Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| State of Maryland Employee Retirement Plan Tactical Asset Allocation Moderate | NA | -5.67% | -0.23% | 1.01% | 1.03% | 3.14% | 3.87% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| State of Maryland Employee Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.38 | -5.67 | -0.23 | 1.01 | 1.03 | 3.14 | 3.87 | … | … | -0.15 | 4.61 | -12.80 | 5.18 | 15.40 | 6.25 | -3.56 | 5.98 | 5.07 | -4.66 | -2.21 | 14.16 | 6.19 | -0.29 | 3.92 | 14.78 | 2.31 | 7.20 | 10.82 | 0.93 | 8.29 | 14.35 | 8.35 | 10.82 |
| Sharpe Ratio | NA | -0.02 | -0.40 | 0.21 | 0.12 | NA | NA | … | … | -0.05 | 0.05 | -1.53 | 0.58 | 1.80 | 1.18 | -0.69 | 0.82 | 1.05 | -0.91 | -0.36 | 2.02 | 1.13 | -0.03 | 0.35 | 1.75 | 0.25 | 0.49 | 1.33 | -0.21 | 1.08 | 2.26 | 1.66 | 1.61 |
| Standard Deviation(%) | NA | 7.22 | 8.34 | 7.79 | 6.89 | NA | NA | … | … | 7.97 | 6.89 | 9.25 | 8.87 | 8.42 | 4.12 | 7.04 | 6.51 | 4.63 | 5.13 | 6.16 | 7.01 | 5.42 | 10.80 | 11.03 | 8.38 | 5.56 | 8.65 | 5.67 | 6.02 | 6.79 | 6.04 | 4.36 | 5.29 |
| Draw Down(%) | NA | 6.75 | 19.59 | 19.59 | 19.59 | NA | NA | … | … | 2.51 | 6.75 | 13.29 | 4.58 | 9.15 | 3.58 | 9.37 | 6.23 | 3.01 | 6.22 | 5.20 | 5.59 | 4.41 | 12.75 | 10.81 | 4.41 | 4.16 | 6.05 | 4.91 | 4.92 | 5.71 | 3.94 | 2.31 | 3.85 |
| Yield(%) | NA | 4.59 | 3.61 | 3.57 | 2.72 | NA | NA | … | … | 0.01 | 4.82 | 2.03 | 3.95 | 3.66 | 3.40 | 2.29 | 0.37 | 2.43 | 2.12 | 2.25 | 1.98 | 4.32 | 2.38 | 4.30 | 5.28 | 4.09 | 2.66 | 4.97 | 2.22 | 3.46 | 4.00 | 6.92 | 8.04 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| State of Maryland Employee Retirement Plan Tactical Asset Allocation Moderate |
-1.37%
Dec 2020 – Dec 2023 |
0.02%
Dec 2013 – Dec 2018 |
1.03%
Oct 2013 – Oct 2023 |
2.99%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State of Maryland Employee Retirement Plan Tactical Asset Allocation Moderate |
10.84%
Feb 2001 – Feb 2004 |
9.24%
May 2002 – May 2007 |
8.51%
Apr 2001 – Apr 2011 |
6.15%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart