Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| State of Oklahoma Employees 457 Soonersave Plan Tactical Asset Allocation Moderate | NA | 34.20% | 13.59% | 12.25% | 8.10% | 8.36% | 10.29% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| State of Oklahoma Employees 457 Soonersave 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 (%) | -0.74 | 34.20 | 13.59 | 12.25 | 8.10 | 8.36 | 10.29 | … | … | 0.86 | 21.97 | 27.75 | -6.76 | 7.86 | 8.98 | 17.22 | -10.77 | 16.00 | 6.18 | -0.73 | 2.47 | 14.16 | 13.52 | 2.48 | 7.36 | 19.06 | 2.12 | 21.24 | 18.65 | 17.19 | 17.41 | 21.02 | -3.48 | -1.28 |
| Sharpe Ratio | NA | 1.72 | 0.95 | 0.69 | 0.60 | NA | NA | … | … | 0.08 | 1.61 | 2.98 | -0.62 | 0.71 | 0.45 | 2.21 | -1.07 | 2.63 | 0.63 | -0.08 | 0.28 | 1.82 | 1.43 | 0.15 | 0.65 | 1.78 | 2.76 | 1.45 | 1.54 | 2.12 | 1.66 | 3.03 | -1.02 | -1.09 |
| Standard Deviation(%) | NA | 9.56 | 10.47 | 12.86 | 11.03 | NA | NA | … | … | 10.32 | 9.57 | 7.89 | 13.18 | 11.04 | 19.37 | 7.16 | 11.33 | 5.83 | 9.44 | 9.46 | 8.74 | 7.76 | 9.45 | 16.01 | 11.26 | 10.66 | 0.43 | 12.60 | 10.01 | 7.09 | 9.92 | 6.70 | 4.50 | 3.28 |
| Draw Down(%) | NA | 6.16 | 13.84 | 24.46 | 24.46 | NA | NA | … | … | 0.84 | 6.16 | 3.85 | 14.69 | 7.76 | 24.46 | 4.11 | 19.10 | 2.50 | 7.82 | 9.10 | 6.09 | 4.74 | 8.55 | 14.34 | 9.79 | 5.15 | 0.42 | 10.06 | 13.76 | 5.99 | 11.20 | 4.93 | 7.14 | 6.79 |
| Yield(%) | NA | 15.42 | 11.70 | 8.20 | 5.67 | NA | NA | … | … | NA | 8.33 | 13.91 | 7.69 | 5.38 | 3.45 | 2.95 | 4.91 | 2.04 | 3.05 | 2.02 | 3.79 | 7.61 | 2.96 | 4.37 | 2.63 | 2.82 | 2.55 | 8.13 | 5.90 | 5.27 | 2.97 | 2.85 | 3.02 | 3.63 |
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 Oklahoma Employees 457 Soonersave Plan Tactical Asset Allocation Moderate |
0.45%
Oct 2017 – Oct 2020 |
1.52%
Sep 2017 – Sep 2022 |
4.43%
Sep 2012 – Sep 2022 |
5.86%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State of Oklahoma Employees 457 Soonersave Plan Tactical Asset Allocation Moderate |
25.11%
Sep 2022 – Sep 2025 |
19.65%
Oct 2002 – Oct 2007 |
14.37%
May 2003 – May 2013 |
12.03%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart