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 Strategic Asset Allocation - Optimal Moderate | NA | 24.43% | 0.69% | 6.70% | 5.71% | 7.21% | 6.15% | 6.01% |
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 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 (%) | -0.81 | 24.43 | 0.69 | 6.70 | 5.71 | 7.21 | 6.15 | 6.01 | NA | 7.64 | 12.71 | -20.60 | 14.36 | 18.66 | 18.64 | -5.83 | 9.66 | 4.58 | 0.39 | 6.43 | 13.57 | 11.76 | 1.18 | 13.50 | 21.36 | -21.68 | 7.54 | 9.95 | 3.34 | 11.39 | 19.05 | -9.00 | 1.73 |
| Sharpe Ratio | NA | 0.25 | -0.22 | 0.22 | 0.34 | NA | NA | 0.39 | 0.03 | 0.11 | 0.98 | -1.40 | 1.25 | 0.98 | 2.50 | -0.70 | 1.88 | 0.54 | 0.04 | 0.95 | 1.97 | 1.70 | 0.09 | 1.12 | 1.33 | -1.02 | 0.51 | 0.91 | 0.17 | 1.35 | 2.03 | -0.71 | -0.05 |
| Standard Deviation(%) | NA | 9.03 | 10.95 | 13.36 | 10.96 | NA | NA | 11.32 | 7.74 | 9.14 | 8.59 | 15.70 | 11.49 | 18.82 | 6.90 | 10.14 | 4.81 | 8.06 | 8.45 | 6.73 | 6.86 | 6.90 | 12.78 | 11.99 | 16.01 | 22.09 | 8.87 | 7.34 | 6.95 | 7.74 | 9.03 | 14.15 | 12.58 |
| Draw Down(%) | NA | 6.83 | 19.73 | 25.75 | 25.75 | NA | NA | 34.52 | 0.69 | 6.78 | 8.07 | 25.75 | 6.81 | 22.80 | 3.33 | 13.20 | 3.35 | 8.35 | 8.81 | 4.71 | 6.65 | 5.35 | 11.93 | 10.48 | 16.20 | 32.14 | 4.88 | 6.01 | 4.40 | 5.99 | 6.51 | 19.32 | 14.84 |
| Yield(%) | NA | 6.68 | 6.88 | 5.63 | 4.61 | NA | NA | 4.30 | NA | 0.82 | 6.72 | 4.79 | 8.56 | 5.33 | 2.01 | 4.91 | 0.47 | 2.79 | 5.61 | 4.19 | 4.06 | 3.91 | 3.11 | 3.56 | 3.36 | 7.06 | 3.74 | 5.14 | 4.12 | 4.84 | 4.15 | 2.55 | 3.06 |
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 Strategic Asset Allocation - Optimal Moderate |
-7.29%
Feb 2006 - Feb 2009 |
-1.71%
Feb 2004 - Feb 2009 |
4.24%
Oct 2013 - Oct 2023 |
4.42%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Metropolitan Water District 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
18.33%
Feb 2009 - Feb 2012 |
15.35%
Feb 2009 - Feb 2014 |
9.47%
Feb 2009 - Feb 2019 |
8.52%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart