Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| City of Danbury Connecticut Deferred Compensation Plan Tactical Asset Allocation Moderate | NA | -5.32% | -0.92% | 2.50% | 1.63% | 3.52% | 5.17% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| City of Danbury Connecticut 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 (%) | -1.46 | -5.32 | -0.92 | 2.50 | 1.63 | 3.52 | 5.17 | … | … | -2.78 | 2.85 | 9.42 | -10.04 | 6.59 | 3.23 | 10.28 | -3.97 | 6.89 | 4.63 | -3.47 | 3.69 | 12.93 | 10.04 | 1.66 | 12.89 | 25.91 | -5.43 | 4.44 | 18.61 | 1.97 | 11.76 | 15.58 | 3.57 | 8.24 |
| Sharpe Ratio | NA | -0.45 | -0.22 | 0.02 | 0.08 | NA | NA | … | … | -0.27 | -0.09 | 0.70 | -1.28 | 0.69 | 0.31 | 1.67 | -0.68 | 1.22 | 0.78 | -0.48 | 0.63 | 1.80 | 2.25 | 0.15 | 0.98 | 2.88 | -1.73 | 0.12 | 1.98 | -0.05 | 1.50 | 3.11 | 0.43 | 0.93 |
| Standard Deviation(%) | NA | 12.23 | 9.49 | 9.60 | 8.35 | NA | NA | … | … | 14.96 | 9.07 | 8.29 | 8.97 | 9.54 | 9.72 | 5.26 | 7.91 | 5.10 | 5.67 | 7.29 | 5.82 | 7.16 | 4.44 | 10.67 | 13.07 | 8.97 | 3.70 | 10.50 | 7.68 | 6.38 | 7.20 | 4.78 | 5.66 | 6.24 |
| Draw Down(%) | NA | 16.97 | 16.97 | 16.97 | 16.97 | NA | NA | … | … | 14.92 | 6.91 | 7.36 | 11.05 | 5.54 | 13.83 | 3.61 | 9.06 | 2.30 | 4.35 | 8.19 | 5.69 | 5.61 | 3.26 | 10.64 | 9.65 | 4.39 | 6.01 | 6.93 | 5.40 | 5.05 | 9.43 | 2.87 | 8.10 | 2.32 |
| Yield(%) | NA | 2.79 | 3.18 | 3.09 | 3.71 | NA | NA | … | … | NA | 0.12 | 3.41 | 2.81 | 3.17 | 2.85 | 3.76 | 2.31 | 0.34 | 5.29 | 9.92 | 3.75 | 1.26 | 2.69 | 0.92 | 2.44 | 2.79 | 1.28 | 7.26 | 6.94 | 3.97 | 2.75 | 1.77 | 0.52 | 3.24 |
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 |
|---|---|---|---|---|
| City of Danbury Connecticut Deferred Compensation Plan Tactical Asset Allocation Moderate |
-0.92%
Mar 2022 – Mar 2025 |
0.78%
Mar 2015 – Mar 2020 |
1.63%
Mar 2015 – Mar 2025 |
3.22%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City of Danbury Connecticut Deferred Compensation Plan Tactical Asset Allocation Moderate |
14.92%
Apr 2009 – Apr 2012 |
12.94%
Apr 2009 – Apr 2014 |
10.30%
Apr 2001 – Apr 2011 |
8.06%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart