Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 09/30/2016.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| Louisiana Public Employees Deferred Compensation Plan Strategic Asset Allocation - Equal Weight Moderate | 6.96% | NA | 10.85% | 4.35% | 7.43% | 5.88% | 7.60% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Louisiana Public Employees Deferred Compensation Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/30/2016 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 09/30/2016.
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 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.27 | 10.85 | 4.35 | 7.43 | 5.88 | 7.60 | NA | 6.96 | 3.73 | -0.32 | 4.86 | 7.88 | 12.84 | 0.75 | 15.55 | 35.74 | -27.26 | 8.19 | 14.13 | 7.54 | 12.81 | 24.68 | -3.07 | -2.52 |
| Sharpe Ratio | NA | 0.39 | 0.35 | 0.80 | 0.42 | NA | NA | 0.55 | 0.43 | -0.04 | 0.74 | 1.25 | 2.38 | 0.06 | 1.65 | 2.20 | -1.46 | 0.54 | 1.69 | 0.98 | 1.78 | 3.15 | -0.42 | -0.50 |
| Standard Deviation(%) | NA | 8.15 | 7.73 | 7.04 | 10.93 | NA | NA | 9.88 | 8.16 | 8.36 | 6.57 | 6.30 | 5.37 | 11.27 | 9.38 | 16.23 | 19.24 | 9.58 | 6.42 | 5.49 | 6.67 | 7.63 | 9.92 | 9.62 |
| Draw Down(%) | NA | 7.47 | 10.69 | 10.69 | 38.33 | NA | NA | 38.33 | 7.19 | 8.64 | 5.13 | 7.00 | 4.53 | 11.85 | 6.50 | 13.20 | 35.18 | 6.83 | 7.34 | 3.89 | 6.35 | 6.85 | 15.45 | 14.72 |
| Yield(%) | NA | 5.02 | 5.57 | 5.49 | 5.39 | NA | NA | 5.07 | 5.07 | 6.98 | 4.71 | 5.33 | 5.33 | 3.30 | 5.58 | 5.32 | 4.13 | 7.98 | 5.74 | 4.20 | 5.04 | 3.82 | 4.03 | 4.63 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.35%
Feb 2006 - Feb 2009 |
-0.50%
Feb 2004 - Feb 2009 |
4.90%
Nov 2006 - Nov 2016 |
6.33%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Louisiana Public Employees Deferred Compensation Plan Strategic Asset Allocation - Equal Weight Moderate |
21.71%
Feb 2009 - Feb 2012 |
16.22%
Feb 2009 - Feb 2014 |
9.87%
Mar 2003 - Mar 2013 |
7.58%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart