Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Washington State Deferred Compensation Program Tactical Asset Allocation Moderate | NA | 34.31% | 16.13% | 18.33% | 10.47% | 10.88% | 10.21% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Washington State Deferred Compensation Program Tactical Asset Allocation Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | 28.48 | 34.31 | 16.13 | 18.33 | 10.47 | 10.88 | 10.21 | … | … | -0.64 | 13.36 | 15.68 | -7.54 | 7.83 | 25.80 | 18.79 | -5.69 | 9.85 | 9.00 | 0.05 | 8.44 | 20.12 | 14.06 | 2.84 | 15.82 | 18.54 | -9.70 | 8.98 | 13.99 | 6.57 | 10.12 | 26.96 | 3.94 | 6.93 |
| Sharpe Ratio | NA | 0.03 | 0.17 | 0.31 | 0.31 | NA | NA | … | … | -0.02 | 0.89 | 1.35 | -0.65 | 0.64 | 1.24 | 2.33 | -0.64 | 1.08 | 0.95 | 0.00 | 1.09 | 2.41 | 1.64 | 0.19 | 1.30 | 1.89 | -1.51 | 0.58 | 1.19 | 0.60 | 1.02 | 3.03 | 0.42 | 0.68 |
| Standard Deviation(%) | NA | 56.41 | 33.71 | 27.33 | 21.07 | NA | NA | … | … | 85.97 | 10.97 | 8.93 | 13.86 | 12.11 | 20.54 | 7.43 | 11.10 | 8.47 | 9.24 | 9.10 | 7.76 | 8.32 | 8.52 | 14.58 | 12.10 | 9.76 | 7.07 | 10.01 | 8.91 | 7.14 | 8.95 | 8.66 | 6.61 | 6.60 |
| Draw Down(%) | NA | 27.45 | 27.45 | 27.45 | 27.45 | NA | NA | … | … | 27.45 | 7.81 | 6.96 | 14.67 | 6.80 | 22.68 | 4.19 | 15.14 | 5.28 | 8.73 | 9.15 | 5.32 | 4.61 | 6.53 | 12.66 | 8.32 | 4.24 | 15.00 | 5.57 | 9.23 | 5.00 | 7.44 | 3.68 | 4.69 | 4.36 |
| Yield(%) | NA | 5.89 | 4.85 | 4.91 | 4.69 | NA | NA | … | … | NA | 3.62 | 3.28 | 3.34 | 4.76 | 6.23 | 4.76 | 3.21 | 10.16 | 2.83 | 3.68 | 3.03 | 2.81 | 3.45 | 4.44 | 3.41 | 4.36 | 5.01 | 4.38 | 3.19 | 3.34 | 3.26 | 4.55 | 6.10 | 6.13 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| Washington State Deferred Compensation Program Tactical Asset Allocation Moderate |
1.43%
Apr 2006 – Apr 2009 |
3.12%
Mar 2015 – Mar 2020 |
7.03%
Oct 2013 – Oct 2023 |
7.51%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Washington State Deferred Compensation Program Tactical Asset Allocation Moderate |
18.14%
Apr 2022 – Apr 2025 |
18.33%
Mar 2020 – Mar 2025 |
10.90%
Sep 2011 – Sep 2021 |
10.88%
Mar 2010 – Mar 2025 |
Annualized Rolling Returns Comparison Chart