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 Strategic Asset Allocation - Optimal Moderate | NA | 5.64% | 5.52% | 8.24% | 4.05% | 3.23% | NA | 2.90% |
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 Strategic Asset Allocation - Optimal 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 (%) | 1.77 | 5.64 | 5.52 | 8.24 | 4.05 | 3.23 | NA | 2.90 | 12.64 | 17.39 | -5.07 | 16.80 | 12.18 | 0.03 | 0.02 | 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 | 0.19 | 0.33 | 0.23 | NA | NA | 0.16 | 0.19 | 2.27 | -0.72 | 4.27 | 1.55 | -0.20 | 0.14 | 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 | 63.63 | 37.36 | 29.15 | 20.63 | NA | NA | 14.61 | 65.05 | 7.04 | 8.86 | 3.78 | 7.73 | 0.00 | 0.00 | 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 | 34.32 | 34.32 | 34.32 | 34.32 | NA | NA | 34.32 | 34.32 | 3.61 | 12.15 | 1.07 | 4.13 | 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 | 0.00 | 0.00 |
| Yield(%) | NA | 36.18 | 15.68 | 10.06 | 5.05 | NA | NA | 3.49 | 34.22 | 2.48 | 6.48 | 4.75 | 3.61 | 0.03 | 0.02 | 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 Strategic Asset Allocation - Optimal Moderate |
0.02%
Sep 2012 - Sep 2015 |
0.03%
Aug 2010 - Aug 2015 |
0.75%
Dec 2005 - Dec 2015 |
1.06%
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 Strategic Asset Allocation - Optimal Moderate |
11.11%
Aug 2015 - Aug 2018 |
9.92%
Nov 2015 - Nov 2020 |
4.86%
Nov 2010 - Nov 2020 |
3.73%
Nov 2005 - Nov 2020 |
Annualized Rolling Returns Comparison Chart