Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| City of Seattle 457 Deferred Compensation Plan Tactical Asset Allocation Moderate | NA | 33.54% | 7.70% | 9.32% | 6.90% | 6.85% | 7.50% | 8.23% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| City of Seattle 457 Deferred Compensation Plan 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 (%) | -0.74 | 33.54 | 7.70 | 9.32 | 6.90 | 6.85 | 7.50 | 8.23 | NA | 15.76 | 21.50 | -10.88 | 4.98 | 12.09 | 11.83 | -1.79 | 13.50 | 3.14 | -2.18 | 0.95 | 20.19 | 4.50 | -3.20 | 8.91 | 18.89 | -3.06 | 10.91 | 14.07 | 5.64 | 14.07 | 22.92 | 3.41 | 6.97 |
| Sharpe Ratio | NA | 1.06 | 0.50 | 0.58 | 0.60 | NA | NA | 0.84 | 0.09 | 0.90 | 2.18 | -1.10 | 0.47 | 1.34 | 2.38 | -0.41 | 2.71 | 0.53 | -0.41 | 0.14 | 2.70 | 0.74 | -0.34 | 0.77 | 2.18 | -0.97 | 0.87 | 1.33 | 0.57 | 1.53 | 3.59 | 0.57 | 1.14 |
| Standard Deviation(%) | NA | 10.13 | 9.82 | 9.83 | 8.01 | NA | NA | 7.71 | 8.66 | 10.14 | 7.91 | 11.19 | 10.57 | 8.87 | 4.39 | 7.58 | 4.74 | 5.49 | 5.44 | 6.90 | 7.45 | 6.03 | 9.58 | 11.41 | 8.63 | 4.13 | 9.14 | 8.10 | 6.05 | 8.57 | 6.19 | 4.05 | 4.08 |
| Draw Down(%) | NA | 8.54 | 13.45 | 19.22 | 19.22 | NA | NA | 19.22 | 0.59 | 8.54 | 4.97 | 15.08 | 6.72 | 10.12 | 3.23 | 8.14 | 1.60 | 4.55 | 6.38 | 5.83 | 4.93 | 5.81 | 10.51 | 10.85 | 4.93 | 6.28 | 6.94 | 10.41 | 4.95 | 7.84 | 2.65 | 5.14 | 2.76 |
| Yield(%) | NA | 16.14 | 11.20 | 8.68 | 6.59 | NA | NA | 5.29 | NA | 4.43 | 15.43 | 8.54 | 4.76 | 3.84 | 6.44 | 3.75 | 4.46 | 3.66 | 6.74 | 3.67 | 3.78 | 4.00 | 1.80 | 3.67 | 4.29 | 2.66 | 7.30 | 4.43 | 3.68 | 4.80 | 3.45 | 5.27 | 6.92 |
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 |
|---|---|---|---|---|
| City of Seattle 457 Deferred Compensation Plan Tactical Asset Allocation Moderate |
0.61%
Dec 2013 - Dec 2016 |
2.52%
Apr 2011 - Apr 2016 |
4.23%
Oct 2013 - Oct 2023 |
4.77%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City of Seattle 457 Deferred Compensation Plan Tactical Asset Allocation Moderate |
16.42%
Apr 2003 - Apr 2006 |
14.09%
Oct 2002 - Oct 2007 |
10.55%
Apr 2001 - Apr 2011 |
8.56%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart