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 Strategic Asset Allocation – Optimal Moderate | NA | 94.56% | 26.14% | 17.92% | 13.23% | 8.74% | NA | … | … |
Data as of 08/31/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| City of Danbury Connecticut Deferred Compensation Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 11/13/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.30 | 94.56 | 26.14 | 17.92 | 13.23 | 8.74 | NA | … | … | 95.83 | 10.29 | -7.12 | 8.51 | 4.40 | 0.80 | 7.33 | 13.90 | 9.24 | 1.05 | 15.63 | 24.81 | -29.76 | 1.14 | 12.39 | 4.95 | 14.80 | 18.32 | -2.10 | 5.39 |
| Sharpe Ratio | NA | 1.27 | 0.16 | -0.16 | -0.38 | NA | NA | … | … | 1.29 | -1.59 | -2.92 | -2.25 | -3.74 | -2.26 | -1.84 | -0.68 | -1.22 | -1.11 | -0.25 | 0.33 | -2.27 | -1.94 | -1.35 | -2.59 | -0.70 | -0.13 | -2.07 | -2.08 |
| Standard Deviation(%) | NA | 61.86 | 36.47 | 28.57 | 21.29 | NA | NA | … | … | 66.05 | 8.15 | 9.83 | 4.76 | 7.97 | 7.83 | 6.08 | 6.78 | 7.60 | 15.73 | 11.74 | 18.95 | 21.74 | 10.74 | 7.39 | 6.21 | 6.85 | 7.34 | 10.58 | 7.58 |
| Draw Down(%) | NA | 24.08 | 24.78 | 24.78 | 24.78 | NA | NA | … | … | 24.08 | 5.17 | 14.25 | 2.36 | 7.68 | 6.50 | 4.60 | 5.56 | 6.34 | 15.64 | 9.41 | 21.27 | 37.08 | 8.41 | 7.05 | 4.98 | 6.83 | 4.99 | 13.88 | 8.12 |
| Yield(%) | NA | 4.72 | 3.44 | 3.45 | 3.48 | NA | NA | … | … | 2.66 | 3.59 | 4.23 | 0.08 | 4.75 | 7.10 | 4.41 | 3.55 | 2.08 | 2.46 | 1.81 | 1.97 | 1.65 | 9.59 | 5.64 | 2.87 | 2.25 | 1.98 | 1.83 | 3.56 |
Data as of 08/31/2020, 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 Strategic Asset Allocation – Optimal Moderate |
-12.97%
Feb 2006 – Feb 2009 |
-4.60%
Feb 2004 – Feb 2009 |
3.76%
Feb 2006 – Feb 2016 |
3.38%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City of Danbury Connecticut Deferred Compensation Plan Strategic Asset Allocation – Optimal Moderate |
26.14%
Aug 2017 – Aug 2020 |
17.92%
Aug 2015 – Aug 2020 |
13.23%
Aug 2010 – Aug 2020 |
8.74%
Aug 2005 – Aug 2020 |
Annualized Rolling Returns Comparison Chart