Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Colorado Public Employees Retirement Association (PERA) 401K Plan Tactical Asset Allocation Moderate | NA | 26.05% | 5.42% | 9.80% | 8.12% | 9.08% | 9.98% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Colorado Public Employees Retirement Association (PERA) 401K Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -1.13 | 26.05 | 5.42 | 9.80 | 8.12 | 9.08 | 9.98 | … | … | 0.49 | 9.91 | 13.47 | -10.51 | 12.23 | 16.84 | 18.78 | -5.23 | 12.94 | 9.69 | 0.03 | 7.75 | 18.95 | 13.38 | -1.05 | 14.35 | 15.31 | 8.18 | 14.96 | 12.81 | 9.77 | 15.56 | 12.79 | -1.31 | 5.34 |
| Sharpe Ratio | NA | 0.38 | 0.05 | 0.42 | 0.54 | NA | NA | … | … | 0.05 | 0.32 | 1.15 | -0.90 | 1.11 | 0.85 | 2.83 | -0.64 | 2.21 | 1.13 | 0.00 | 0.95 | 2.39 | 1.65 | -0.07 | 1.34 | 1.56 | 1.83 | 1.17 | 1.13 | 1.14 | 1.72 | 1.61 | -0.43 | 0.53 |
| Standard Deviation(%) | NA | 10.37 | 10.74 | 13.05 | 10.85 | NA | NA | … | … | 9.69 | 10.38 | 7.99 | 13.22 | 10.97 | 19.57 | 6.14 | 10.29 | 5.56 | 8.36 | 9.15 | 8.15 | 7.93 | 8.07 | 15.93 | 10.64 | 9.78 | 3.96 | 10.21 | 8.44 | 6.65 | 8.50 | 7.50 | 5.62 | 5.67 |
| Draw Down(%) | NA | 8.68 | 14.61 | 22.57 | 22.57 | NA | NA | … | … | 0.71 | 8.68 | 7.13 | 15.76 | 5.04 | 22.57 | 3.21 | 14.75 | 2.28 | 6.84 | 8.42 | 5.11 | 5.72 | 5.28 | 15.78 | 8.23 | 4.91 | 2.69 | 6.60 | 9.66 | 4.80 | 7.17 | 6.11 | 5.36 | 5.47 |
| Yield(%) | NA | 3.56 | 4.10 | 4.09 | 4.34 | NA | NA | … | … | NA | 1.35 | 3.47 | 2.27 | 6.07 | 5.58 | 4.00 | 4.88 | 4.73 | 3.09 | 6.65 | 3.31 | 5.39 | 4.49 | 3.08 | 3.39 | 3.35 | 2.94 | 6.09 | 4.68 | 3.42 | 3.48 | 2.86 | 5.01 | 6.85 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Colorado Public Employees Retirement Association (PERA) 401K Plan Tactical Asset Allocation Moderate |
2.99%
Mar 2017 – Mar 2020 |
3.78%
Mar 2015 – Mar 2020 |
6.56%
Oct 2013 – Oct 2023 |
8.12%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Colorado Public Employees Retirement Association (PERA) 401K Plan Tactical Asset Allocation Moderate |
16.98%
Apr 2003 – Apr 2006 |
14.55%
Mar 2003 – Mar 2008 |
12.57%
Apr 2003 – Apr 2013 |
11.30%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart