Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The City of New York Deferred Compensation Plans Tactical Asset Allocation Moderate | NA | 21.62% | 3.13% | 7.16% | 6.50% | 8.29% | 8.88% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The City of New York Deferred Compensation Plans 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 (%) | -1.09 | 21.62 | 3.13 | 7.16 | 6.50 | 8.29 | 8.88 | … | … | 0.30 | 9.52 | 11.42 | -11.46 | 14.05 | 9.79 | 19.80 | -6.79 | 11.41 | 10.70 | -2.05 | 9.33 | 17.02 | 13.04 | 3.50 | 14.81 | 18.56 | -0.37 | 9.43 | 14.58 | 8.56 | 14.19 | 26.12 | -7.52 | -6.56 |
| Sharpe Ratio | NA | 0.44 | -0.07 | 0.29 | 0.43 | NA | NA | … | … | 0.03 | 0.35 | 0.88 | -0.88 | 1.37 | 0.50 | 2.71 | -0.88 | 2.33 | 1.18 | -0.24 | 1.26 | 2.17 | 1.59 | 0.23 | 1.37 | 1.91 | -0.23 | 0.66 | 1.38 | 0.97 | 1.50 | 2.71 | -1.38 | -1.53 |
| Standard Deviation(%) | NA | 8.43 | 10.82 | 12.78 | 10.58 | NA | NA | … | … | 7.24 | 8.49 | 8.15 | 14.62 | 10.24 | 18.94 | 6.80 | 9.22 | 4.62 | 8.89 | 8.58 | 7.41 | 7.83 | 8.17 | 15.12 | 10.75 | 9.67 | 5.51 | 9.81 | 8.23 | 6.62 | 8.80 | 9.37 | 6.26 | 5.78 |
| Draw Down(%) | NA | 5.32 | 15.85 | 23.98 | 23.98 | NA | NA | … | … | 0.52 | 5.29 | 8.08 | 16.91 | 4.12 | 23.98 | 3.06 | 13.06 | 1.99 | 6.41 | 8.78 | 4.85 | 5.04 | 5.71 | 13.02 | 8.50 | 4.77 | 4.32 | 6.58 | 9.40 | 4.39 | 7.25 | 8.73 | 10.40 | 10.80 |
| Yield(%) | NA | 2.50 | 2.16 | 2.28 | 2.25 | NA | NA | … | … | NA | 1.35 | 2.42 | 1.62 | 1.93 | 2.66 | 2.71 | 2.11 | 2.49 | 2.03 | 2.21 | 1.97 | 1.84 | 2.63 | 2.25 | 2.87 | 5.10 | 4.75 | 3.31 | 2.90 | 2.48 | 1.53 | 2.52 | 1.95 | 1.69 |
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 |
|---|---|---|---|---|
| The City of New York Deferred Compensation Plans Tactical Asset Allocation Moderate |
1.48%
Mar 2017 – Mar 2020 |
2.65%
Mar 2015 – Mar 2020 |
5.34%
Oct 2013 – Oct 2023 |
7.21%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The City of New York Deferred Compensation Plans Tactical Asset Allocation Moderate |
19.99%
Mar 2003 – Mar 2006 |
15.64%
Mar 2003 – Mar 2008 |
13.10%
Mar 2003 – Mar 2013 |
11.33%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart