Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| City and County of San Francisco 457 Deferred Compensation Plan Strategic Asset Allocation - Optimal Moderate | NA | 30.54% | 12.33% | 12.78% | 8.42% | NA | NA | 9.03% |
Data as of 08/30/2024, AR inception is 01/31/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| City and County of San Francisco 457 Deferred Compensation Plan Strategic Asset Allocation - Optimal Moderate | 01/31/2010 | 11/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.29 | 30.54 | 12.33 | 12.78 | 8.42 | NA | NA | 9.03 | 25.00 | 23.17 | -6.17 | 9.76 | 13.13 | 16.15 | -5.30 | 8.40 | 4.28 | 3.61 | 6.69 | 15.46 | 11.01 | -2.47 | 13.33 |
| Sharpe Ratio | NA | 3.70 | 0.97 | 0.89 | 0.74 | NA | NA | 0.77 | 2.48 | 2.67 | -0.58 | 1.16 | 0.69 | 2.11 | -0.72 | 1.78 | 0.52 | 0.43 | 1.14 | 2.31 | 1.41 | -0.16 | 1.08 |
| Standard Deviation(%) | NA | 7.58 | 9.80 | 11.81 | 9.91 | NA | NA | 10.05 | 7.65 | 7.09 | 13.13 | 8.36 | 18.71 | 6.98 | 9.23 | 4.38 | 7.79 | 8.28 | 5.87 | 6.69 | 7.77 | 15.42 | 12.30 |
| Draw Down(%) | NA | 4.50 | 15.19 | 21.91 | 21.91 | NA | NA | 21.91 | 4.50 | 4.16 | 15.16 | 4.05 | 21.91 | 4.08 | 12.75 | 3.15 | 7.44 | 6.34 | 4.57 | 4.74 | 6.36 | 15.27 | 8.72 |
| Yield(%) | NA | 18.19 | 11.07 | 7.97 | 5.81 | NA | NA | 6.97 | 4.60 | 17.51 | 7.43 | 3.28 | 4.11 | 2.15 | 7.06 | 0.69 | 2.76 | 6.06 | 1.92 | 3.44 | 3.51 | 1.68 | 1.89 |
Data as of 08/30/2024, AR inception is 01/31/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City and County of San Francisco 457 Deferred Compensation Plan Strategic Asset Allocation - Optimal Moderate |
-0.13%
Mar 2017 - Mar 2020 |
1.61%
Mar 2015 - Mar 2020 |
4.79%
Mar 2010 - Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City and County of San Francisco 457 Deferred Compensation Plan Strategic Asset Allocation - Optimal Moderate |
14.00%
Sep 2021 - Sep 2024 |
13.00%
Sep 2019 - Sep 2024 |
8.82%
Sep 2014 - Sep 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart