Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 02/28/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| State of Illinois Employees Deferred Compensation Plan Strategic Asset Allocation - Optimal Moderate | 2.07% | 11.51% | 4.49% | 6.51% | 5.90% | 7.62% | 6.90% | 7.18% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| State of Illinois Employees Deferred Compensation Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 05/05/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 02/28/2025.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.42 | 11.51 | 4.49 | 6.51 | 5.90 | 7.62 | 6.90 | 7.18 | 2.07 | 11.89 | 10.73 | -15.77 | 3.91 | 20.19 | 21.49 | -6.12 | 10.27 | 8.25 | 0.78 | 5.47 | 19.80 | 13.28 | -0.06 | 16.87 | 24.15 | -23.63 | 8.01 | 13.26 | 8.46 | 12.75 | 24.43 | -3.75 | 1.87 |
| Sharpe Ratio | NA | 0.17 | 0.07 | 0.15 | 0.21 | NA | NA | 0.38 | -0.06 | 0.62 | 0.73 | -0.36 | 0.17 | 1.06 | 2.86 | -0.78 | 2.23 | 1.02 | 0.09 | 0.87 | 2.77 | 1.83 | -0.01 | 1.43 | 1.34 | -1.11 | 0.54 | 1.30 | 1.04 | 1.62 | 3.16 | -0.48 | -0.05 |
| Standard Deviation(%) | NA | 11.18 | 28.12 | 24.78 | 19.00 | NA | NA | 14.86 | 15.02 | 8.51 | 8.88 | 47.13 | 23.44 | 18.85 | 7.01 | 9.51 | 4.33 | 7.92 | 8.00 | 6.30 | 7.14 | 7.25 | 13.50 | 11.71 | 17.91 | 22.17 | 9.36 | 7.66 | 6.04 | 7.27 | 7.52 | 10.08 | 8.62 |
| Draw Down(%) | NA | 11.49 | 35.31 | 35.31 | 35.31 | NA | NA | 37.76 | 11.19 | 4.93 | 9.59 | 35.31 | 15.57 | 21.67 | 3.41 | 13.05 | 1.87 | 6.45 | 7.99 | 5.37 | 5.39 | 5.83 | 12.20 | 9.18 | 18.37 | 35.31 | 6.25 | 7.89 | 4.12 | 6.78 | 7.20 | 15.08 | 10.04 |
| Yield(%) | NA | 2.78 | 3.61 | 3.40 | 2.81 | NA | NA | 3.10 | NA | 0.96 | 2.10 | 4.40 | 2.91 | 4.02 | 2.37 | 2.18 | 0.36 | 3.06 | 2.37 | 3.31 | 2.49 | 3.17 | 2.43 | 2.44 | 2.06 | 4.52 | 5.15 | 3.72 | 3.91 | 4.07 | 2.82 | 3.13 | 3.24 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State of Illinois Employees Deferred Compensation Plan Strategic Asset Allocation - Optimal Moderate |
-7.50%
Feb 2006 - Feb 2009 |
-0.65%
Feb 2004 - Feb 2009 |
4.50%
Oct 2013 - Oct 2023 |
5.16%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State of Illinois Employees Deferred Compensation Plan Strategic Asset Allocation - Optimal Moderate |
20.80%
Feb 2009 - Feb 2012 |
17.70%
Feb 2009 - Feb 2014 |
11.52%
Sep 2011 - Sep 2021 |
9.48%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart