Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) ING Plan Strategic Asset Allocation - Optimal Moderate | 1.41% | 6.00% | 2.36% | 8.08% | 4.53% | 5.91% | 5.68% | 6.20% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) ING Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | -0.85 | 6.00 | 2.36 | 8.08 | 4.53 | 5.91 | 5.68 | 6.20 | 1.41 | 8.58 | 8.72 | -14.79 | 7.57 | 14.46 | 16.78 | -6.71 | 10.15 | 6.85 | -0.28 | 1.93 | 12.19 | 14.43 | -1.02 | 18.15 | 29.51 | -30.66 | 8.61 | 14.61 | 9.99 | 17.44 | 24.63 | -1.21 | -3.08 |
| Sharpe Ratio | NA | 0.68 | 0.20 | 0.45 | 0.35 | NA | NA | 0.45 | 0.37 | 0.63 | 0.60 | -1.19 | 0.77 | 0.81 | 2.03 | -0.83 | 1.83 | 0.83 | -0.04 | 0.27 | 1.67 | 1.99 | -0.07 | 1.55 | 1.44 | -1.36 | 0.51 | 1.32 | 1.20 | 2.07 | 3.23 | -0.26 | -0.58 |
| Standard Deviation(%) | NA | 9.52 | 10.28 | 10.39 | 10.33 | NA | NA | 11.20 | 11.52 | 7.85 | 8.39 | 13.61 | 9.84 | 17.61 | 7.52 | 9.73 | 5.19 | 8.04 | 8.03 | 7.05 | 7.26 | 7.24 | 14.30 | 11.67 | 20.44 | 23.21 | 10.64 | 8.46 | 6.45 | 7.95 | 7.40 | 9.04 | 9.49 |
| Draw Down(%) | NA | 8.84 | 14.98 | 23.23 | 23.23 | NA | NA | 45.78 | 8.84 | 4.22 | 9.40 | 22.71 | 6.65 | 22.75 | 4.28 | 13.51 | 2.14 | 6.57 | 9.11 | 6.38 | 7.57 | 5.80 | 14.50 | 8.29 | 20.51 | 40.64 | 7.95 | 10.61 | 5.84 | 7.93 | 6.83 | 13.85 | 16.32 |
| Yield(%) | NA | 3.59 | 6.33 | 6.46 | 5.38 | NA | NA | 4.60 | NA | 0.72 | 3.51 | 7.75 | 7.48 | 6.47 | 5.74 | 6.84 | 4.51 | 2.65 | 3.91 | 3.66 | 4.02 | 2.41 | 5.30 | 2.06 | 3.68 | 6.95 | 8.95 | 3.61 | 4.81 | 2.97 | 2.58 | 1.60 | 3.53 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) ING Plan Strategic Asset Allocation - Optimal Moderate |
-10.97%
Feb 2006 - Feb 2009 |
-1.75%
Feb 2004 - Feb 2009 |
3.03%
Oct 2013 - Oct 2023 |
3.50%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) ING Plan Strategic Asset Allocation - Optimal Moderate |
23.77%
Feb 2009 - Feb 2012 |
18.23%
Feb 2009 - Feb 2014 |
10.65%
Feb 2009 - Feb 2019 |
8.61%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart