Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| California State University and Public Employees Savings Plus Plan Tactical Asset Allocation Moderate | NA | 5.49% | 5.42% | 8.77% | 6.04% | 7.47% | 7.54% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| California State University and Public Employees Savings Plus 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 | Common | Inception | 2025 | 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 (%) | -1.84 | 5.49 | 5.42 | 8.77 | 6.04 | 7.47 | 7.54 | … | … | -1.89 | 15.70 | 16.62 | -13.84 | 18.08 | 1.60 | 14.41 | -6.29 | 14.77 | 8.08 | 0.79 | 11.32 | 19.68 | 11.20 | 4.06 | 9.38 | 14.83 | -0.04 | 5.99 | 9.07 | 3.45 | 7.80 | 16.84 | 3.33 | 7.48 |
| Sharpe Ratio | NA | 0.29 | 0.47 | 0.70 | 0.46 | NA | NA | … | … | -0.37 | 1.37 | 1.59 | -1.15 | 2.07 | 0.07 | 2.00 | -0.75 | 3.51 | 1.06 | 0.09 | 1.50 | 2.65 | 1.48 | 0.30 | 1.02 | 1.78 | -0.18 | 0.30 | 0.86 | 0.17 | 0.95 | 2.27 | 0.43 | 1.02 |
| Standard Deviation(%) | NA | 9.14 | 9.55 | 10.08 | 10.18 | NA | NA | … | … | 8.59 | 8.80 | 8.15 | 13.31 | 8.73 | 18.22 | 6.46 | 10.27 | 4.02 | 7.45 | 8.80 | 7.54 | 7.42 | 7.54 | 13.29 | 9.09 | 8.28 | 5.77 | 9.49 | 6.54 | 6.90 | 7.21 | 7.10 | 5.01 | 4.97 |
| Draw Down(%) | NA | 7.04 | 10.42 | 16.04 | 21.54 | NA | NA | … | … | 7.03 | 5.21 | 6.08 | 15.93 | 3.80 | 21.54 | 3.18 | 14.99 | 1.29 | 5.27 | 7.19 | 4.75 | 4.85 | 5.43 | 10.27 | 8.32 | 3.86 | 5.43 | 5.49 | 5.02 | 4.95 | 5.44 | 4.27 | 5.70 | 3.44 |
| Yield(%) | NA | 2.24 | 2.00 | 2.00 | 2.08 | NA | NA | … | … | NA | 1.48 | 2.39 | 1.44 | 1.54 | 2.15 | 2.60 | 1.92 | 2.20 | 2.11 | 2.09 | 2.17 | 2.06 | 2.58 | 2.60 | 2.66 | 3.91 | 4.37 | 3.17 | 2.93 | 2.45 | 2.51 | 3.71 | 4.91 | 6.50 |
Data as of 03/31/2025, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| California State University and Public Employees Savings Plus Plan Tactical Asset Allocation Moderat |
0.62%
May 2017 – May 2020 |
2.08%
Dec 2017 – Dec 2022 |
5.48%
Oct 2013 – Oct 2023 |
6.60%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| California State University and Public Employees Savings Plus Plan Tactical Asset Allocation Moderat |
15.16%
Sep 2011 – Sep 2014 |
13.03%
Jun 2009 – Jun 2014 |
9.91%
Sep 2008 – Sep 2018 |
9.24%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart