Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Washington State Deferred Compensation Program Asset Allocation Composite Moderate | NA | 15.13% | 1.48% | 5.90% | 6.20% | 7.50% | 7.63% | 8.89% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Washington State Deferred Compensation Program Asset Allocation Composite Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 1.44 | 15.13 | 1.48 | 5.90 | 6.20 | 7.50 | 7.63 | 8.89 | NA | 5.84 | 8.76 | -12.76 | 6.83 | 18.35 | 19.43 | -5.20 | 12.73 | 10.48 | -1.95 | 3.93 | 17.96 | 14.39 | 0.57 | 13.76 | 25.09 | -11.35 | 8.42 | 12.25 | 7.33 | 12.06 | 25.03 | 10.07 | 8.33 |
| Sharpe Ratio | NA | 0.04 | -0.15 | 0.40 | 0.47 | NA | NA | 0.80 | 0.32 | -0.09 | 0.55 | -1.41 | 0.67 | 2.03 | 2.55 | -0.66 | 1.19 | 1.39 | -0.26 | 0.55 | 2.25 | 1.66 | 0.04 | 1.33 | 2.55 | -1.45 | 0.57 | 1.06 | 0.72 | 1.32 | 2.87 | 1.68 | 0.99 |
| Standard Deviation(%) | NA | 8.69 | 8.79 | 9.16 | 8.89 | NA | NA | 8.90 | 8.81 | 8.64 | 8.13 | 10.04 | 10.22 | 8.92 | 7.07 | 9.83 | 10.20 | 7.39 | 7.53 | 7.11 | 7.96 | 8.63 | 15.18 | 10.25 | 9.81 | 8.49 | 9.58 | 8.47 | 7.13 | 8.43 | 8.47 | 5.33 | 6.08 |
| Draw Down(%) | NA | 5.88 | 15.22 | 18.42 | 18.42 | NA | NA | 19.45 | 2.01 | 5.86 | 7.36 | 13.95 | 5.28 | 12.89 | 3.44 | 12.72 | 6.98 | 4.43 | 7.92 | 5.41 | 5.71 | 7.43 | 13.25 | 8.44 | 4.38 | 17.11 | 5.63 | 7.85 | 4.39 | 7.03 | 3.73 | 3.57 | 4.36 |
| Yield(%) | NA | 3.68 | 3.97 | 3.99 | 4.09 | NA | NA | 4.31 | NA | 0.78 | 3.35 | 4.00 | 3.91 | 5.75 | 2.24 | 2.15 | 9.32 | 4.13 | 2.72 | 3.33 | 3.42 | 3.90 | 4.09 | 4.14 | 5.35 | 5.33 | 3.14 | 3.51 | 3.73 | 3.57 | 4.35 | 6.01 | 6.88 |
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 |
|---|---|---|---|---|
| Washington State Deferred Compensation Program Asset Allocation Composite Moderate |
0.14%
Dec 2021 - Dec 2024 |
3.72%
Sep 2018 - Sep 2023 |
4.83%
Oct 2013 - Oct 2023 |
6.86%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Washington State Deferred Compensation Program Asset Allocation Composite Moderate |
16.08%
Mar 2009 - Mar 2012 |
15.02%
Oct 2008 - Oct 2013 |
11.26%
Apr 2001 - Apr 2011 |
9.91%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart