Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Ohio Public Employees Deferred Compensation Strategic Asset Allocation – Optimal Moderate | NA | 5.82% | 5.73% | 10.36% | 4.42% | 6.10% | 5.86% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ohio Public Employees Deferred Compensation 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 (%) | -1.68 | 5.82 | 5.73 | 10.36 | 4.42 | 6.10 | 5.86 | … | … | 5.09 | 12.51 | 14.06 | -15.30 | 4.89 | 29.44 | 15.13 | -22.75 | 11.32 | 6.62 | 1.03 | 6.02 | 18.25 | 13.21 | 0.30 | 11.12 | 26.50 | -27.13 | 13.40 | 10.09 | 7.06 | 11.98 | 22.19 | -3.55 | 8.27 |
| Sharpe Ratio | NA | 0.43 | 0.54 | 0.53 | 0.26 | NA | NA | … | … | 0.26 | 0.94 | 1.11 | -1.13 | 0.49 | 1.53 | 1.83 | -1.03 | 2.25 | 0.78 | 0.12 | 0.93 | 2.51 | 1.62 | 0.02 | 0.96 | 1.63 | -1.29 | 1.01 | 0.89 | 0.86 | 1.52 | 2.69 | -0.47 | 0.60 |
| Standard Deviation(%) | NA | 11.88 | 11.49 | 11.63 | 13.01 | NA | NA | … | … | 14.42 | 9.50 | 9.38 | 14.79 | 9.86 | 19.07 | 7.45 | 23.35 | 4.74 | 8.23 | 8.65 | 6.46 | 7.24 | 8.12 | 14.30 | 11.45 | 16.22 | 21.74 | 10.16 | 7.47 | 5.61 | 7.23 | 7.98 | 9.93 | 9.79 |
| Draw Down(%) | NA | 11.36 | 13.02 | 24.07 | 29.44 | NA | NA | … | … | 10.91 | 5.03 | 8.32 | 21.97 | 7.23 | 20.27 | 3.63 | 28.98 | 2.24 | 7.14 | 8.00 | 5.16 | 6.21 | 6.66 | 13.83 | 10.27 | 15.47 | 37.34 | 6.42 | 7.85 | 3.40 | 6.93 | 7.28 | 15.74 | 11.69 |
| Yield(%) | NA | 3.73 | 3.47 | 4.37 | 3.72 | NA | NA | … | … | NA | 0.51 | 3.89 | 3.47 | 2.86 | 8.85 | 2.37 | 2.83 | 0.66 | 2.77 | 5.67 | 3.79 | 3.15 | 3.40 | 1.98 | 3.70 | 3.03 | 4.63 | 4.41 | 5.81 | 4.85 | 3.69 | 2.92 | 3.44 | 6.98 |
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 |
|---|---|---|---|---|
| Ohio Public Employees Deferred Compensation Strategic Asset Allocation – Optimal Moderate |
-7.21%
Feb 2006 – Feb 2009 |
-1.21%
Mar 2015 – Mar 2020 |
3.10%
Oct 2013 – Oct 2023 |
3.57%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ohio Public Employees Deferred Compensation Strategic Asset Allocation – Optimal Moderate |
18.79%
Feb 2009 – Feb 2012 |
16.60%
Feb 2009 – Feb 2014 |
8.71%
Mar 2003 – Mar 2013 |
8.48%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart