | 4.94 | 3.59 | 7.08 | 13.91 | 9.98 | 18.51 | 33.91 | 7.75 | 8.01 | 4.14 | 6.22 | 9.84 | 21.56 | 12.86 |
| Yield(%) | NA | 17.28 | 10.84 | 7.63 | 5.05 | NA | NA | 3.91 | NA | 4.68 | 16.29 | 7.21 | 3.60 | 3.77 | 2.10 | 3.51 | 0.83 | 1.80 | 3.37 | 2.84 | 2.60 | 1.71 | 1.60 | 1.63 | 1.93 | 3.02 | 6.85 | 5.86 | 3.76 | 2.65 | 2.24 | 2.32 | 3.78 |
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 Savings Retirement Plan for Physicians Strategic Asset Allocation - Optimal Moderate |
-8.17%
Feb 2006 - Feb 2009 |
-1.40%
Feb 2004 - Feb 2009 |
5.00%
Feb 2006 - Feb 2016 |
5.32%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kaiser Permanente Tax Savings Retirement Plan for Physicians Strategic Asset Allocation - Optimal Moderate |
18.28%
Feb 2009 - Feb 2012 |
16.02%
Feb 2009 - Feb 2014 |
10.48%
Feb 2009 - Feb 2019 |
10.98%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart