Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
State of Oklahoma Employees 457 Soonersave Plan Strategic Asset Allocation - Optimal Moderate | NA | 32.08% | 10.87% | 10.65% | 7.70% | 7.28% | 7.21% | 7.43% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
State of Oklahoma Employees 457 Soonersave 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 | 32.08 | 10.87 | 10.65 | 7.70 | 7.28 | 7.21 | 7.43 | NA | 21.06 | 20.42 | -6.20 | 2.28 | 15.00 | 16.14 | -4.88 | 14.04 | 4.58 | 0.32 | 3.17 | 12.72 | 5.22 | -2.81 | 9.85 | 27.14 | -25.65 | 12.67 | 13.41 | 13.69 | 15.07 | 22.38 | -5.57 | 3.41 |
Sharpe Ratio | NA | 2.06 | 0.77 | 0.66 | 0.63 | NA | NA | 0.56 | 0.10 | 1.89 | 2.07 | -0.60 | 0.21 | 0.89 | 2.01 | -0.62 | 2.99 | 0.51 | 0.03 | 0.49 | 1.96 | 0.58 | -0.21 | 0.86 | 1.64 | -1.24 | 0.91 | 1.37 | 1.93 | 1.95 | 2.84 | -0.64 | 0.12 |
Standard Deviation(%) | NA | 7.61 | 9.65 | 11.53 | 10.00 | NA | NA | 10.64 | 6.32 | 7.65 | 7.83 | 12.61 | 10.63 | 16.50 | 7.31 | 10.03 | 4.48 | 8.66 | 9.42 | 6.47 | 6.49 | 8.83 | 13.61 | 11.30 | 16.48 | 21.38 | 10.64 | 7.40 | 5.97 | 7.24 | 7.64 | 10.38 | 9.19 |
Draw Down(%) | NA | 5.05 | 14.46 | 19.87 | 19.87 | NA | NA | 37.26 | 0.41 | 5.05 | 4.98 | 14.62 | 8.86 | 19.87 | 4.46 | 12.40 | 1.39 | 8.44 | 8.19 | 5.25 | 5.03 | 10.55 | 14.22 | 8.35 | 15.23 | 34.28 | 7.92 | 9.33 | 4.45 | 6.39 | 7.73 | 17.43 | 14.45 |
Yield(%) | NA | 14.65 | 12.35 | 8.15 | 5.57 | NA | NA | 4.02 | NA | 4.47 | 13.89 | 8.68 | 9.03 | 2.02 | 1.76 | 2.95 | 0.71 | 1.61 | 7.71 | 2.39 | 1.96 | 1.50 | 2.50 | 2.28 | 1.55 | 3.88 | 5.08 | 4.02 | 4.66 | 2.62 | 1.89 | 1.67 | 3.69 |
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 Oklahoma Employees 457 Soonersave Plan Strategic Asset Allocation - Optimal Moderate |
-6.07%
Feb 2006 - Feb 2009 |
0.16%
Oct 2007 - Oct 2012 |
3.62%
Oct 2007 - Oct 2017 |
3.42%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
State of Oklahoma Employees 457 Soonersave Plan Strategic Asset Allocation - Optimal Moderate |
20.42%
Mar 2003 - Mar 2006 |
16.62%
Oct 2002 - Oct 2007 |
8.82%
Mar 2003 - Mar 2013 |
8.48%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart