Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Wisconsin Deferred Compensation Program Strategic Asset Allocation – Optimal Moderate | NA | 35.65% | 12.22% | 12.39% | 9.16% | 9.19% | 7.98% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wisconsin Deferred Compensation Program 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 (%) | -0.67 | 35.65 | 12.22 | 12.39 | 9.16 | 9.19 | 7.98 | … | … | 0.96 | 25.11 | 25.40 | -7.44 | 5.00 | 16.43 | 17.20 | -3.25 | 11.86 | 5.78 | 1.44 | 4.27 | 17.58 | 11.14 | -1.25 | 12.32 | 20.39 | -23.60 | 9.19 | 8.95 | 10.89 | 11.30 | 23.09 | -6.86 | 6.27 |
| Sharpe Ratio | NA | 2.57 | 0.97 | 0.81 | 0.77 | NA | NA | … | … | 0.12 | 2.43 | 2.69 | -0.62 | 0.53 | 0.91 | 2.22 | -0.49 | 2.27 | 0.69 | 0.17 | 0.62 | 2.46 | 1.43 | -0.09 | 1.04 | 1.16 | -1.10 | 0.66 | 0.77 | 1.36 | 1.23 | 2.33 | -0.70 | 0.30 |
| Standard Deviation(%) | NA | 7.61 | 10.33 | 12.08 | 10.10 | NA | NA | … | … | 7.60 | 7.63 | 7.85 | 14.14 | 9.36 | 17.89 | 7.11 | 9.22 | 4.96 | 8.11 | 8.23 | 6.87 | 7.12 | 7.76 | 14.66 | 11.73 | 17.48 | 22.36 | 9.42 | 7.38 | 6.39 | 8.45 | 9.61 | 11.36 | 13.26 |
| Draw Down(%) | NA | 4.63 | 14.67 | 20.33 | 20.33 | NA | NA | … | … | 0.49 | 4.63 | 4.84 | 15.40 | 4.80 | 20.33 | 3.42 | 11.31 | 1.90 | 7.05 | 6.41 | 4.42 | 4.98 | 6.41 | 13.37 | 8.65 | 18.28 | 33.10 | 6.50 | 8.06 | 4.20 | 6.95 | 7.63 | 16.71 | 14.44 |
| Yield(%) | NA | 15.54 | 9.84 | 7.42 | 6.10 | NA | NA | … | … | NA | 4.80 | 14.44 | 6.66 | 3.14 | 4.92 | 2.14 | 5.77 | 4.74 | 2.75 | 7.40 | 3.63 | 3.15 | 2.05 | 1.66 | 2.51 | 1.95 | 2.53 | 5.59 | 3.31 | 2.77 | 1.91 | 2.46 | 1.79 | 6.51 |
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 |
|---|---|---|---|---|
| Wisconsin Deferred Compensation Program Strategic Asset Allocation – Optimal Moderate |
-8.10%
Feb 2006 – Feb 2009 |
-0.99%
Feb 2004 – Feb 2009 |
4.57%
Feb 2006 – Feb 2016 |
4.64%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wisconsin Deferred Compensation Program Strategic Asset Allocation – Optimal Moderate |
27.18%
Sep 2022 – Sep 2025 |
15.78%
Oct 2020 – Oct 2025 |
11.41%
Sep 2015 – Sep 2025 |
10.20%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart