Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Orange County Department of Education AF Advantage Variable Annuity 403b Tactical Asset Allocation Moderate | NA | 23.26% | 3.81% | 6.21% | 4.02% | 4.96% | 5.37% | … | … |
Data as of 02/29/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Orange County Department of Education AF Advantage Variable Annuity 403b Tactical Asset Allocation Moderate | 12/31/2000 | 05/10/2024 |
| 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 (%) | 0.33 | 23.26 | 3.81 | 6.21 | 4.02 | 4.96 | 5.37 | … | … | 7.92 | 16.32 | -11.12 | 4.77 | 14.44 | 4.32 | -2.39 | 12.77 | 2.42 | -3.40 | 0.65 | 17.33 | 2.94 | 2.05 | 3.08 | 8.43 | 0.24 | 13.36 | 13.25 | 2.81 | 9.49 | 16.55 | 4.68 | 5.92 |
| Sharpe Ratio | NA | 2.25 | 0.22 | 0.53 | 0.41 | NA | NA | … | … | 0.88 | 1.62 | -1.15 | 0.51 | 1.59 | 0.62 | -0.43 | 2.30 | 0.47 | -0.63 | 0.10 | 2.45 | 0.60 | 0.20 | 0.31 | 1.15 | -0.18 | 1.02 | 1.19 | 0.11 | 1.04 | 2.58 | 1.04 | 1.08 |
| Standard Deviation(%) | NA | 7.57 | 8.93 | 8.71 | 7.46 | NA | NA | … | … | 7.53 | 7.46 | 10.84 | 9.35 | 8.96 | 4.71 | 8.66 | 5.28 | 4.71 | 5.42 | 6.59 | 7.06 | 4.84 | 10.22 | 9.81 | 7.27 | 3.71 | 10.14 | 8.37 | 5.83 | 8.19 | 6.14 | 3.44 | 3.34 |
| Draw Down(%) | NA | 5.40 | 17.39 | 17.39 | 17.39 | NA | NA | … | … | 3.38 | 5.40 | 15.49 | 5.37 | 9.09 | 4.32 | 9.59 | 3.01 | 3.99 | 5.38 | 5.79 | 4.87 | 4.39 | 9.85 | 10.18 | 4.09 | 3.57 | 7.62 | 10.33 | 4.76 | 7.04 | 3.36 | 2.40 | 2.24 |
| Yield(%) | NA | 13.98 | 12.55 | 8.56 | 5.77 | NA | NA | … | … | 4.72 | 14.03 | 14.44 | 4.37 | 1.44 | 3.24 | 3.87 | 0.62 | 2.28 | 2.77 | 5.27 | 1.83 | 2.46 | 2.12 | 2.31 | 3.36 | 3.39 | 7.48 | 8.60 | 6.45 | 1.83 | 3.14 | 4.66 | 5.27 |
Data as of 02/29/2024, 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 |
|---|---|---|---|---|
| Orange County Department of Education AF Advantage Variable Annuity 403b Tactical Asset Allocation M |
-0.46%
Feb 2014 – Feb 2017 |
0.90%
Jan 2018 – Jan 2023 |
2.71%
Oct 2013 – Oct 2023 |
3.41%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Orange County Department of Education AF Advantage Variable Annuity 403b Tactical Asset Allocation M |
12.81%
Oct 2004 – Oct 2007 |
11.83%
Oct 2002 – Oct 2007 |
8.25%
Apr 2001 – Apr 2011 |
6.93%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart