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 Strategic Asset Allocation – Optimal Moderate | NA | 25.06% | 5.02% | 10.50% | 8.49% | 9.37% | 8.01% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| State of Maryland Employee Retirement Plan 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 (%) | -1.07 | 25.06 | 5.02 | 10.50 | 8.49 | 9.37 | 8.01 | … | … | 0.29 | 8.40 | 12.82 | -11.79 | 11.18 | 30.74 | 21.68 | -2.87 | 10.55 | 7.05 | -0.71 | 6.53 | 15.35 | 12.74 | -3.19 | 20.21 | 27.70 | -21.18 | 5.95 | 8.66 | 6.38 | 13.87 | 23.52 | -2.93 | 10.39 |
| Sharpe Ratio | NA | 0.34 | -0.11 | 0.54 | 0.61 | NA | NA | … | … | 0.03 | 0.21 | 0.98 | -1.02 | 1.00 | 1.58 | 2.46 | -0.40 | 2.20 | 0.84 | -0.09 | 1.12 | 2.25 | 1.79 | -0.21 | 1.61 | 1.43 | -1.00 | 0.31 | 0.73 | 0.65 | 1.70 | 2.29 | -0.33 | 0.79 |
| Standard Deviation(%) | NA | 8.69 | 10.33 | 12.81 | 10.71 | NA | NA | … | … | 7.81 | 8.75 | 8.75 | 12.89 | 11.14 | 19.37 | 8.23 | 10.41 | 4.50 | 8.17 | 8.11 | 5.83 | 6.81 | 7.09 | 15.00 | 12.51 | 19.30 | 21.99 | 9.63 | 7.36 | 6.52 | 7.61 | 9.98 | 12.31 | 10.18 |
| Draw Down(%) | NA | 5.93 | 19.01 | 22.50 | 22.50 | NA | NA | … | … | 0.67 | 5.91 | 9.35 | 19.28 | 6.40 | 22.50 | 4.38 | 12.92 | 2.15 | 6.60 | 7.76 | 4.63 | 6.28 | 5.97 | 17.33 | 9.99 | 18.99 | 31.73 | 5.76 | 7.74 | 3.86 | 6.36 | 7.33 | 17.81 | 10.00 |
| Yield(%) | NA | 5.46 | 7.40 | 5.82 | 4.93 | NA | NA | … | … | NA | 0.79 | 5.29 | 3.99 | 12.35 | 4.69 | 2.41 | 9.38 | 0.53 | 3.55 | 4.18 | 3.00 | 4.83 | 5.85 | 2.13 | 4.79 | 3.11 | 4.14 | 3.30 | 5.61 | 4.03 | 4.79 | 3.26 | 3.75 | 5.47 |
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 |
|---|---|---|---|---|
| State of Maryland Employee Retirement Plan Strategic Asset Allocation – Optimal Moderate |
-7.66%
Feb 2006 – Feb 2009 |
-1.19%
Feb 2004 – Feb 2009 |
5.71%
Feb 2006 – Feb 2016 |
6.11%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State of Maryland Employee Retirement Plan Strategic Asset Allocation – Optimal Moderate |
20.94%
Dec 2018 – Dec 2021 |
16.99%
Feb 2009 – Feb 2014 |
11.22%
Feb 2009 – Feb 2019 |
11.00%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart