Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Wisconsin Deferred Compensation Program Tactical Asset Allocation Moderate | NA | 35.76% | 13.07% | 12.10% | 8.12% | 8.61% | 8.65% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wisconsin Deferred Compensation Program 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 (%) | -0.68 | 35.76 | 13.07 | 12.10 | 8.12 | 8.61 | 8.65 | … | … | 0.31 | 23.77 | 25.84 | -8.08 | 8.17 | 12.93 | 9.22 | -0.85 | 7.94 | 6.50 | -0.42 | 2.18 | 15.46 | 7.16 | 13.36 | 8.63 | 13.70 | 2.50 | 10.44 | 10.21 | 4.67 | 8.90 | 17.74 | 3.51 | 5.33 |
| Sharpe Ratio | NA | 2.21 | 1.08 | 1.06 | 0.88 | NA | NA | … | … | 0.03 | 2.14 | 2.97 | -0.95 | 0.83 | 1.48 | 1.93 | -0.29 | 1.46 | 1.43 | -0.09 | 0.39 | 2.20 | 1.15 | 1.07 | 0.97 | 1.61 | 0.29 | 0.83 | 0.90 | 0.42 | 0.94 | 2.56 | 0.46 | 0.61 |
| Standard Deviation(%) | NA | 7.99 | 8.50 | 8.81 | 7.29 | NA | NA | … | … | 7.48 | 8.02 | 7.27 | 9.92 | 9.84 | 8.60 | 4.05 | 7.46 | 4.99 | 4.40 | 5.22 | 5.55 | 7.02 | 6.20 | 12.46 | 8.82 | 8.46 | 5.39 | 9.01 | 7.70 | 5.91 | 8.46 | 6.65 | 5.16 | 4.97 |
| Draw Down(%) | NA | 4.78 | 12.79 | 13.73 | 13.73 | NA | NA | … | … | 0.54 | 4.78 | 3.60 | 13.71 | 5.06 | 9.67 | 2.50 | 6.96 | 3.76 | 3.73 | 4.54 | 3.86 | 4.46 | 3.64 | 4.71 | 5.84 | 4.32 | 5.98 | 6.80 | 8.88 | 5.08 | 7.43 | 3.52 | 5.26 | 4.08 |
| Yield(%) | NA | 15.73 | 11.82 | 8.12 | 5.48 | NA | NA | … | … | NA | 4.69 | 15.14 | 7.41 | 8.01 | 2.50 | 3.28 | 3.70 | 0.38 | 2.92 | 2.93 | 3.94 | 1.91 | 5.11 | 4.49 | 5.23 | 4.55 | 3.34 | 3.82 | 4.56 | 4.60 | 2.40 | 3.83 | 3.59 | 5.39 |
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 |
|---|---|---|---|---|
| Wisconsin Deferred Compensation Program Tactical Asset Allocation Moderate |
2.24%
Oct 2017 – Oct 2020 |
3.01%
Dec 2013 – Dec 2018 |
4.94%
Jun 2012 – Jun 2022 |
6.28%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wisconsin Deferred Compensation Program Tactical Asset Allocation Moderate |
15.57%
Nov 2021 – Nov 2024 |
13.03%
Nov 2019 – Nov 2024 |
10.19%
Jul 2003 – Jul 2013 |
8.86%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart