Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| New York State Deferred Compensation Plan Tactical Asset Allocation Moderate | NA | 1.87% | 2.76% | 1.73% | 3.01% | 5.36% | 6.15% | 6.05% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| New York State Deferred Compensation Plan Tactical Asset Allocation 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 (%) | -0.44 | 1.87 | 2.76 | 1.73 | 3.01 | 5.36 | 6.15 | 6.05 | 1.61 | 16.08 | -11.20 | 6.56 | 9.95 | 3.59 | -1.96 | 16.33 | 5.23 | -4.24 | 1.49 | 17.88 | 4.04 | 6.13 | 7.33 | 17.17 | -0.95 | 9.56 | 14.61 | 4.16 | 12.55 | 13.54 | 6.93 | -3.96 |
| Sharpe Ratio | NA | 1.70 | 0.16 | 0.35 | 0.41 | NA | NA | 0.69 | 0.20 | 1.64 | -1.23 | 0.64 | 0.90 | 0.41 | -0.41 | 2.99 | 1.09 | -0.79 | 0.22 | 2.44 | 0.75 | 0.77 | 0.73 | 2.12 | -0.34 | 0.69 | 1.59 | 0.34 | 1.64 | 2.34 | 1.29 | -0.50 |
| Standard Deviation(%) | NA | 7.44 | 9.23 | 9.06 | 7.71 | NA | NA | 7.71 | 6.53 | 7.23 | 10.26 | 10.28 | 10.83 | 5.30 | 8.05 | 5.26 | 4.60 | 5.44 | 6.72 | 7.32 | 5.30 | 7.93 | 9.93 | 8.04 | 5.54 | 9.55 | 7.11 | 5.79 | 7.06 | 5.49 | 4.50 | 12.65 |
| Draw Down(%) | NA | 4.80 | 15.31 | 15.31 | 15.31 | NA | NA | 15.31 | 1.47 | 4.80 | 13.68 | 5.62 | 11.53 | 5.30 | 8.47 | 1.62 | 2.93 | 6.73 | 5.90 | 5.40 | 4.13 | 5.10 | 8.27 | 3.69 | 5.42 | 6.62 | 7.27 | 4.16 | 6.90 | 5.35 | 2.66 | 11.05 |
| Yield(%) | NA | 12.09 | 7.68 | 5.90 | 4.52 | NA | NA | 4.13 | 0.88 | 12.02 | 6.37 | 3.57 | 2.50 | 3.96 | 3.30 | 3.37 | 2.60 | 1.60 | 4.97 | 4.30 | 2.78 | 2.55 | 2.42 | 3.89 | 4.18 | 3.24 | 4.59 | 4.16 | 4.64 | 4.44 | 3.51 | 5.22 |
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 |
|---|---|---|---|---|
| New York State Deferred Compensation Plan Tactical Asset Allocation Moderate |
0.73%
Feb 2014 - Feb 2017 |
0.35%
Feb 2018 - Feb 2023 |
3.01%
Oct 2013 - Oct 2023 |
4.61%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New York State Deferred Compensation Plan Tactical Asset Allocation Moderate |
12.95%
Oct 2004 - Oct 2007 |
11.78%
Oct 2002 - Oct 2007 |
9.66%
Jul 2003 - Jul 2013 |
8.43%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart