Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Washington State Retirement System Plan 3 Tactical Asset Allocation Moderate | NA | 1.80% | 3.67% | 10.20% | 6.19% | 7.84% | 7.90% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Washington State Retirement System Plan 3 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 (%) | -2.18 | 1.80 | 3.67 | 10.20 | 6.19 | 7.84 | 7.90 | … | … | -0.34 | 11.04 | 15.10 | -12.92 | 12.54 | 14.74 | 18.58 | -6.19 | 10.70 | 12.80 | -1.50 | 7.64 | 18.25 | 11.53 | 2.87 | 18.16 | 18.83 | -9.50 | 6.71 | 13.88 | 6.58 | 11.58 | 25.10 | 2.84 | 6.30 |
| Sharpe Ratio | NA | 0.34 | 0.35 | 0.54 | 0.45 | NA | NA | … | … | -0.11 | 0.69 | 1.23 | -0.96 | 1.18 | 0.69 | 2.24 | -0.77 | 1.92 | 1.33 | -0.17 | 0.97 | 2.31 | 1.48 | 0.20 | 1.55 | 1.94 | -1.48 | 0.37 | 1.21 | 0.60 | 1.23 | 3.12 | 0.26 | 0.55 |
| Standard Deviation(%) | NA | 12.86 | 11.70 | 12.13 | 11.83 | NA | NA | … | … | 14.75 | 10.77 | 9.28 | 14.99 | 10.57 | 21.06 | 7.65 | 9.79 | 5.22 | 9.45 | 8.88 | 7.88 | 7.89 | 7.75 | 14.28 | 11.68 | 9.66 | 7.08 | 9.64 | 8.62 | 7.19 | 8.64 | 7.83 | 6.61 | 7.07 |
| Draw Down(%) | NA | 15.95 | 15.95 | 19.28 | 25.73 | NA | NA | … | … | 14.18 | 5.59 | 8.83 | 17.42 | 5.48 | 25.73 | 4.08 | 14.65 | 2.27 | 7.53 | 8.83 | 5.26 | 4.90 | 5.55 | 12.55 | 7.75 | 4.08 | 15.00 | 5.87 | 8.95 | 4.68 | 6.93 | 3.10 | 4.23 | 6.20 |
| Yield(%) | NA | 2.57 | 2.37 | 2.51 | 2.46 | NA | NA | … | … | NA | 1.70 | 2.45 | 1.81 | 2.22 | 3.19 | 2.61 | 1.84 | 2.41 | 2.64 | 2.42 | 2.57 | 2.85 | 3.62 | 4.28 | 3.90 | 4.39 | 5.01 | 3.46 | 2.84 | 2.91 | 2.84 | 4.92 | 6.22 | 6.10 |
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 Retirement System Plan 3 Tactical Asset Allocation Moderate |
0.24%
Mar 2017 – Mar 2020 |
2.33%
Mar 2015 – Mar 2020 |
5.74%
Oct 2013 – Oct 2023 |
6.82%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Washington State Retirement System Plan 3 Tactical Asset Allocation Moderate |
15.97%
Apr 2009 – Apr 2012 |
14.47%
Feb 2009 – Feb 2014 |
10.43%
Apr 2001 – Apr 2011 |
9.95%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart