Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| State of Nevada Deferred Comp (ING Retirement Plan) Tactical Asset Allocation Moderate | NA | 33.94% | 10.36% | 11.05% | 6.50% | 6.12% | 6.68% | 7.32% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| State of Nevada Deferred Comp (ING Retirement Plan) Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.69 | 33.94 | 10.36 | 11.05 | 6.50 | 6.12 | 6.68 | 7.32 | NA | 22.05 | 20.66 | -6.43 | 7.36 | 13.10 | 6.29 | -2.61 | 12.12 | 3.02 | -6.35 | 1.62 | 15.07 | 4.55 | -0.09 | 2.93 | 9.52 | 2.48 | 10.63 | 13.84 | 2.28 | 14.02 | 16.88 | 5.87 | 6.00 |
| Sharpe Ratio | NA | 1.75 | 0.88 | 0.97 | 0.68 | NA | NA | 0.82 | 0.10 | 1.62 | 2.35 | -0.83 | 0.84 | 1.44 | 1.13 | -0.49 | 2.55 | 0.63 | -1.26 | 0.26 | 2.10 | 0.93 | -0.01 | 0.27 | 1.23 | 0.44 | 0.85 | 1.40 | 0.02 | 1.81 | 3.14 | 1.51 | 1.10 |
| Standard Deviation(%) | NA | 9.58 | 8.78 | 8.79 | 7.32 | NA | NA | 7.10 | 9.38 | 9.55 | 6.97 | 9.47 | 8.69 | 8.92 | 4.32 | 8.01 | 4.50 | 4.47 | 5.04 | 6.23 | 7.17 | 4.84 | 9.98 | 10.35 | 7.68 | 3.53 | 9.02 | 7.54 | 6.60 | 7.24 | 5.16 | 3.15 | 3.35 |
| Draw Down(%) | NA | 5.43 | 11.69 | 13.10 | 13.10 | NA | NA | 13.10 | 0.69 | 5.43 | 4.10 | 11.69 | 4.91 | 9.43 | 3.88 | 9.44 | 1.53 | 4.43 | 7.66 | 4.96 | 4.92 | 4.16 | 10.79 | 10.92 | 4.64 | 1.81 | 7.09 | 8.97 | 5.53 | 6.35 | 2.56 | 1.64 | 2.17 |
| Yield(%) | NA | 17.15 | 10.52 | 7.51 | 5.11 | NA | NA | 4.14 | NA | 4.52 | 16.08 | 6.63 | 4.02 | 2.80 | 3.31 | 2.78 | 3.48 | 2.69 | 2.08 | 2.24 | 2.92 | 2.38 | 2.10 | 2.67 | 3.45 | 3.34 | 4.31 | 4.83 | 3.02 | 3.09 | 2.80 | 4.41 | 5.35 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State of Nevada Deferred Comp (ING Retirement Plan) Tactical Asset Allocation Moderate |
-0.66%
Dec 2013 - Dec 2016 |
1.35%
Feb 2014 - Feb 2019 |
2.77%
Mar 2010 - Mar 2020 |
3.88%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State of Nevada Deferred Comp (ING Retirement Plan) Tactical Asset Allocation Moderate |
13.48%
Apr 2003 - Apr 2006 |
12.12%
Nov 2019 - Nov 2024 |
8.82%
Apr 2001 - Apr 2011 |
6.93%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart