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 - Optimal Moderate | 11.23% | NA | 9.75% | 3.95% | 7.80% | 11.97% | 11.52% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Louisiana Public Employees Deferred Compensation Plan Strategic Asset Allocation - Optimal 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 (%) | -0.06 | 9.75 | 3.95 | 7.80 | 11.97 | 11.52 | NA | 11.23 | 5.93 | -0.89 | 3.43 | 11.46 | 12.30 | -0.09 | 16.20 | 127.97 | -27.36 | 12.27 | 13.19 | 7.12 | 12.08 | 26.35 | -7.84 | 6.13 |
| Sharpe Ratio | NA | 0.69 | 0.36 | 0.84 | 0.51 | NA | NA | 0.53 | 0.74 | -0.11 | 0.50 | 1.57 | 1.79 | -0.01 | 1.27 | 2.20 | -1.25 | 0.88 | 1.33 | 0.77 | 1.39 | 2.56 | -0.66 | 0.33 |
| Standard Deviation(%) | NA | 7.77 | 7.70 | 7.45 | 21.61 | NA | NA | 18.12 | 7.78 | 8.47 | 6.78 | 7.29 | 6.84 | 14.88 | 12.67 | 58.00 | 22.71 | 10.54 | 7.44 | 6.44 | 7.98 | 10.04 | 13.58 | 11.64 |
| Draw Down(%) | NA | 7.52 | 11.30 | 11.30 | 40.74 | NA | NA | 40.74 | 7.23 | 8.67 | 5.37 | 6.89 | 5.60 | 15.66 | 9.29 | 16.57 | 37.20 | 7.34 | 7.96 | 4.40 | 7.36 | 6.64 | 18.51 | 12.38 |
| Yield(%) | NA | 4.42 | 5.22 | 5.16 | 4.58 | NA | NA | 4.70 | 4.46 | 6.01 | 5.25 | 5.81 | 4.25 | 2.71 | 2.31 | 3.99 | 4.31 | 6.45 | 6.54 | 5.14 | 5.76 | 2.95 | 4.11 | 5.18 |
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 - Optimal Moderate |
-7.27%
Feb 2006 - Feb 2009 |
-0.77%
Feb 2004 - Feb 2009 |
11.29%
Nov 2006 - Nov 2016 |
10.36%
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 - Optimal Moderate |
46.22%
Feb 2009 - Feb 2012 |
30.42%
Feb 2009 - Feb 2014 |
15.89%
Mar 2003 - Mar 2013 |
11.49%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart