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 70 30 | NA | 21.81% | 7.86% | 10.85% | 7.59% | 7.72% | 7.59% | 6.23% |
Data as of 07/31/2024, AR inception is 12/31/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| New York State Deferred Compensation Plan Strategic Asset Allocation 70 30 | 12/31/1999 | 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 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.21 | 21.81 | 7.86 | 10.85 | 7.59 | 7.72 | 7.59 | 6.23 | 19.39 | 20.01 | -10.43 | 9.72 | 18.57 | 15.77 | -8.63 | 15.58 | 9.64 | -3.09 | 1.92 | 12.71 | 11.30 | -7.12 | 11.06 | 31.99 | -31.48 | 16.61 | 18.06 | 12.11 | 12.57 | 27.62 | -5.86 | -1.49 | -16.44 | 0.00 |
| Sharpe Ratio | NA | 2.84 | 0.41 | 0.65 | 0.44 | NA | NA | 0.35 | 1.45 | 1.84 | -0.74 | 0.75 | 0.89 | 1.40 | -0.36 | 2.63 | 0.90 | -0.30 | 0.25 | 1.63 | 1.27 | -0.47 | 0.89 | 1.69 | -1.26 | 1.10 | 1.72 | 1.53 | 1.35 | 3.31 | -0.64 | -0.36 | -1.30 | NA |
| Standard Deviation(%) | NA | 9.02 | 12.49 | 14.38 | 14.53 | NA | NA | 13.62 | 9.28 | 8.55 | 15.92 | 12.99 | 20.58 | 10.27 | 27.53 | 5.68 | 10.50 | 10.34 | 7.64 | 7.77 | 8.87 | 15.30 | 12.40 | 18.83 | 25.73 | 12.33 | 8.62 | 6.50 | 8.59 | 8.14 | 10.96 | 10.69 | 15.85 | NA |
| Draw Down(%) | NA | 6.40 | 21.75 | 25.64 | 25.64 | NA | NA | 43.93 | 6.40 | 5.76 | 19.82 | 6.24 | 24.42 | 5.38 | 19.37 | 2.04 | 8.40 | 11.41 | 6.37 | 6.98 | 8.82 | 17.40 | 9.92 | 17.49 | 41.34 | 8.31 | 11.10 | 5.09 | 9.44 | 8.30 | 18.48 | 17.47 | 24.51 | 0.00 |
| Yield(%) | NA | 10.79 | 8.18 | 6.34 | 5.11 | NA | NA | 4.16 | 0.66 | 11.20 | 6.88 | 5.97 | 1.23 | 6.20 | 4.15 | 0.63 | 6.42 | 4.06 | 4.04 | 2.53 | 2.48 | 1.61 | 1.98 | 2.44 | 3.58 | 7.84 | 6.74 | 3.02 | 2.62 | 2.43 | 1.97 | 3.47 | 5.75 | 0.00 |
Data as of 07/31/2024, AR inception is 12/31/1999
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 70 30 |
-10.73%
Mar 2000 - Mar 2003 |
-0.50%
Oct 2007 - Oct 2012 |
3.37%
Oct 2007 - Oct 2017 |
3.36%
Oct 2007 - Oct 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 70 30 |
21.29%
Mar 2003 - Mar 2006 |
18.49%
Oct 2002 - Oct 2007 |
9.60%
Mar 2003 - Mar 2013 |
9.21%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart