Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Ohio Public Employees Deferred Compensation Tactical Asset Allocation Moderate | NA | 2.33% | 5.74% | 10.42% | 7.00% | 8.36% | 9.20% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ohio Public Employees Deferred Compensation 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 (%) | -1.78 | 2.33 | 5.74 | 10.42 | 7.00 | 8.36 | 9.20 | … | … | 1.54 | 15.83 | 16.55 | -16.53 | 9.75 | 24.28 | 19.11 | -4.88 | 10.52 | 6.80 | 1.13 | 8.31 | 18.08 | 12.77 | 2.23 | 14.85 | 19.09 | -0.21 | 16.13 | 12.70 | 8.54 | 12.89 | 16.12 | -1.55 | 4.78 |
| Sharpe Ratio | NA | 0.18 | 0.50 | 0.57 | 0.51 | NA | NA | … | … | 0.02 | 1.04 | 1.48 | -1.26 | 0.92 | 1.17 | 2.25 | -0.57 | 1.92 | 0.75 | 0.12 | 0.99 | 2.39 | 1.55 | 0.15 | 1.42 | 1.90 | -0.18 | 1.25 | 1.14 | 0.99 | 1.53 | 1.90 | -0.40 | 0.36 |
| Standard Deviation(%) | NA | 13.73 | 11.89 | 12.27 | 11.81 | NA | NA | … | … | 15.39 | 11.69 | 8.69 | 14.30 | 10.60 | 20.46 | 7.85 | 10.98 | 5.14 | 8.77 | 9.45 | 8.40 | 7.54 | 8.19 | 14.53 | 10.40 | 10.01 | 6.57 | 10.40 | 8.13 | 6.33 | 7.78 | 8.09 | 6.76 | 6.60 |
| Draw Down(%) | NA | 15.25 | 15.25 | 24.67 | 24.67 | NA | NA | … | … | 11.67 | 6.74 | 6.70 | 21.68 | 6.18 | 20.77 | 4.59 | 14.12 | 2.87 | 8.29 | 9.05 | 5.79 | 5.38 | 6.35 | 13.06 | 8.99 | 5.52 | 7.78 | 6.24 | 9.08 | 3.83 | 7.27 | 6.15 | 7.12 | 7.27 |
| Yield(%) | NA | 5.00 | 3.86 | 4.67 | 4.69 | NA | NA | … | … | NA | 2.10 | 4.23 | 1.87 | 4.22 | 5.91 | 7.61 | 5.27 | 4.14 | 3.64 | 5.75 | 4.96 | 4.17 | 3.58 | 1.54 | 3.89 | 4.84 | 4.58 | 6.14 | 5.41 | 3.61 | 3.67 | 3.20 | 5.02 | 7.97 |
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 |
|---|---|---|---|---|
| Ohio Public Employees Deferred Compensation Tactical Asset Allocation Moderate |
1.98%
Nov 2020 – Nov 2023 |
3.68%
Mar 2015 – Mar 2020 |
6.04%
Oct 2013 – Oct 2023 |
7.62%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ohio Public Employees Deferred Compensation Tactical Asset Allocation Moderate |
17.56%
Dec 2018 – Dec 2021 |
14.63%
Feb 2009 – Feb 2014 |
12.31%
Apr 2003 – Apr 2013 |
10.92%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart