Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| State of North Carolina Voluntary 401k Tactical Asset Allocation Moderate | NA | 21.31% | 6.25% | 9.07% | 6.42% | 6.89% | 7.28% | 7.82% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| State of North Carolina Voluntary 401k Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.46 | 21.31 | 6.25 | 9.07 | 6.42 | 6.89 | 7.28 | 7.82 | NA | 21.91 | 21.47 | -7.24 | 6.12 | 15.91 | 11.88 | -2.43 | 9.80 | 3.47 | -0.95 | 2.09 | 15.37 | 5.34 | 3.85 | 8.21 | 17.12 | -1.06 | 8.64 | 10.66 | 6.35 | 11.56 | 20.11 | 2.13 | 7.68 |
| Sharpe Ratio | NA | 0.91 | 0.62 | 0.75 | 0.66 | NA | NA | 0.85 | 0.10 | 0.82 | 2.24 | -0.90 | 0.62 | 1.71 | 2.26 | -0.50 | 1.96 | 0.68 | -0.18 | 0.35 | 2.22 | 0.99 | 0.51 | 0.78 | 2.06 | -0.40 | 0.58 | 0.96 | 0.68 | 1.45 | 3.07 | 0.21 | 1.15 |
| Standard Deviation(%) | NA | 18.57 | 12.88 | 11.66 | 9.11 | NA | NA | 7.99 | 10.75 | 18.57 | 7.70 | 9.57 | 9.87 | 9.19 | 4.64 | 7.42 | 4.68 | 4.76 | 5.42 | 5.98 | 6.90 | 5.33 | 7.56 | 10.44 | 8.26 | 4.95 | 9.67 | 7.70 | 6.17 | 7.35 | 6.32 | 4.93 | 4.68 |
| Draw Down(%) | NA | 10.70 | 13.24 | 16.64 | 16.64 | NA | NA | 16.64 | 0.78 | 10.70 | 4.08 | 13.71 | 6.18 | 8.87 | 3.18 | 7.87 | 1.80 | 4.26 | 5.43 | 5.56 | 4.34 | 5.02 | 5.08 | 9.60 | 4.34 | 7.21 | 7.68 | 9.31 | 4.93 | 6.60 | 3.23 | 5.15 | 3.07 |
| Yield(%) | NA | 15.26 | 9.82 | 7.25 | 4.66 | NA | NA | 4.18 | NA | 4.21 | 14.87 | 6.90 | 2.78 | 3.40 | 4.18 | 1.96 | 0.43 | 2.36 | 2.20 | 3.09 | 3.42 | 2.44 | 2.74 | 2.25 | 3.61 | 3.32 | 4.94 | 4.28 | 3.93 | 4.01 | 4.40 | 4.06 | 6.28 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| State of North Carolina Voluntary 401k Tactical Asset Allocation Moderate |
1.52%
Dec 2013 - Dec 2016 |
2.31%
Dec 2013 - Dec 2018 |
4.86%
Oct 2013 - Oct 2023 |
5.41%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State of North Carolina Voluntary 401k Tactical Asset Allocation Moderate |
14.06%
Apr 2003 - Apr 2006 |
12.36%
Nov 2019 - Nov 2024 |
9.51%
Apr 2001 - Apr 2011 |
8.15%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart