Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| County of Alameda California 457 Deferred Compensation Plan Strategic Asset Allocation – Optimal Moderate | NA | 13.03% | 20.24% | 18.33% | 9.48% | 9.08% | 8.58% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| County of Alameda California 457 Deferred Compensation Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 06/03/2025 |
| 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 (%) | -1.58 | 13.03 | 20.24 | 18.33 | 9.48 | 9.08 | 8.58 | … | … | 7.20 | 17.58 | 49.82 | -11.91 | 5.20 | 16.17 | 12.77 | -6.00 | 9.35 | 3.82 | 7.05 | 3.39 | 10.12 | 12.70 | 2.69 | 15.02 | 35.04 | -26.84 | 9.11 | 12.80 | 12.49 | 13.63 | 26.10 | -2.30 | 0.63 |
| Sharpe Ratio | NA | 1.26 | 1.31 | 1.02 | 0.69 | NA | NA | … | … | 0.51 | 1.99 | 2.06 | -1.06 | 0.52 | 0.87 | 1.62 | -0.87 | 1.96 | 0.45 | 0.67 | 0.50 | 1.42 | 1.86 | 0.21 | 1.31 | 1.88 | -1.19 | 0.65 | 1.22 | 1.78 | 2.03 | 3.39 | -0.37 | -0.21 |
| Standard Deviation(%) | NA | 9.29 | 15.37 | 13.67 | 12.21 | NA | NA | … | … | 11.66 | 7.00 | 22.41 | 12.57 | 9.95 | 18.23 | 6.96 | 8.53 | 4.44 | 8.00 | 10.42 | 6.69 | 7.10 | 6.81 | 12.62 | 11.37 | 18.55 | 23.39 | 9.14 | 7.66 | 5.73 | 6.23 | 7.49 | 9.24 | 8.59 |
| Draw Down(%) | NA | 8.15 | 9.82 | 19.81 | 24.76 | NA | NA | … | … | 8.15 | 3.98 | 4.59 | 19.47 | 6.57 | 24.40 | 3.79 | 11.81 | 3.29 | 8.69 | 7.19 | 5.22 | 7.69 | 5.23 | 11.11 | 8.03 | 16.60 | 39.09 | 6.15 | 9.17 | 3.96 | 6.25 | 6.81 | 15.03 | 12.83 |
| Yield(%) | NA | 14.86 | 10.87 | 8.58 | 6.22 | NA | NA | … | … | NA | 4.53 | 16.36 | 6.63 | 7.26 | 7.04 | 2.54 | 5.74 | 0.53 | 1.11 | 6.59 | 5.35 | 5.63 | 3.86 | 3.35 | 4.09 | 1.28 | 5.61 | 7.94 | 6.67 | 6.75 | 4.09 | 3.41 | 2.99 | 2.08 |
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 |
|---|---|---|---|---|
| County of Alameda California 457 Deferred Compensation Plan Strategic Asset Allocation – Optimal Mod |
-8.74%
Feb 2006 – Feb 2009 |
-0.29%
Feb 2004 – Feb 2009 |
3.95%
Sep 2012 – Sep 2022 |
4.37%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| County of Alameda California 457 Deferred Compensation Plan Strategic Asset Allocation – Optimal Mod |
24.38%
Feb 2009 – Feb 2012 |
18.33%
Mar 2020 – Mar 2025 |
11.02%
Feb 2009 – Feb 2019 |
11.37%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart