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 - Optimal Moderate | NA | 37.46% | 10.32% | 12.47% | 8.24% | 8.54% | 7.42% | 7.76% |
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 - 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 (%) | -0.63 | 37.46 | 10.32 | 12.47 | 8.24 | 8.54 | 7.42 | 7.76 | NA | 24.65 | 22.83 | -14.13 | 12.14 | 19.57 | 16.73 | -6.74 | 11.34 | 3.09 | 0.29 | 3.07 | 16.56 | 10.26 | -0.03 | 11.02 | 26.57 | -24.90 | 7.81 | 10.61 | 8.59 | 12.86 | 21.77 | -3.23 | 5.51 |
| Sharpe Ratio | NA | 1.98 | 0.87 | 0.73 | 0.62 | NA | NA | 0.57 | 0.09 | 1.83 | 2.50 | -1.10 | 1.07 | 0.99 | 2.14 | -0.76 | 2.11 | 0.34 | 0.03 | 0.44 | 2.44 | 1.40 | 0.00 | 0.89 | 1.64 | -1.20 | 0.53 | 1.08 | 1.14 | 1.65 | 2.31 | -0.44 | 0.38 |
| Standard Deviation(%) | NA | 9.83 | 10.22 | 13.10 | 10.92 | NA | NA | 10.98 | 9.11 | 9.88 | 7.43 | 14.04 | 11.29 | 19.43 | 7.17 | 10.60 | 5.07 | 8.44 | 8.61 | 6.87 | 6.77 | 7.29 | 14.55 | 12.24 | 16.15 | 21.49 | 9.07 | 6.79 | 5.65 | 7.20 | 9.12 | 9.98 | 8.51 |
| Draw Down(%) | NA | 5.97 | 14.68 | 21.16 | 21.16 | NA | NA | 37.01 | 0.69 | 5.97 | 3.77 | 21.16 | 6.20 | 20.75 | 3.53 | 14.65 | 2.90 | 9.19 | 8.52 | 5.70 | 4.80 | 5.95 | 14.37 | 10.82 | 15.31 | 34.11 | 6.06 | 7.23 | 3.35 | 5.46 | 6.98 | 13.16 | 10.04 |
| Yield(%) | NA | 15.52 | 12.16 | 8.22 | 5.40 | NA | NA | 4.35 | NA | 4.40 | 14.72 | 8.95 | 7.71 | 3.17 | 1.50 | 1.81 | 0.61 | 2.31 | 4.40 | 3.88 | 2.32 | 2.11 | 2.46 | 1.41 | 1.60 | 5.68 | 4.99 | 7.36 | 6.96 | 4.16 | 2.47 | 2.68 | 2.43 |
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 - Optimal Moderate |
-7.81%
Feb 2006 - Feb 2009 |
-1.02%
Feb 2004 - Feb 2009 |
4.36%
Feb 2006 - Feb 2016 |
4.16%
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 - Optimal Moderate |
17.99%
Feb 2009 - Feb 2012 |
15.23%
Feb 2009 - Feb 2014 |
9.14%
Feb 2009 - Feb 2019 |
9.56%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart