Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STATE OF CONNECTICUT DEF COMP 457B PLAN Tactical Asset Allocation Moderate | NA | 25.05% | 1.31% | 6.86% | 5.65% | 6.74% | 7.54% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STATE OF CONNECTICUT DEF COMP 457B PLAN Tactical Asset Allocation 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 (%) | -1.48 | 25.05 | 1.31 | 6.86 | 5.65 | 6.74 | 7.54 | … | … | -0.21 | 7.43 | 12.12 | -18.51 | 17.12 | 16.65 | 15.35 | -1.54 | 6.77 | 4.58 | -1.83 | 2.96 | 14.74 | 9.30 | 3.44 | 10.73 | 17.64 | 1.85 | 8.27 | 19.18 | 4.25 | 12.81 | 18.35 | 7.29 | 6.82 |
| Sharpe Ratio | NA | 0.15 | -0.31 | 0.32 | 0.39 | NA | NA | … | … | -0.03 | 0.10 | 0.74 | -1.26 | 1.81 | 2.05 | 2.67 | -0.38 | 1.06 | 0.84 | -0.28 | 0.51 | 2.12 | 1.56 | 0.32 | 0.82 | 1.98 | 0.16 | 0.59 | 2.15 | 0.32 | 1.58 | 3.35 | 1.38 | 0.99 |
| Standard Deviation(%) | NA | 8.71 | 12.07 | 10.90 | 8.84 | NA | NA | … | … | 8.49 | 8.77 | 10.59 | 15.80 | 9.43 | 8.01 | 5.23 | 7.50 | 5.79 | 5.19 | 6.62 | 5.77 | 6.93 | 5.91 | 10.65 | 13.01 | 8.88 | 5.81 | 9.00 | 7.40 | 6.39 | 7.51 | 5.27 | 4.49 | 4.56 |
| Draw Down(%) | NA | 6.28 | 20.98 | 23.13 | 23.13 | NA | NA | … | … | 0.89 | 6.00 | 9.98 | 23.07 | 4.46 | 8.93 | 2.29 | 9.11 | 6.16 | 4.43 | 7.26 | 4.58 | 6.12 | 4.13 | 10.60 | 9.43 | 4.13 | 4.61 | 7.56 | 5.53 | 4.28 | 9.45 | 2.77 | 4.65 | 3.42 |
| Yield(%) | NA | 4.38 | 4.43 | 4.17 | 3.48 | NA | NA | … | … | NA | 0.67 | 4.28 | 4.46 | 3.68 | 3.80 | 4.28 | 4.43 | 0.26 | 5.48 | 1.87 | 2.14 | 3.16 | 4.48 | 2.85 | 3.67 | 5.49 | 4.51 | 4.07 | 3.43 | 2.94 | 3.43 | 4.62 | 5.82 | 5.99 |
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 CONNECTICUT DEF COMP 457B PLAN Tactical Asset Allocation Moderate |
-0.62%
Dec 2021 – Dec 2024 |
2.13%
Dec 2013 – Dec 2018 |
3.76%
Oct 2013 – Oct 2023 |
5.93%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STATE OF CONNECTICUT DEF COMP 457B PLAN Tactical Asset Allocation Moderate |
16.37%
Dec 2018 – Dec 2021 |
13.38%
Oct 2002 – Oct 2007 |
11.26%
Apr 2001 – Apr 2011 |
9.26%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart