Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| State of Tennessee 401K Plan Tactical Asset Allocation Moderate | NA | 23.44% | 0.67% | 4.70% | 5.46% | 6.17% | 7.07% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| State of Tennessee 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 (%) | -0.99 | 23.44 | 0.67 | 4.70 | 5.46 | 6.17 | 7.07 | … | … | 1.07 | 9.76 | 10.12 | -13.65 | 7.40 | 7.63 | 12.94 | -2.90 | 18.69 | 6.41 | -0.76 | -0.15 | 17.75 | 5.22 | 4.46 | 6.94 | 17.00 | -1.53 | 10.68 | 14.49 | 7.26 | 12.05 | 24.64 | 0.99 | 9.91 |
| Sharpe Ratio | NA | 0.49 | -0.21 | 0.15 | 0.46 | NA | NA | … | … | 0.10 | 0.32 | 0.68 | -1.55 | 0.73 | 0.68 | 2.54 | -0.54 | 3.54 | 1.40 | -0.14 | -0.03 | 2.50 | 0.83 | 0.54 | 0.64 | 2.00 | -0.53 | 0.83 | 1.47 | 0.89 | 1.49 | 4.10 | -0.03 | 2.05 |
| Standard Deviation(%) | NA | 10.01 | 9.48 | 9.90 | 8.05 | NA | NA | … | … | 9.91 | 10.00 | 8.64 | 9.69 | 10.07 | 10.87 | 4.54 | 7.75 | 5.09 | 4.42 | 5.62 | 6.36 | 7.09 | 6.25 | 8.16 | 10.74 | 8.46 | 4.63 | 9.25 | 7.61 | 5.69 | 7.45 | 5.83 | 4.01 | 3.71 |
| Draw Down(%) | NA | 7.38 | 15.42 | 20.26 | 20.26 | NA | NA | … | … | 0.59 | 7.38 | 7.28 | 14.54 | 8.16 | 19.39 | 3.43 | 8.99 | 1.58 | 4.02 | 5.70 | 6.61 | 4.59 | 6.13 | 5.39 | 10.02 | 4.79 | 7.27 | 7.47 | 8.69 | 4.68 | 6.55 | 2.68 | 6.27 | 2.48 |
| Yield(%) | NA | 4.69 | 3.69 | 3.97 | 3.87 | NA | NA | … | … | NA | 1.03 | 4.24 | 2.74 | 3.82 | 3.88 | 4.68 | 3.73 | 6.96 | 2.86 | 1.92 | 3.58 | 5.22 | 3.12 | 3.87 | 2.54 | 3.31 | 3.81 | 4.86 | 4.74 | 3.70 | 4.89 | 4.98 | 4.46 | 8.31 |
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 |
|---|---|---|---|---|
| State of Tennessee 401K Plan Tactical Asset Allocation Moderate |
-1.12%
Apr 2021 – Apr 2024 |
1.49%
Sep 2018 – Sep 2023 |
3.50%
Oct 2013 – Oct 2023 |
5.28%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State of Tennessee 401K Plan Tactical Asset Allocation Moderate |
16.15%
Apr 2003 – Apr 2006 |
15.06%
Oct 2002 – Oct 2007 |
10.35%
Apr 2003 – Apr 2013 |
9.52%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart