Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Washington State Deferred Compensation Program Strategic Asset Allocation – Optimal Moderate | NA | 5.60% | -6.18% | 9.64% | 5.54% | 7.01% | 6.50% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Washington State Deferred Compensation Program 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 | Common | Inception | 2025 | 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 (%) | -2.10 | 5.60 | -6.18 | 9.64 | 5.54 | 7.01 | 6.50 | … | … | 3.35 | 14.13 | 14.90 | -14.56 | 3.91 | 22.18 | 18.52 | -5.96 | 2.90 | 7.37 | 1.98 | 4.86 | 18.27 | 14.76 | 1.63 | 13.21 | 26.75 | -26.62 | 8.07 | 12.49 | 8.42 | 11.98 | 22.68 | -7.37 | 3.96 |
| Sharpe Ratio | NA | 0.18 | 0.28 | 0.15 | 0.17 | NA | NA | … | … | 0.04 | 1.15 | 1.20 | -0.23 | 0.16 | 1.12 | 2.49 | -0.77 | 0.29 | 0.80 | 0.21 | 0.73 | 2.42 | 1.74 | 0.11 | 1.08 | 1.56 | -1.16 | 0.52 | 1.16 | 0.89 | 1.29 | 2.21 | -0.67 | 0.12 |
| Standard Deviation(%) | NA | 31.03 | 20.24 | 36.15 | 26.76 | NA | NA | … | … | 46.60 | 9.13 | 9.37 | 69.09 | 24.98 | 19.51 | 6.86 | 9.49 | 7.66 | 8.96 | 9.07 | 6.67 | 7.54 | 8.45 | 14.74 | 12.12 | 17.14 | 23.75 | 9.47 | 7.84 | 6.92 | 8.53 | 9.94 | 12.69 | 12.58 |
| Draw Down(%) | NA | 18.24 | 18.24 | 41.00 | 41.00 | NA | NA | … | … | 18.24 | 5.34 | 8.95 | 41.00 | 18.02 | 22.76 | 3.34 | 12.95 | 6.51 | 8.10 | 7.62 | 5.11 | 5.88 | 7.10 | 12.36 | 9.69 | 18.11 | 37.33 | 5.92 | 7.44 | 4.55 | 7.10 | 7.58 | 16.48 | 13.92 |
| Yield(%) | NA | 3.53 | 3.62 | 3.95 | 3.19 | NA | NA | … | … | NA | 0.76 | 3.27 | 4.10 | 2.78 | 6.28 | 2.49 | 1.73 | 0.27 | 3.67 | 3.38 | 3.24 | 3.48 | 4.02 | 4.20 | 3.71 | 3.43 | 3.24 | 3.16 | 3.96 | 3.73 | 3.25 | 2.92 | 2.38 | 3.03 |
Data as of 03/31/2025, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Washington State Deferred Compensation Program Strategic Asset Allocation – Optimal Moderate |
-8.97%
Feb 2006 – Feb 2009 |
-1.92%
Feb 2004 – Feb 2009 |
4.13%
Oct 2013 – Oct 2023 |
4.43%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Washington State Deferred Compensation Program Strategic Asset Allocation – Optimal Moderate |
22.48%
Mar 2019 – Mar 2022 |
18.22%
Feb 2009 – Feb 2014 |
11.17%
Sep 2011 – Sep 2021 |
9.47%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart