Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| State of Tennessee 401K Plan Strategic Asset Allocation – Optimal Moderate | NA | 27.72% | 3.91% | 9.17% | 7.11% | 7.65% | 7.00% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| State of Tennessee 401K Plan 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 (%) | -0.89 | 27.72 | 3.91 | 9.17 | 7.11 | 7.65 | 7.00 | … | … | 0.55 | 13.67 | 16.95 | -13.34 | 7.02 | 20.07 | 23.15 | -9.55 | 14.12 | 6.16 | -1.40 | 2.84 | 16.88 | 11.38 | -3.84 | 12.62 | 22.94 | -25.56 | 11.11 | 12.13 | 10.81 | 15.51 | 29.55 | -4.89 | 1.83 |
| Sharpe Ratio | NA | 0.91 | 0.12 | 0.43 | 0.40 | NA | NA | … | … | 0.06 | 0.77 | 1.44 | -0.98 | 0.68 | 1.02 | 3.12 | -0.37 | 2.70 | 0.73 | -0.16 | 0.38 | 2.28 | 1.46 | -0.25 | 1.01 | 1.30 | -1.21 | 0.86 | 1.22 | 1.38 | 1.94 | 3.54 | -0.65 | -0.05 |
| Standard Deviation(%) | NA | 9.09 | 11.40 | 13.23 | 13.97 | NA | NA | … | … | 8.50 | 9.15 | 8.84 | 15.06 | 10.29 | 19.46 | 6.97 | 29.27 | 4.99 | 8.19 | 9.08 | 7.41 | 7.40 | 7.74 | 15.45 | 12.36 | 17.61 | 21.83 | 9.45 | 7.29 | 6.26 | 7.51 | 8.15 | 9.28 | 8.93 |
| Draw Down(%) | NA | 5.59 | 21.49 | 25.52 | 25.52 | NA | NA | … | … | 0.70 | 5.59 | 7.15 | 22.02 | 7.07 | 25.46 | 3.35 | 20.84 | 1.70 | 7.72 | 8.69 | 6.02 | 5.96 | 6.16 | 15.52 | 10.27 | 19.61 | 36.22 | 6.94 | 8.05 | 4.71 | 6.27 | 6.48 | 16.18 | 12.36 |
| Yield(%) | NA | 3.70 | 3.65 | 4.43 | 3.88 | NA | NA | … | … | NA | 1.01 | 3.38 | 4.14 | 2.84 | 5.69 | 5.30 | 4.56 | 0.50 | 3.07 | 3.26 | 5.30 | 7.22 | 2.78 | 2.46 | 2.71 | 2.39 | 2.61 | 6.41 | 4.78 | 6.55 | 5.78 | 4.80 | 2.97 | 2.45 |
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 Tennessee 401K Plan Strategic Asset Allocation – Optimal Moderate |
-7.94%
Feb 2006 – Feb 2009 |
-0.18%
Feb 2004 – Feb 2009 |
4.21%
Feb 2006 – Feb 2016 |
4.01%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State of Tennessee 401K Plan Strategic Asset Allocation – Optimal Moderate |
21.04%
Mar 2003 – Mar 2006 |
16.96%
Oct 2002 – Oct 2007 |
9.37%
Mar 2003 – Mar 2013 |
9.24%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart