Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The City of New York Deferred Compensation Plans Strategic Asset Allocation – Optimal Moderate | NA | 23.84% | 1.69% | 6.61% | 6.11% | 7.55% | 6.95% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The City of New York Deferred Compensation Plans 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 | Common | Inception | 2025 | 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 (%) | -1.02 | 23.84 | 1.69 | 6.61 | 6.11 | 7.55 | 6.95 | … | … | 0.25 | 9.25 | 12.98 | -15.28 | 10.02 | 15.17 | 19.49 | -6.17 | 11.81 | 8.25 | -0.50 | 6.75 | 15.87 | 12.77 | -1.24 | 14.98 | 26.03 | -24.14 | 8.53 | 12.14 | 8.25 | 12.52 | 22.25 | -9.41 | -0.81 |
| Sharpe Ratio | NA | 0.50 | -0.17 | 0.27 | 0.41 | NA | NA | … | … | 0.03 | 0.34 | 0.98 | -1.12 | 1.20 | 0.81 | 2.77 | -0.52 | 2.63 | 0.95 | -0.06 | 1.04 | 2.15 | 1.55 | -0.08 | 1.23 | 1.42 | -1.09 | 0.59 | 1.17 | 0.89 | 1.55 | 2.36 | -0.81 | -0.27 |
| Standard Deviation(%) | NA | 7.72 | 10.95 | 12.41 | 10.85 | NA | NA | … | … | 6.32 | 7.81 | 8.90 | 14.83 | 8.34 | 18.42 | 6.52 | 14.36 | 4.24 | 8.50 | 8.40 | 6.45 | 7.36 | 8.22 | 15.12 | 12.12 | 18.29 | 22.91 | 9.40 | 7.56 | 6.84 | 7.46 | 9.15 | 12.97 | 11.56 |
| Draw Down(%) | NA | 4.31 | 20.54 | 22.94 | 22.94 | NA | NA | … | … | 0.51 | 4.23 | 9.17 | 21.34 | 3.89 | 22.94 | 3.12 | 16.07 | 1.53 | 6.48 | 8.04 | 4.97 | 5.62 | 6.71 | 14.72 | 8.87 | 17.74 | 35.05 | 6.24 | 8.16 | 4.78 | 5.99 | 8.32 | 19.93 | 16.04 |
| Yield(%) | NA | 3.23 | 2.62 | 2.71 | 2.35 | NA | NA | … | … | NA | 1.02 | 2.88 | 1.92 | 2.33 | 2.83 | 2.95 | 1.88 | 0.47 | 3.00 | 2.24 | 2.43 | 2.71 | 2.82 | 2.35 | 2.42 | 3.53 | 3.12 | 3.17 | 2.30 | 1.78 | 1.30 | 1.54 | 1.35 | 1.46 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The City of New York Deferred Compensation Plans Strategic Asset Allocation – Optimal Moderate |
-7.62%
Feb 2006 – Feb 2009 |
-0.64%
Feb 2004 – Feb 2009 |
4.70%
Oct 2013 – Oct 2023 |
4.88%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The City of New York Deferred Compensation Plans Strategic Asset Allocation – Optimal Moderate |
20.02%
Feb 2009 – Feb 2012 |
16.56%
Feb 2009 – Feb 2014 |
10.63%
Feb 2009 – Feb 2019 |
9.21%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart