Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GROUP HEALTH PERMANENTE 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 4.51% | 2.48% | 5.53% | 4.72% | 7.19% | 6.67% | 7.00% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GROUP HEALTH PERMANENTE 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | 4.51 | 2.48 | 5.53 | 4.72 | 7.19 | 6.67 | 7.00 | 1.24 | 13.98 | -10.10 | 4.48 | 20.60 | 17.49 | -6.13 | 10.58 | 5.91 | -0.29 | 4.00 | 14.02 | 13.23 | -0.67 | 10.40 | 28.79 | -16.79 | 10.47 | 9.32 | 8.79 | 12.52 | 20.09 | -1.08 | 7.63 |
| Sharpe Ratio | NA | 0.86 | 0.11 | 0.57 | 0.50 | NA | NA | 0.64 | 0.14 | 1.20 | -0.90 | 0.49 | 1.14 | 2.35 | -0.77 | 1.98 | 0.68 | -0.04 | 0.59 | 2.21 | 2.27 | -0.06 | 0.99 | 1.89 | -1.05 | 0.99 | 0.99 | 1.26 | 1.86 | 3.08 | -0.27 | 0.68 |
| Standard Deviation(%) | NA | 8.04 | 10.08 | 11.60 | 9.92 | NA | NA | 9.66 | 7.02 | 8.11 | 12.74 | 9.07 | 17.90 | 6.86 | 9.72 | 5.03 | 8.39 | 8.44 | 6.77 | 6.32 | 5.81 | 11.68 | 10.42 | 15.19 | 16.89 | 7.55 | 6.08 | 5.23 | 6.21 | 6.31 | 8.05 | 7.85 |
| Draw Down(%) | NA | 6.88 | 16.43 | 20.74 | 20.74 | NA | NA | 29.74 | 1.42 | 6.88 | 15.75 | 6.43 | 20.74 | 2.84 | 13.30 | 2.99 | 7.29 | 8.61 | 5.82 | 6.07 | 4.46 | 11.92 | 8.52 | 15.33 | 28.18 | 5.78 | 7.00 | 3.69 | 5.10 | 6.30 | 13.32 | 8.95 |
| Yield(%) | NA | 4.08 | 4.04 | 4.35 | 4.02 | NA | NA | 4.22 | 0.00 | 4.33 | 1.85 | 6.03 | 6.37 | 3.44 | 4.82 | 0.37 | 3.39 | 6.03 | 3.79 | 4.18 | 4.65 | 2.77 | 3.79 | 4.03 | 6.45 | 7.37 | 4.63 | 4.04 | 3.71 | 3.36 | 3.65 | 4.02 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| GROUP HEALTH PERMANENTE 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-3.66%
Feb 2006 - Feb 2009 |
1.62%
Feb 2004 - Feb 2009 |
4.72%
Oct 2013 - Oct 2023 |
5.41%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GROUP HEALTH PERMANENTE 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.11%
Feb 2009 - Feb 2012 |
15.23%
Feb 2009 - Feb 2014 |
9.68%
Mar 2003 - Mar 2013 |
8.65%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart