Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| South Carolina Deferred Compensation Program Tactical Asset Allocation Moderate | NA | 31.22% | 8.30% | 9.83% | 6.33% | 6.26% | 6.87% | 7.74% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| South Carolina Deferred Compensation Program Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
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 (%) | -0.64 | 31.22 | 8.30 | 9.83 | 6.33 | 6.26 | 6.87 | 7.74 | NA | 19.03 | 19.11 | -9.87 | 6.65 | 15.21 | 10.73 | -1.07 | 6.62 | 5.74 | -3.29 | -4.22 | 17.15 | 7.09 | 0.98 | 5.00 | 14.25 | 0.39 | 10.62 | 12.48 | 3.82 | 14.27 | 18.97 | 8.07 | 6.98 |
| Sharpe Ratio | NA | 1.49 | 0.56 | 0.75 | 0.63 | NA | NA | 0.82 | 0.09 | 1.30 | 2.01 | -1.08 | 0.64 | 1.61 | 2.36 | -0.30 | 0.92 | 1.12 | -0.63 | -0.60 | 2.31 | 1.25 | 0.10 | 0.45 | 1.68 | -0.09 | 0.84 | 1.20 | 0.27 | 1.87 | 3.25 | 2.22 | 1.21 |
| Standard Deviation(%) | NA | 9.53 | 9.22 | 9.50 | 7.91 | NA | NA | 7.53 | 9.34 | 9.55 | 7.40 | 10.38 | 10.42 | 9.32 | 3.94 | 8.07 | 6.49 | 4.93 | 5.30 | 7.00 | 7.42 | 5.62 | 9.19 | 11.00 | 8.44 | 5.96 | 9.11 | 7.69 | 6.19 | 7.12 | 5.62 | 3.14 | 3.87 |
| Draw Down(%) | NA | 6.12 | 12.77 | 14.63 | 14.63 | NA | NA | 14.63 | 0.66 | 6.12 | 5.13 | 13.61 | 6.14 | 10.34 | 2.02 | 9.07 | 7.07 | 2.67 | 4.74 | 6.90 | 4.58 | 4.19 | 8.81 | 11.31 | 4.51 | 4.51 | 6.81 | 8.91 | 4.72 | 6.07 | 2.78 | 1.59 | 2.69 |
| Yield(%) | NA | 16.12 | 11.05 | 8.16 | 5.67 | NA | NA | 4.86 | NA | 4.65 | 14.97 | 8.31 | 4.36 | 4.82 | 3.61 | 2.66 | 0.19 | 2.17 | 5.67 | 4.39 | 2.11 | 4.40 | 1.90 | 4.08 | 4.45 | 4.68 | 4.81 | 6.54 | 2.90 | 3.82 | 3.15 | 6.28 | 6.90 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| South Carolina Deferred Compensation Program Tactical Asset Allocation Moderate |
-0.72%
Feb 2014 - Feb 2017 |
0.54%
Feb 2014 - Feb 2019 |
3.36%
Mar 2010 - Mar 2020 |
4.39%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| South Carolina Deferred Compensation Program Tactical Asset Allocation Moderate |
14.12%
Apr 2003 - Apr 2006 |
12.85%
Oct 2002 - Oct 2007 |
10.07%
Apr 2001 - Apr 2011 |
7.66%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart