Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| New York State Deferred Compensation Plan Asset Allocation Composite Moderate | 6.32% | 32.36% | 23.93% | 14.07% | 12.39% | 10.09% | 10.37% | … | … |
Data as of 02/27/2026, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| New York State Deferred Compensation Plan Asset Allocation Composite Moderate | 12/31/2000 | 05/01/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 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 (%) | 0.15 | 32.36 | 23.93 | 14.07 | 12.39 | 10.09 | 10.37 | … | … | 6.32 | 27.29 | 17.67 | 20.83 | -3.45 | 7.40 | 7.66 | 19.91 | -2.03 | 15.95 | 10.33 | -3.60 | 5.98 | 18.99 | 10.88 | 0.81 | 14.88 | 22.04 | -0.01 | 8.34 | 12.35 | 6.50 | 12.91 | 22.95 | 5.04 | -4.30 |
| Sharpe Ratio | NA | 3.25 | 2.64 | 1.38 | 1.25 | NA | NA | … | … | 0.68 | 2.31 | 2.37 | 2.47 | -0.48 | 0.71 | 0.77 | 2.43 | -0.32 | 2.61 | 1.39 | -0.48 | 0.80 | 2.64 | 1.34 | 0.05 | 1.51 | 2.50 | -0.16 | 0.56 | 1.21 | 0.63 | 1.77 | 3.26 | 0.91 | -0.53 |
| Standard Deviation(%) | NA | 10.09 | 8.10 | 8.61 | 8.71 | NA | NA | … | … | 11.10 | 10.58 | 5.93 | 6.96 | 10.19 | 10.33 | 9.61 | 7.59 | 10.78 | 5.85 | 7.26 | 7.55 | 7.45 | 7.18 | 8.08 | 14.81 | 9.79 | 8.78 | 6.23 | 9.28 | 7.40 | 6.75 | 6.76 | 6.82 | 4.30 | 12.69 |
| Draw Down(%) | NA | 6.75 | 9.56 | 14.32 | 14.32 | NA | NA | … | … | 6.75 | 9.56 | 5.37 | 3.77 | 13.43 | 5.16 | 12.85 | 4.29 | 12.21 | 1.79 | 4.60 | 8.74 | 6.07 | 4.65 | 7.43 | 13.47 | 8.10 | 3.77 | 5.48 | 5.98 | 8.18 | 4.48 | 5.92 | 3.39 | 2.55 | 11.05 |
| Yield(%) | NA | 14.30 | 12.55 | 8.64 | 5.90 | NA | NA | … | … | NA | NA | 4.50 | 14.63 | 13.78 | 2.98 | 1.80 | 4.11 | 4.28 | 3.33 | 3.06 | 1.49 | 4.01 | 4.55 | 2.52 | 3.04 | 2.60 | 3.83 | 4.11 | 4.74 | 4.69 | 5.10 | 5.68 | 4.23 | 2.88 | 5.58 |
Data as of 02/27/2026, 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 |
|---|---|---|---|---|
| New York State Deferred Compensation Plan Asset Allocation Composite Moderate |
2.80%
Jun 2019 – Jun 2022 |
5.05%
Jan 2018 – Jan 2023 |
6.78%
Oct 2013 – Oct 2023 |
7.59%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New York State Deferred Compensation Plan Asset Allocation Composite Moderate |
23.97%
Feb 2023 – Feb 2026 |
14.42%
Feb 2021 – Feb 2026 |
12.39%
Feb 2016 – Feb 2026 |
10.71%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart