Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| State of Illinois Employees Deferred Compensation Plan Tactical Asset Allocation Moderate | NA | -0.65% | 3.20% | 8.09% | 5.62% | 7.36% | 8.33% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| State of Illinois Employees Deferred Compensation Plan 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 (%) | -2.11 | -0.65 | 3.20 | 8.09 | 5.62 | 7.36 | 8.33 | … | … | -0.98 | 8.55 | 11.54 | -7.96 | 8.39 | 14.58 | 21.53 | -8.35 | 8.91 | 13.23 | -0.61 | 9.38 | 16.83 | 12.97 | 2.15 | 15.35 | 16.77 | 0.18 | 10.93 | 16.62 | 6.74 | 13.06 | 17.03 | 1.03 | 2.34 |
| Sharpe Ratio | NA | -0.03 | 0.24 | 0.44 | 0.43 | NA | NA | … | … | -0.17 | 0.47 | 0.95 | -0.71 | 0.78 | 0.72 | 2.90 | -0.91 | 1.69 | 1.49 | -0.08 | 1.31 | 2.29 | 1.65 | 0.15 | 1.29 | 1.66 | -0.14 | 0.79 | 1.66 | 0.74 | 1.61 | 2.26 | -0.02 | -0.01 |
| Standard Deviation(%) | NA | 12.23 | 10.84 | 11.25 | 11.18 | NA | NA | … | … | 13.57 | 10.46 | 8.31 | 13.22 | 10.69 | 19.86 | 6.91 | 10.69 | 4.87 | 8.76 | 8.43 | 7.16 | 7.34 | 7.82 | 14.03 | 11.85 | 10.06 | 5.75 | 9.84 | 7.95 | 6.09 | 7.51 | 7.21 | 5.85 | 6.11 |
| Draw Down(%) | NA | 14.79 | 14.79 | 16.78 | 21.38 | NA | NA | … | … | 13.37 | 6.83 | 7.22 | 15.46 | 5.15 | 21.38 | 3.18 | 15.66 | 2.67 | 5.77 | 8.58 | 5.36 | 4.71 | 5.66 | 12.40 | 9.46 | 5.46 | 5.43 | 7.35 | 9.65 | 4.45 | 7.05 | 5.42 | 4.71 | 6.26 |
| Yield(%) | NA | 2.27 | 4.76 | 3.96 | 4.38 | NA | NA | … | … | NA | 1.15 | 2.35 | 3.62 | 7.38 | 2.92 | 4.02 | 1.87 | 8.10 | 4.84 | 7.17 | 1.60 | 2.04 | 2.04 | 1.99 | 2.53 | 3.38 | 4.38 | 4.97 | 4.74 | 4.13 | 4.00 | 3.67 | 4.93 | 5.29 |
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 |
|---|---|---|---|---|
| State of Illinois Employees Deferred Compensation Plan Tactical Asset Allocation Moderate |
1.37%
Apr 2021 – Apr 2024 |
3.21%
Mar 2015 – Mar 2020 |
5.62%
Mar 2015 – Mar 2025 |
7.23%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State of Illinois Employees Deferred Compensation Plan Tactical Asset Allocation Moderate |
15.94%
Apr 2003 – Apr 2006 |
14.07%
Jun 2009 – Jun 2014 |
11.96%
Apr 2003 – Apr 2013 |
10.84%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart