Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ohio Public Employees Deferred Compensation Asset Allocation Composite Moderate | NA | 16.24% | 3.09% | 6.18% | 6.48% | 7.30% | 8.05% | 9.27% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ohio Public Employees Deferred Compensation 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 (%) | 1.20 | 16.24 | 3.09 | 6.18 | 6.48 | 7.30 | 8.05 | 9.27 | NA | 6.76 | 13.09 | -14.06 | 6.53 | 14.02 | 19.40 | -3.06 | 15.24 | 7.41 | -1.54 | 2.93 | 17.84 | 13.99 | -0.79 | 8.85 | 23.03 | -2.73 | 15.40 | 9.81 | 7.06 | 13.43 | 24.70 | 9.89 | 8.54 |
| Sharpe Ratio | NA | 0.09 | 0.08 | 0.37 | 0.50 | NA | NA | 0.89 | 0.37 | 0.02 | 1.05 | -1.39 | 0.66 | 1.85 | 2.51 | -0.43 | 2.88 | 1.09 | -0.21 | 0.43 | 2.44 | 1.65 | -0.06 | 0.92 | 2.44 | -0.49 | 1.20 | 0.81 | 0.81 | 1.66 | 3.33 | 2.16 | 1.21 |
| Standard Deviation(%) | NA | 9.63 | 9.42 | 9.28 | 8.51 | NA | NA | 8.35 | 8.34 | 9.70 | 8.38 | 11.15 | 9.80 | 7.44 | 7.18 | 10.26 | 5.08 | 6.61 | 7.40 | 6.78 | 7.31 | 8.46 | 13.74 | 9.57 | 9.40 | 7.45 | 10.30 | 8.05 | 6.00 | 7.53 | 7.20 | 4.06 | 5.16 |
| Draw Down(%) | NA | 7.62 | 10.87 | 18.04 | 18.04 | NA | NA | 18.04 | 1.86 | 6.69 | 6.89 | 15.26 | 6.16 | 9.33 | 3.72 | 12.44 | 1.72 | 4.19 | 7.42 | 7.05 | 6.19 | 7.06 | 13.61 | 8.87 | 4.67 | 9.85 | 6.12 | 8.58 | 3.48 | 6.92 | 3.87 | 2.44 | 4.13 |
| Yield(%) | NA | 3.29 | 3.83 | 3.80 | 3.60 | NA | NA | 4.25 | NA | 0.74 | 3.10 | 3.79 | 3.90 | 5.63 | 2.26 | 3.36 | 3.97 | 4.15 | 1.61 | 4.00 | 4.62 | 4.42 | 2.17 | 3.92 | 5.19 | 4.27 | 4.39 | 5.08 | 3.18 | 3.64 | 3.63 | 7.88 | 8.88 |
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 |
|---|---|---|---|---|
| Ohio Public Employees Deferred Compensation Asset Allocation Composite Moderate |
0.32%
Apr 2021 - Apr 2024 |
3.53%
Feb 2018 - Feb 2023 |
4.92%
Oct 2013 - Oct 2023 |
6.66%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ohio Public Employees Deferred Compensation Asset Allocation Composite Moderate |
16.04%
Jan 2003 - Jan 2006 |
14.79%
Oct 2002 - Oct 2007 |
12.25%
Apr 2001 - Apr 2011 |
10.33%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart