Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| City of Los Angeles Premiere Deferred Compensation Plan Strategic Asset Allocation – Optimal Moderate | NA | 11.24% | 6.31% | 4.73% | 7.46% | 6.26% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| City of Los Angeles Premiere Deferred Compensation Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.69 | 11.24 | 6.31 | 4.73 | 7.46 | 6.26 | NA | … | … | 18.09 | -4.81 | 12.11 | 1.61 | 0.71 | 6.12 | 18.43 | 12.88 | -2.36 | 14.05 | 20.61 | -25.76 | 8.36 | 11.26 | 9.46 | 14.37 | 23.39 | -3.83 | 1.64 |
| Sharpe Ratio | NA | 2.48 | 0.98 | 0.60 | 0.77 | NA | NA | … | … | 2.48 | -0.67 | 2.78 | 0.17 | 0.09 | 0.96 | 2.53 | 1.62 | -0.15 | 1.22 | 1.18 | -1.28 | 0.64 | 1.14 | 1.23 | 1.72 | 2.90 | -0.47 | -0.07 |
| Standard Deviation(%) | NA | 6.73 | 7.01 | 7.46 | 9.06 | NA | NA | … | … | 6.73 | 9.17 | 4.13 | 8.17 | 8.02 | 6.34 | 7.28 | 7.92 | 16.04 | 11.45 | 17.34 | 20.88 | 8.38 | 6.98 | 5.93 | 7.82 | 7.84 | 10.59 | 9.36 |
| Draw Down(%) | NA | 3.69 | 11.77 | 11.77 | 16.76 | NA | NA | … | … | 3.69 | 11.77 | 2.05 | 7.17 | 7.53 | 4.40 | 6.20 | 6.96 | 16.76 | 8.77 | 18.55 | 35.57 | 6.07 | 7.74 | 3.92 | 6.23 | 6.62 | 15.97 | 11.46 |
| Yield(%) | NA | 2.37 | 2.45 | 2.66 | 3.14 | NA | NA | … | … | 2.37 | 4.42 | 0.46 | 2.14 | 3.83 | 4.52 | 3.42 | 3.86 | 2.04 | 4.11 | 3.45 | 2.57 | 7.05 | 5.28 | 3.30 | 4.34 | 2.68 | 3.62 | 5.45 |
Data as of 10/31/2019, 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 Los Angeles Premiere Deferred Compensation Plan Strategic Asset Allocation – Optimal Moderat |
-8.60%
Feb 2006 – Feb 2009 |
-1.11%
Feb 2004 – Feb 2009 |
4.60%
Dec 2006 – Dec 2016 |
5.81%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City of Los Angeles Premiere Deferred Compensation Plan Strategic Asset Allocation – Optimal Moderat |
18.04%
Mar 2003 – Mar 2006 |
15.68%
Feb 2009 – Feb 2014 |
9.84%
Feb 2009 – Feb 2019 |
8.00%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart