Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
Atlantic County Employee Deferred Compensation Plan Tactical Asset Allocation Moderate | NA | 17.54% | 2.10% | 4.06% | 5.73% | 7.72% | 8.53% | 9.45% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
Atlantic County Employee Deferred Compensation Plan Tactical Asset Allocation 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 (%) | 1.10 | 17.54 | 2.10 | 4.06 | 5.73 | 7.72 | 8.53 | 9.45 | NA | 6.28 | 4.46 | -11.46 | 2.60 | 12.20 | 22.00 | -3.05 | 15.23 | 7.62 | -1.79 | 6.59 | 18.75 | 16.74 | 3.28 | 13.82 | 27.80 | -2.18 | 9.71 | 12.47 | 8.94 | 12.46 | 20.92 | 8.90 | 6.99 |
Sharpe Ratio | NA | -0.28 | -0.43 | 0.05 | 0.32 | NA | NA | 0.87 | -0.13 | -0.03 | 0.03 | -1.55 | 0.23 | 0.92 | 2.99 | -0.50 | 3.01 | 1.10 | -0.21 | 0.89 | 2.43 | 2.20 | 0.23 | 1.38 | 2.86 | -0.53 | 0.68 | 1.19 | 1.01 | 1.39 | 3.14 | 1.95 | 1.09 |
Standard Deviation(%) | NA | 10.55 | 8.99 | 10.31 | 9.01 | NA | NA | 8.55 | 9.90 | 10.34 | 8.20 | 8.28 | 11.10 | 12.97 | 6.89 | 8.74 | 4.85 | 6.77 | 8.78 | 7.37 | 7.69 | 7.58 | 14.25 | 9.96 | 9.69 | 5.87 | 9.82 | 7.71 | 6.70 | 8.29 | 6.45 | 3.99 | 4.28 |
Draw Down(%) | NA | 7.72 | 14.35 | 20.46 | 20.46 | NA | NA | 20.46 | 4.26 | 6.45 | 8.29 | 13.06 | 7.37 | 18.34 | 3.36 | 11.56 | 1.61 | 4.34 | 8.68 | 5.22 | 6.26 | 5.14 | 12.18 | 8.70 | 3.92 | 7.72 | 6.56 | 9.01 | 5.41 | 7.62 | 3.09 | 2.03 | 3.58 |
Yield(%) | NA | 5.10 | 4.50 | 4.39 | 4.82 | NA | NA | 4.91 | NA | 0.73 | 4.95 | 3.42 | 4.72 | 3.14 | 5.32 | 5.03 | 4.83 | 4.40 | 4.73 | 8.01 | 6.01 | 4.29 | 5.00 | 4.64 | 3.84 | 3.38 | 9.24 | 5.10 | 3.29 | 3.83 | 3.98 | 5.12 | 6.04 |
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 |
---|---|---|---|---|
Atlantic County Employee Deferred Compensation Plan Tactical Asset Allocation Moderate |
-2.67%
Apr 2021 - Apr 2024 |
2.32%
Sep 2018 - Sep 2023 |
4.37%
Oct 2013 - Oct 2023 |
7.19%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
Atlantic County Employee Deferred Compensation Plan Tactical Asset Allocation Moderate |
17.78%
May 2008 - May 2011 |
16.16%
Nov 2008 - Nov 2013 |
12.73%
Apr 2003 - Apr 2013 |
11.38%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart