Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kaiser Permanente Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 2.14% | 3.60% | 5.78% | 2.68% | 2.32% | NA | 2.18% |
Data as of 09/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kaiser Permanente Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/15/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.56 | 2.14 | 3.60 | 5.78 | 2.68 | 2.32 | NA | 2.18 | 11.26 | 9.35 | -2.43 | 16.40 | 6.51 | -1.94 | -0.57 | 0.03 | 0.05 | 0.03 | 0.09 | 0.09 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.19 | 0.16 | 0.28 | 0.18 | NA | NA | 0.13 | 0.19 | 1.74 | -0.50 | 3.66 | 1.42 | -0.42 | -0.12 | 0.44 | 0.55 | -0.32 | 0.60 | 0.00 | 0.15 | 1.06 | 2.84 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 57.24 | 33.47 | 26.04 | 18.54 | NA | NA | 13.13 | 58.51 | 4.57 | 7.45 | 4.32 | 4.43 | 4.70 | 4.93 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.03 | 0.03 | 0.01 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 32.52 | 32.52 | 32.52 | 32.52 | NA | NA | 32.52 | 32.52 | 3.38 | 7.92 | 1.36 | 3.53 | 5.68 | 5.66 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 34.84 | 14.04 | 9.08 | 4.82 | NA | NA | 3.35 | 32.57 | 2.56 | 2.92 | 4.93 | 0.78 | 2.47 | 2.61 | 0.03 | 0.05 | 0.03 | 0.09 | 0.09 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
Data as of 09/30/2020, 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 Retirement Savings Plan Tactical Asset Allocation Moderate |
-0.83%
Dec 2012 - Dec 2015 |
-0.48%
Dec 2010 - Dec 2015 |
0.49%
Dec 2005 - Dec 2015 |
0.88%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kaiser Permanente Retirement Savings Plan Tactical Asset Allocation Moderate |
8.56%
Aug 2015 - Aug 2018 |
7.37%
Nov 2015 - Nov 2020 |
3.43%
Nov 2010 - Nov 2020 |
2.79%
Nov 2005 - Nov 2020 |
Annualized Rolling Returns Comparison Chart