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 Strategic Asset Allocation - Equal Weight Moderate | NA | 23.84% | 10.04% | 11.94% | 8.45% | 8.54% | 7.51% | 7.06% |
Data as of 07/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| New York State Deferred Compensation Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 10/30/2024 |
| 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 (%) | 1.08 | 23.84 | 10.04 | 11.94 | 8.45 | 8.54 | 7.51 | 7.06 | 20.42 | 21.50 | -6.48 | 8.92 | 16.12 | 16.15 | -4.49 | 12.44 | 6.34 | 0.48 | 2.26 | 19.18 | 9.92 | -2.57 | 9.01 | 21.93 | -22.50 | 9.23 | 12.17 | 7.43 | 10.65 | 21.59 | -4.70 | -4.18 |
| Sharpe Ratio | NA | 3.35 | 0.70 | 0.85 | 0.72 | NA | NA | 0.55 | 1.82 | 2.33 | -0.60 | 0.78 | 0.93 | 1.78 | -0.60 | 2.50 | 0.70 | 0.05 | 0.30 | 2.91 | 1.39 | -0.20 | 0.84 | 1.39 | -1.13 | 0.71 | 1.39 | 1.01 | 1.65 | 2.72 | -0.55 | -0.65 |
| Standard Deviation(%) | NA | 7.71 | 10.52 | 12.02 | 10.25 | NA | NA | 10.47 | 7.94 | 7.41 | 13.15 | 11.36 | 17.07 | 8.28 | 9.74 | 4.73 | 8.82 | 8.88 | 7.36 | 6.58 | 7.11 | 13.29 | 10.62 | 15.65 | 20.79 | 8.78 | 6.39 | 5.23 | 5.88 | 7.67 | 10.53 | 10.06 |
| Draw Down(%) | NA | 5.24 | 17.35 | 22.41 | 22.41 | NA | NA | 34.65 | 5.24 | 4.81 | 15.51 | 5.56 | 22.41 | 4.24 | 11.55 | 1.68 | 8.84 | 8.31 | 6.25 | 3.76 | 6.11 | 13.51 | 8.99 | 15.58 | 31.79 | 5.62 | 7.58 | 3.39 | 4.58 | 7.43 | 15.10 | 15.31 |
| Yield(%) | NA | 13.49 | 9.29 | 6.76 | 4.83 | NA | NA | 3.97 | 0.89 | 13.85 | 8.06 | 5.24 | 1.21 | 4.93 | 3.55 | 3.41 | 2.21 | 2.86 | 2.45 | 3.26 | 2.10 | 1.68 | 1.83 | 2.22 | 3.15 | 5.22 | 3.69 | 4.58 | 3.51 | 3.47 | 2.83 | 5.03 |
Data as of 07/31/2024, 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 Strategic Asset Allocation - Equal Weight Moderate |
-6.08%
Feb 2006 - Feb 2009 |
-0.22%
Feb 2004 - Feb 2009 |
4.29%
Jan 2006 - Jan 2016 |
4.47%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New York State Deferred Compensation Plan Strategic Asset Allocation - Equal Weight Moderate |
15.71%
Mar 2003 - Mar 2006 |
13.86%
Feb 2009 - Feb 2014 |
8.97%
Feb 2009 - Feb 2019 |
9.45%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart