Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| New York State Deferred Compensation Plan Asset Allocation Composite Moderate | NA | 26.51% | 12.89% | 10.85% | 9.03% | 9.45% | 9.58% | 9.74% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| New York State Deferred Compensation Plan Asset Allocation Composite Moderate | 12/31/2000 | 02/27/2025 |
| 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 (%) | 0.74 | 26.51 | 12.89 | 10.85 | 9.03 | 9.45 | 9.58 | 9.74 | NA | 16.66 | 20.83 | -3.45 | 7.40 | 7.66 | 19.91 | -2.03 | 15.95 | 10.33 | -3.60 | 5.98 | 18.99 | 10.88 | 0.81 | 14.88 | 22.04 | -0.01 | 8.34 | 12.35 | 6.50 | 12.91 | 22.95 | 5.04 | -4.30 |
| Sharpe Ratio | NA | 0.90 | 1.07 | 0.91 | 0.79 | NA | NA | 0.91 | 0.23 | 1.21 | 2.33 | -0.47 | 0.71 | 0.77 | 2.44 | -0.31 | 2.62 | 1.39 | -0.48 | 0.80 | 2.64 | 1.34 | 0.05 | 1.51 | 2.50 | -0.15 | 0.58 | 1.23 | 0.64 | 1.77 | 3.26 | 0.91 | -0.52 |
| Standard Deviation(%) | NA | 8.49 | 8.44 | 9.10 | 8.62 | NA | NA | 8.65 | 7.90 | 8.35 | 7.12 | 10.19 | 10.33 | 9.61 | 7.59 | 10.78 | 5.85 | 7.26 | 7.55 | 7.45 | 7.18 | 8.08 | 14.81 | 9.79 | 8.78 | 6.23 | 9.28 | 7.40 | 6.75 | 6.76 | 6.82 | 4.30 | 12.69 |
| Draw Down(%) | NA | 5.37 | 11.06 | 14.32 | 14.32 | NA | NA | 14.32 | 1.91 | 5.37 | 3.77 | 13.43 | 5.16 | 12.85 | 4.29 | 12.21 | 1.79 | 4.60 | 8.74 | 6.07 | 4.65 | 7.43 | 13.47 | 8.10 | 3.77 | 5.48 | 5.98 | 8.18 | 4.48 | 5.92 | 3.39 | 2.55 | 11.05 |
| Yield(%) | NA | 14.30 | 12.55 | 8.64 | 5.90 | NA | NA | 4.85 | NA | 4.50 | 14.63 | 13.78 | 2.98 | 1.80 | 4.11 | 4.28 | 3.33 | 3.06 | 1.49 | 4.01 | 4.55 | 2.52 | 3.04 | 2.60 | 3.83 | 4.11 | 4.74 | 4.69 | 5.10 | 5.68 | 4.23 | 2.88 | 5.58 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| New York State Deferred Compensation Plan Asset Allocation Composite Moderate |
2.80%
Jun 2019 - Jun 2022 |
5.05%
Jan 2018 - Jan 2023 |
6.78%
Oct 2013 - Oct 2023 |
7.59%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New York State Deferred Compensation Plan Asset Allocation Composite Moderate |
15.61%
May 2008 - May 2011 |
14.13%
Feb 2009 - Feb 2014 |
11.50%
Mar 2003 - Mar 2013 |
10.71%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart