Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| City of Los Angeles Premiere Deferred Compensation Plan Tactical Asset Allocation Moderate | -1.77% | 1.43% | 4.78% | 8.94% | 5.43% | 7.25% | 8.16% | 7.73% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| City of Los Angeles Premiere Deferred Compensation Plan Tactical Asset Allocation Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | -2.30 | 1.43 | 4.78 | 8.94 | 5.43 | 7.25 | 8.16 | 7.73 | -1.77 | 10.19 | 16.20 | -11.93 | 12.31 | 6.13 | 19.01 | -6.99 | 11.43 | 9.64 | -1.67 | 6.55 | 18.14 | 13.66 | 4.40 | 12.87 | 18.51 | 1.20 | 9.42 | 13.40 | 8.25 | 13.04 | 15.17 | -0.67 | -3.03 |
| Sharpe Ratio | NA | 0.27 | 0.47 | 0.58 | 0.43 | NA | NA | 0.67 | 0.12 | 0.66 | 1.60 | -0.95 | 1.29 | 0.31 | 2.81 | -0.88 | 2.33 | 1.18 | -0.19 | 0.87 | 2.26 | 1.58 | 0.24 | 1.21 | 1.93 | 0.03 | 0.68 | 1.37 | 0.93 | 1.50 | 1.92 | -0.29 | -0.79 |
| Standard Deviation(%) | NA | 13.02 | 11.16 | 10.98 | 10.88 | NA | NA | 9.85 | 15.56 | 9.97 | 7.86 | 14.10 | 9.49 | 18.98 | 6.23 | 9.55 | 4.63 | 8.01 | 8.76 | 7.51 | 8.02 | 8.62 | 18.36 | 10.53 | 9.55 | 6.66 | 9.22 | 7.31 | 6.44 | 8.02 | 7.53 | 6.29 | 6.90 |
| Draw Down(%) | NA | 14.72 | 14.72 | 19.16 | 24.16 | NA | NA | 24.16 | 11.53 | 6.66 | 5.98 | 17.65 | 4.99 | 24.16 | 2.89 | 13.98 | 2.23 | 6.31 | 8.66 | 4.83 | 5.30 | 6.86 | 14.91 | 8.16 | 4.58 | 7.77 | 6.49 | 7.92 | 4.29 | 7.35 | 4.95 | 6.84 | 9.20 |
| Yield(%) | NA | 5.83 | 4.39 | 4.02 | 4.11 | NA | NA | 0.00 | NA | 1.58 | 5.96 | 2.04 | 4.75 | 4.20 | 6.67 | 3.73 | 3.88 | 1.88 | 3.64 | 4.43 | 1.68 | 4.10 | 1.79 | 3.87 | 5.19 | 4.79 | 5.59 | 3.90 | 2.90 | 3.31 | 3.25 | 5.52 | 7.40 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| City of Los Angeles Premiere Deferred Compensation Plan Tactical Asset Allocation Moderate |
1.15%
Sep 2019 - Sep 2022 |
2.03%
Mar 2015 - Mar 2020 |
4.75%
Oct 2013 - Oct 2023 |
6.71%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City of Los Angeles Premiere Deferred Compensation Plan Tactical Asset Allocation Moderate |
15.01%
Apr 2003 - Apr 2006 |
14.45%
Oct 2008 - Oct 2013 |
11.76%
Jul 2003 - Jul 2013 |
10.48%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart