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 Strategic Asset Allocation - Equal Weight Moderate | NA | 34.91% | 9.63% | 11.58% | 7.75% | 7.64% | 7.15% | 7.21% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.47 | 34.91 | 9.63 | 11.58 | 7.75 | 7.64 | 7.15 | 7.21 | NA | 21.76 | 22.09 | -13.25 | 9.00 | 19.45 | 17.34 | -9.74 | 14.61 | 0.82 | 1.61 | 1.17 | 16.36 | 8.71 | -0.08 | 8.87 | 18.88 | -17.73 | 10.58 | 11.42 | 7.91 | 11.27 | 20.81 | -5.86 | 3.48 |
| Sharpe Ratio | NA | 1.54 | 0.69 | 0.64 | 0.54 | NA | NA | 0.55 | 0.09 | 1.40 | 2.54 | -0.97 | 0.83 | 0.97 | 2.21 | -0.96 | 2.69 | 0.07 | 0.17 | 0.15 | 2.40 | 1.37 | -0.01 | 0.91 | 1.36 | -1.15 | 0.94 | 1.27 | 1.17 | 1.37 | 2.35 | -0.68 | 0.13 |
| Standard Deviation(%) | NA | 10.83 | 11.17 | 13.46 | 11.30 | NA | NA | 10.32 | 8.97 | 10.86 | 7.03 | 15.09 | 10.85 | 19.74 | 7.22 | 11.57 | 5.20 | 8.75 | 9.14 | 7.70 | 6.81 | 6.32 | 11.95 | 9.64 | 13.77 | 16.20 | 8.04 | 6.44 | 4.92 | 7.53 | 8.56 | 10.20 | 8.81 |
| Draw Down(%) | NA | 6.15 | 15.53 | 22.78 | 22.78 | NA | NA | 27.95 | 0.69 | 6.15 | 3.52 | 20.70 | 5.96 | 22.78 | 3.99 | 17.34 | 3.55 | 9.45 | 8.45 | 5.57 | 3.83 | 5.57 | 11.37 | 8.64 | 12.84 | 26.44 | 5.12 | 7.46 | 3.44 | 5.59 | 8.23 | 14.71 | 11.08 |
| Yield(%) | NA | 14.73 | 11.11 | 8.08 | 5.41 | NA | NA | 4.18 | NA | 4.26 | 14.69 | 6.94 | 6.70 | 4.39 | 2.88 | 2.07 | 0.79 | 1.92 | 3.88 | 4.99 | 3.97 | 1.67 | 2.13 | 1.83 | 1.96 | 4.74 | 4.58 | 5.85 | 5.09 | 4.75 | 1.67 | 2.01 | 2.49 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.11%
Feb 2006 - Feb 2009 |
1.18%
Mar 2015 - Mar 2020 |
3.94%
Mar 2010 - Mar 2020 |
3.92%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Metropolitian Water District of Southern California 457 Plan Strategic Asset Allocation - Equal Weight Moderate |
16.27%
Mar 2003 - Mar 2006 |
12.90%
Oct 2002 - Oct 2007 |
8.44%
Mar 2003 - Mar 2013 |
8.28%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart