Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| South Carolina Deferred Compensation Program Strategic Asset Allocation – Optimal Moderate | NA | 34.53% | 11.67% | 13.11% | 8.77% | 9.07% | 7.78% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| South Carolina Deferred Compensation Program Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.80 | 34.53 | 11.67 | 13.11 | 8.77 | 9.07 | 7.78 | … | … | 0.78 | 23.97 | 25.82 | -8.87 | 4.45 | 21.44 | 19.84 | -3.54 | 5.44 | 6.18 | 2.29 | -1.30 | 16.22 | 12.29 | 2.14 | 13.19 | 26.39 | -28.75 | 9.24 | 12.49 | 8.20 | 15.03 | 23.16 | -5.42 | 0.99 |
| Sharpe Ratio | NA | 2.21 | 0.83 | 0.78 | 0.68 | NA | NA | … | … | 0.08 | 2.06 | 2.62 | -0.69 | 0.41 | 1.10 | 2.26 | -0.44 | 0.72 | 0.69 | 0.25 | -0.17 | 2.28 | 1.50 | 0.13 | 1.10 | 1.40 | -1.30 | 0.68 | 1.32 | 0.99 | 2.02 | 2.75 | -0.58 | -0.14 |
| Standard Deviation(%) | NA | 8.40 | 10.91 | 13.02 | 11.09 | NA | NA | … | … | 9.07 | 8.42 | 8.22 | 14.76 | 10.80 | 19.27 | 8.15 | 10.93 | 6.64 | 8.65 | 9.04 | 7.76 | 7.11 | 8.17 | 16.05 | 11.93 | 18.83 | 22.80 | 9.13 | 6.97 | 6.11 | 6.96 | 8.16 | 11.32 | 9.17 |
| Draw Down(%) | NA | 5.18 | 15.56 | 21.97 | 21.97 | NA | NA | … | … | 0.69 | 5.18 | 4.28 | 16.48 | 6.90 | 21.97 | 3.96 | 14.37 | 6.27 | 7.95 | 7.82 | 6.40 | 4.97 | 6.45 | 14.20 | 9.69 | 18.04 | 37.99 | 6.18 | 7.55 | 4.30 | 5.17 | 8.03 | 16.05 | 13.39 |
| Yield(%) | NA | 15.56 | 10.77 | 7.87 | 5.84 | NA | NA | … | … | NA | 4.67 | 14.62 | 7.82 | 4.56 | 4.29 | 2.97 | 6.28 | 0.67 | 3.52 | 3.86 | 4.73 | 5.25 | 2.76 | 1.67 | 1.58 | 1.61 | 3.92 | 4.40 | 4.95 | 3.38 | 3.87 | 1.89 | 1.66 | 3.53 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| South Carolina Deferred Compensation Program Strategic Asset Allocation – Optimal Moderate |
-9.35%
Feb 2006 – Feb 2009 |
-1.57%
Feb 2004 – Feb 2009 |
4.38%
Dec 2007 – Dec 2017 |
4.36%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| South Carolina Deferred Compensation Program Strategic Asset Allocation – Optimal Moderate |
21.16%
Feb 2009 – Feb 2012 |
17.23%
Feb 2009 – Feb 2014 |
9.99%
Feb 2009 – Feb 2019 |
10.35%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart