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 - Optimal Moderate | 1.20% | 12.38% | 14.75% | 15.43% | 9.65% | 9.09% | 7.89% | 7.85% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| New York State Deferred Compensation Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 06/03/2025 |
| 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 (%) | -1.55 | 12.38 | 14.75 | 15.43 | 9.65 | 9.09 | 7.89 | 7.85 | 1.20 | 20.76 | 23.68 | -4.98 | 7.90 | 16.95 | 17.25 | -2.70 | 13.10 | 8.04 | 0.91 | 4.20 | 18.65 | 10.21 | -1.67 | 11.42 | 22.15 | -22.37 | 5.38 | 12.22 | 7.29 | 11.63 | 25.02 | -5.20 | 1.32 |
| Sharpe Ratio | NA | 1.10 | 1.57 | 1.12 | 0.82 | NA | NA | 0.61 | 0.47 | 2.00 | 2.64 | -0.50 | 0.72 | 0.97 | 1.99 | -0.38 | 2.28 | 0.88 | 0.10 | 0.57 | 2.76 | 1.21 | -0.11 | 0.92 | 1.30 | -1.03 | 0.24 | 1.29 | 0.87 | 1.68 | 2.74 | -0.53 | -0.12 |
| Standard Deviation(%) | NA | 10.88 | 9.86 | 10.54 | 10.64 | NA | NA | 11.15 | 12.93 | 8.55 | 7.59 | 12.72 | 10.89 | 17.29 | 7.91 | 10.87 | 5.45 | 8.90 | 9.19 | 7.30 | 6.75 | 8.37 | 15.57 | 12.27 | 16.99 | 22.68 | 9.39 | 6.82 | 5.80 | 6.35 | 8.86 | 11.98 | 9.02 |
| Draw Down(%) | NA | 8.93 | 8.93 | 16.36 | 19.79 | NA | NA | 36.28 | 8.89 | 5.48 | 4.50 | 14.53 | 5.05 | 19.79 | 4.02 | 12.33 | 1.88 | 9.48 | 7.98 | 5.70 | 4.11 | 7.75 | 14.81 | 9.77 | 17.40 | 32.37 | 6.41 | 7.64 | 3.64 | 5.17 | 7.73 | 17.24 | 12.27 |
| Yield(%) | NA | 14.39 | 10.74 | 6.97 | 5.04 | NA | NA | 3.92 | NA | 4.60 | 13.44 | 7.78 | 5.32 | 1.09 | 1.86 | 3.41 | 3.15 | 2.83 | 3.53 | 2.73 | 3.44 | 1.75 | 1.34 | 1.21 | 2.16 | 2.03 | 4.43 | 4.45 | 4.91 | 3.31 | 3.69 | 2.55 | 5.15 |
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 |
|---|---|---|---|---|
| New York State Deferred Compensation Plan Strategic Asset Allocation - Optimal Moderate |
-7.60%
Feb 2006 - Feb 2009 |
-1.13%
Feb 2004 - Feb 2009 |
4.42%
Feb 2006 - Feb 2016 |
5.19%
Sep 2007 - Sep 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 - Optimal Moderate |
18.31%
May 2022 - May 2025 |
15.43%
Mar 2020 - Mar 2025 |
10.25%
Feb 2009 - Feb 2019 |
10.61%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart