Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Metropolitian Water District of Southern California 457 Plan Tactical Asset Allocation Moderate | NA | 37.98% | 12.02% | 16.86% | 12.05% | 11.47% | 11.09% | 10.01% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Metropolitian Water District of Southern California 457 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 (%) | -0.57 | 37.98 | 12.02 | 16.86 | 12.05 | 11.47 | 11.09 | 10.01 | NA | 22.24 | 25.23 | -7.48 | 17.56 | 23.18 | 19.39 | -3.25 | 12.42 | 12.34 | 0.63 | 5.29 | 21.78 | 10.81 | 1.27 | 10.90 | 17.47 | 4.04 | 9.62 | 10.05 | 6.93 | 13.30 | 12.85 | -3.74 | -5.13 |
| Sharpe Ratio | NA | 1.47 | 0.90 | 0.94 | 0.89 | NA | NA | 0.85 | 0.07 | 1.38 | 2.28 | -0.68 | 1.47 | 1.12 | 2.44 | -0.43 | 2.14 | 1.44 | 0.07 | 0.68 | 2.77 | 1.33 | 0.09 | 1.08 | 1.84 | 2.21 | 0.70 | 0.82 | 0.72 | 1.54 | 1.48 | -1.03 | -1.42 |
| Standard Deviation(%) | NA | 11.30 | 11.26 | 13.79 | 11.38 | NA | NA | 9.68 | 9.64 | 11.36 | 9.19 | 13.09 | 11.93 | 20.53 | 7.38 | 10.68 | 5.50 | 8.40 | 8.76 | 7.79 | 7.86 | 8.11 | 13.77 | 10.04 | 9.43 | 1.41 | 9.49 | 8.28 | 6.63 | 8.02 | 8.19 | 4.70 | 5.24 |
| Draw Down(%) | NA | 7.82 | 12.49 | 21.45 | 21.45 | NA | NA | 21.45 | 0.68 | 7.82 | 5.39 | 15.45 | 7.23 | 21.45 | 3.00 | 14.58 | 3.63 | 6.13 | 9.69 | 5.81 | 3.83 | 5.86 | 12.78 | 8.34 | 4.52 | 0.77 | 6.63 | 9.24 | 4.58 | 7.19 | 4.94 | 7.39 | 10.54 |
| Yield(%) | NA | 18.18 | 14.27 | 10.53 | 7.66 | NA | NA | 0.00 | NA | 10.74 | 13.58 | 10.01 | 9.37 | 6.97 | 3.22 | 3.42 | 3.40 | 6.51 | 5.93 | 5.84 | 2.00 | 2.80 | 3.37 | 1.84 | 2.46 | 2.69 | 6.32 | 7.62 | 5.83 | 7.20 | 3.38 | 3.12 | 2.98 |
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 |
|---|---|---|---|---|
| Metropolitian Water District of Southern California 457 Plan Tactical Asset Allocation Moderate |
3.20%
Feb 2001 - Feb 2004 |
5.11%
Mar 2015 - Mar 2020 |
7.45%
Mar 2010 - Mar 2020 |
7.41%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Metropolitian Water District of Southern California 457 Plan Tactical Asset Allocation Moderate |
20.02%
Dec 2018 - Dec 2021 |
17.27%
Nov 2019 - Nov 2024 |
12.39%
Nov 2014 - Nov 2024 |
12.13%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart