Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Washington State Retirement System Plan 3 Strategic Asset Allocation – Optimal Moderate | NA | 4.34% | 4.00% | 9.42% | 5.73% | 7.06% | 6.29% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Washington State Retirement System Plan 3 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 (%) | -1.71 | 4.34 | 4.00 | 9.42 | 5.73 | 7.06 | 6.29 | … | … | 3.50 | 9.11 | 15.85 | -16.18 | 9.73 | 14.52 | 19.22 | -6.48 | 11.48 | 9.71 | -0.01 | 5.03 | 15.90 | 14.05 | 2.01 | 13.37 | 23.38 | -26.62 | 6.26 | 13.17 | 5.48 | 11.23 | 23.04 | -7.27 | -1.82 |
| Sharpe Ratio | NA | 0.44 | 0.38 | 0.44 | 0.41 | NA | NA | … | … | 0.15 | 0.58 | 1.23 | -1.10 | 1.06 | 0.69 | 2.49 | -0.88 | 2.29 | 1.03 | 0.00 | 0.70 | 2.15 | 1.74 | 0.14 | 1.11 | 1.34 | -1.19 | 0.34 | 1.21 | 0.45 | 1.22 | 2.30 | -0.61 | -0.34 |
| Standard Deviation(%) | NA | 11.85 | 12.12 | 11.86 | 11.54 | NA | NA | … | … | 14.43 | 9.43 | 9.93 | 16.07 | 9.18 | 20.55 | 7.12 | 8.97 | 4.72 | 9.18 | 8.70 | 7.19 | 7.38 | 8.07 | 14.31 | 11.95 | 17.31 | 23.10 | 9.21 | 8.09 | 7.18 | 8.37 | 9.70 | 13.87 | 12.45 |
| Draw Down(%) | NA | 11.95 | 13.49 | 24.01 | 25.15 | NA | NA | … | … | 11.25 | 4.81 | 10.00 | 22.43 | 5.12 | 25.15 | 3.68 | 12.75 | 1.75 | 7.38 | 8.23 | 5.81 | 5.88 | 6.57 | 11.94 | 9.61 | 18.60 | 36.23 | 5.61 | 7.60 | 4.94 | 6.78 | 7.61 | 18.35 | 16.20 |
| Yield(%) | NA | 3.23 | 2.66 | 2.75 | 2.52 | NA | NA | … | … | NA | 0.96 | 2.81 | 1.95 | 2.66 | 3.01 | 2.38 | 1.80 | 0.42 | 3.54 | 2.97 | 3.14 | 3.35 | 3.95 | 3.98 | 3.96 | 4.03 | 2.98 | 3.09 | 3.16 | 2.99 | 2.74 | 3.16 | 2.76 | 3.16 |
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 |
|---|---|---|---|---|
| Washington State Retirement System Plan 3 Strategic Asset Allocation – Optimal Moderate |
-9.38%
Feb 2006 – Feb 2009 |
-2.66%
Feb 2004 – Feb 2009 |
4.60%
Oct 2013 – Oct 2023 |
4.46%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Washington State Retirement System Plan 3 Strategic Asset Allocation – Optimal Moderate |
20.46%
Feb 2009 – Feb 2012 |
17.07%
Feb 2009 – Feb 2014 |
10.91%
Feb 2009 – Feb 2019 |
9.38%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart