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 | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| Louisiana Public Employees Deferred Compensation Plan Tactical Asset Allocation Moderate | 7.18% | NA | 13.99% | -1.35% | 3.17% | 2.65% | 4.75% | 6.05% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Louisiana Public Employees Deferred Compensation Plan 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 (%) | -1.37 | 13.99 | -1.35 | 3.17 | 2.65 | 4.75 | 6.05 | 7.18 | NA | 2.11 | 6.62 | -11.86 | 7.33 | 10.57 | 4.22 | -5.14 | 12.90 | 4.19 | -5.55 | 1.77 | 15.12 | 12.12 | -1.86 | 15.31 | 28.02 | -4.30 | 14.51 | 10.81 | 2.99 | 12.99 | 25.82 | 7.96 | 4.71 |
| Sharpe Ratio | NA | -0.26 | -0.49 | 0.03 | 0.08 | NA | NA | 0.67 | 0.10 | -0.48 | 0.33 | -1.45 | 0.66 | 1.07 | 0.50 | -0.86 | 2.29 | 0.66 | -0.87 | 0.25 | 2.20 | 2.26 | -0.17 | 1.18 | 2.95 | -0.91 | 0.89 | 0.80 | 0.12 | 1.41 | 4.20 | 1.65 | 0.52 |
| Standard Deviation(%) | NA | 9.39 | 8.64 | 9.40 | 7.97 | NA | NA | 8.21 | 10.71 | 9.40 | 7.24 | 9.11 | 11.10 | 9.67 | 5.62 | 7.53 | 5.35 | 6.00 | 6.39 | 6.95 | 6.86 | 5.34 | 10.82 | 12.89 | 9.46 | 5.73 | 12.92 | 9.47 | 7.05 | 8.53 | 5.98 | 4.17 | 4.62 |
| Draw Down(%) | NA | 7.50 | 12.32 | 17.37 | 17.37 | NA | NA | 17.37 | 0.81 | 7.50 | 6.69 | 13.01 | 8.45 | 12.67 | 3.79 | 11.20 | 3.02 | 5.76 | 9.19 | 7.95 | 6.12 | 3.84 | 11.49 | 8.89 | 4.67 | 7.26 | 9.85 | 13.32 | 5.05 | 7.15 | 3.48 | 2.39 | 3.55 |
| Yield(%) | NA | 4.37 | 3.70 | 3.78 | 4.04 | NA | NA | 4.38 | NA | 1.06 | 3.92 | 1.97 | 4.54 | 5.30 | 2.56 | 3.56 | 0.53 | 3.23 | 7.29 | 6.86 | 4.22 | 5.05 | 2.70 | 4.10 | 4.99 | 2.93 | 5.26 | 6.11 | 1.78 | 2.65 | 4.65 | 7.19 | 8.28 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Louisiana Public Employees Deferred Compensation Plan Tactical Asset Allocation Moderate |
-1.36%
Dec 2021 - Dec 2024 |
0.23%
Feb 2018 - Feb 2023 |
1.68%
Oct 2013 - Oct 2023 |
4.22%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Louisiana Public Employees Deferred Compensation Plan Tactical Asset Allocation Moderate |
15.35%
Dec 2001 - Dec 2004 |
15.73%
Oct 2002 - Oct 2007 |
12.24%
Apr 2001 - Apr 2011 |
9.54%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart