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) Strategic Asset Allocation - Optimal Moderate | NA | 36.51% | 13.65% | 13.34% | 8.44% | 8.77% | 7.47% | 7.72% |
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) Strategic Asset Allocation - Optimal 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 (%) | -0.73 | 36.51 | 13.65 | 13.34 | 8.44 | 8.77 | 7.47 | 7.72 | NA | 25.48 | 25.20 | -3.25 | 6.87 | 14.33 | 15.01 | -4.52 | 8.18 | 3.40 | -1.24 | 5.90 | 19.10 | 9.91 | -0.23 | 10.27 | 18.12 | -23.71 | 9.72 | 10.59 | 6.83 | 15.08 | 20.02 | -6.67 | 8.36 |
| Sharpe Ratio | NA | 2.47 | 1.16 | 0.88 | 0.67 | NA | NA | 0.58 | 0.11 | 2.33 | 2.77 | -0.35 | 0.76 | 0.72 | 1.82 | -0.59 | 1.49 | 0.37 | -0.15 | 0.83 | 2.88 | 1.29 | -0.02 | 0.89 | 1.11 | -1.14 | 0.77 | 1.06 | 0.72 | 1.96 | 2.61 | -0.74 | 0.66 |
| Standard Deviation(%) | NA | 8.07 | 9.92 | 12.30 | 10.40 | NA | NA | 10.76 | 7.69 | 8.09 | 7.57 | 13.10 | 9.00 | 19.48 | 7.48 | 9.85 | 5.08 | 8.55 | 8.65 | 7.13 | 6.62 | 7.62 | 14.41 | 11.40 | 16.29 | 21.68 | 8.75 | 6.88 | 6.48 | 7.19 | 7.41 | 10.48 | 9.17 |
| Draw Down(%) | NA | 4.90 | 11.82 | 22.97 | 22.97 | NA | NA | 36.69 | 0.50 | 4.90 | 4.72 | 11.95 | 5.65 | 22.97 | 3.72 | 12.85 | 2.75 | 8.16 | 7.66 | 4.74 | 3.92 | 6.47 | 13.76 | 8.97 | 17.43 | 31.91 | 5.34 | 7.79 | 5.76 | 5.40 | 7.26 | 14.31 | 10.98 |
| Yield(%) | NA | 17.59 | 11.63 | 8.52 | 5.72 | NA | NA | 4.05 | NA | 4.54 | 16.93 | 9.07 | 4.15 | 4.89 | 2.32 | 4.72 | 0.79 | 2.64 | 4.10 | 2.37 | 3.27 | 2.09 | 1.79 | 1.51 | 1.82 | 2.39 | 5.66 | 5.41 | 2.92 | 2.79 | 1.64 | 1.68 | 3.66 |
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) Strategic Asset Allocation - Optimal Moderate |
-6.82%
Feb 2006 - Feb 2009 |
-0.43%
Feb 2004 - Feb 2009 |
4.17%
May 2007 - May 2017 |
4.06%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State of Nevada Deferred Comp (ING Retirement Plan) Strategic Asset Allocation - Optimal Moderate |
16.68%
Nov 2021 - Nov 2024 |
14.19%
Feb 2009 - Feb 2014 |
8.59%
Nov 2014 - Nov 2024 |
9.47%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart