Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Metropolitan Water District 401(k) Plan Tactical Asset Allocation Moderate | NA | 23.97% | 5.53% | 11.91% | 9.43% | 10.03% | 9.24% | 10.03% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Metropolitan Water District 401(k) 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 (%) | -0.93 | 23.97 | 5.53 | 11.91 | 9.43 | 10.03 | 9.24 | 10.03 | NA | 9.34 | 13.65 | -6.94 | 18.26 | 20.46 | 16.47 | -2.79 | 13.92 | 10.42 | 0.39 | 1.73 | 19.96 | 10.52 | 5.13 | 16.38 | 18.80 | -2.76 | 7.55 | 7.90 | 2.57 | 10.28 | 21.35 | 11.96 | 8.79 |
| Sharpe Ratio | NA | 0.40 | 0.10 | 0.62 | 0.70 | NA | NA | 0.85 | 0.06 | 0.27 | 1.11 | -0.71 | 1.54 | 1.06 | 2.38 | -0.40 | 2.49 | 1.31 | 0.04 | 0.21 | 2.44 | 1.42 | 0.36 | 1.29 | 1.85 | -0.44 | 0.47 | 0.66 | 0.06 | 1.14 | 2.41 | 1.92 | 1.29 |
| Standard Deviation(%) | NA | 10.15 | 10.25 | 12.79 | 10.60 | NA | NA | 9.66 | 7.45 | 10.26 | 8.44 | 11.80 | 11.83 | 19.00 | 6.34 | 10.30 | 5.35 | 7.80 | 8.45 | 8.13 | 8.15 | 7.35 | 14.27 | 12.67 | 10.10 | 8.40 | 9.70 | 7.07 | 7.16 | 8.21 | 8.56 | 5.65 | 5.04 |
| Draw Down(%) | NA | 7.50 | 13.11 | 21.38 | 21.38 | NA | NA | 21.38 | 0.62 | 7.50 | 7.27 | 13.19 | 7.16 | 21.38 | 2.86 | 12.56 | 2.37 | 5.08 | 9.74 | 6.55 | 5.66 | 4.96 | 12.11 | 8.95 | 4.86 | 10.67 | 5.88 | 5.76 | 4.83 | 7.02 | 4.42 | 4.63 | 4.10 |
| Yield(%) | NA | 6.65 | 9.48 | 7.92 | 6.01 | NA | NA | 0.00 | NA | 1.22 | 7.01 | 6.72 | 16.59 | 7.21 | 4.29 | 3.96 | 4.08 | 4.91 | 4.72 | 2.91 | 1.39 | 3.56 | 4.26 | 1.65 | 4.69 | 4.32 | 4.07 | 6.91 | 3.68 | 5.22 | 5.13 | 6.33 | 10.06 |
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 |
|---|---|---|---|---|
| Metropolitan Water District 401(k) Plan Tactical Asset Allocation Moderate |
3.06%
Feb 2006 - Feb 2009 |
3.87%
Feb 2004 - Feb 2009 |
7.33%
Mar 2010 - Mar 2020 |
7.47%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Metropolitan Water District 401(k) Plan Tactical Asset Allocation Moderate |
18.38%
Dec 2018 - Dec 2021 |
14.73%
Feb 2009 - Feb 2014 |
11.27%
Sep 2011 - Sep 2021 |
10.54%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart