Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| California State University and Public Employees Savings Plus Plan Strategic Asset Allocation – Optimal Moderate | NA | 5.86% | 4.63% | 9.24% | 6.89% | 7.46% | 6.80% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| California State University and Public Employees Savings Plus Plan Strategic Asset Allocation – Optimal 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 (%) | -1.25 | 5.86 | 4.63 | 9.24 | 6.89 | 7.46 | 6.80 | … | … | 4.29 | 11.23 | 14.21 | -15.07 | 10.47 | 12.95 | 16.40 | -6.12 | 26.18 | 6.47 | 0.90 | 6.04 | 15.81 | 12.06 | -2.03 | 14.30 | 20.89 | -23.53 | 8.15 | 11.54 | 7.33 | 12.44 | 22.16 | -7.82 | -1.89 |
| Sharpe Ratio | NA | 0.65 | 0.50 | 0.53 | 0.52 | NA | NA | … | … | 0.27 | 1.05 | 1.30 | -1.16 | 1.33 | 0.68 | 2.24 | -0.87 | 1.68 | 0.77 | 0.10 | 0.94 | 2.29 | 1.49 | -0.15 | 1.16 | 1.18 | -1.07 | 0.54 | 1.06 | 0.81 | 1.54 | 2.57 | -0.73 | -0.39 |
| Standard Deviation(%) | NA | 9.21 | 9.94 | 10.01 | 11.22 | NA | NA | … | … | 11.08 | 7.26 | 8.14 | 14.19 | 7.83 | 18.74 | 6.66 | 8.64 | 15.21 | 8.12 | 8.78 | 6.44 | 6.89 | 8.05 | 14.21 | 12.21 | 17.62 | 22.85 | 9.23 | 7.65 | 6.29 | 7.44 | 8.34 | 12.27 | 11.05 |
| Draw Down(%) | NA | 9.15 | 12.02 | 21.16 | 22.72 | NA | NA | … | … | 9.15 | 4.22 | 6.04 | 21.09 | 3.23 | 22.72 | 3.65 | 12.22 | 1.96 | 6.17 | 8.50 | 4.87 | 4.86 | 6.67 | 14.64 | 9.40 | 18.14 | 33.78 | 5.77 | 8.04 | 4.66 | 6.51 | 6.88 | 18.57 | 15.13 |
| Yield(%) | NA | 4.51 | 3.27 | 2.75 | 2.74 | NA | NA | … | … | NA | 0.82 | 4.15 | 1.46 | 3.75 | 1.77 | 2.44 | 3.25 | 0.32 | 2.19 | 5.73 | 2.18 | 3.97 | 2.80 | 1.89 | 1.95 | 2.40 | 2.47 | 3.65 | 2.60 | 2.70 | 2.75 | 3.29 | 2.78 | 3.04 |
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 |
|---|---|---|---|---|
| California State University and Public Employees Savings Plus Plan Strategic Asset Allocation – Opti |
-7.80%
Feb 2006 – Feb 2009 |
-0.91%
Feb 2004 – Feb 2009 |
4.92%
Jan 2006 – Jan 2016 |
4.99%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| California State University and Public Employees Savings Plus Plan Strategic Asset Allocation – Opti |
17.90%
Feb 2009 – Feb 2012 |
15.03%
Feb 2009 – Feb 2014 |
11.09%
Feb 2009 – Feb 2019 |
9.51%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart