Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| City of Los Angeles Premiere Deferred Compensation Plan Asset Allocation Composite Moderate | NA | 10.66% | 7.22% | 4.84% | 7.31% | 7.90% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| City of Los Angeles Premiere Deferred Compensation Plan Asset Allocation Composite Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.69 | 10.66 | 7.22 | 4.84 | 7.31 | 7.90 | NA | … | … | 17.18 | -5.39 | 13.60 | 4.82 | -1.88 | 5.58 | 17.94 | 13.78 | -1.11 | 10.47 | 22.66 | -1.33 | 6.01 | 10.73 | 6.54 | 13.16 | 24.52 | 10.15 | 8.12 |
| Sharpe Ratio | NA | 2.31 | 1.00 | 0.67 | 0.78 | NA | NA | … | … | 2.31 | -0.77 | 3.01 | 0.71 | -0.27 | 0.85 | 2.28 | 1.69 | -0.07 | 1.10 | 2.56 | -0.31 | 0.31 | 0.99 | 0.64 | 1.55 | 3.75 | 2.22 | 1.11 |
| Standard Deviation(%) | NA | 6.82 | 6.90 | 6.87 | 8.73 | NA | NA | … | … | 6.82 | 8.76 | 4.31 | 6.49 | 7.15 | 6.56 | 7.85 | 8.11 | 16.38 | 9.45 | 8.80 | 7.33 | 9.58 | 7.54 | 6.77 | 7.88 | 6.36 | 4.08 | 5.26 |
| Draw Down(%) | NA | 3.83 | 12.08 | 12.08 | 14.71 | NA | NA | … | … | 3.83 | 12.08 | 1.51 | 3.86 | 7.24 | 4.91 | 6.15 | 6.94 | 14.71 | 8.14 | 3.88 | 8.33 | 6.55 | 8.45 | 4.09 | 6.91 | 3.61 | 2.44 | 4.10 |
| Yield(%) | NA | 2.19 | 3.59 | 3.43 | 3.25 | NA | NA | … | … | 2.19 | 4.28 | 4.09 | 4.63 | 1.81 | 2.14 | 1.91 | 4.16 | 2.33 | 4.73 | 5.25 | 4.55 | 5.11 | 3.66 | 2.67 | 3.20 | 3.60 | 8.14 | 9.02 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| City of Los Angeles Premiere Deferred Compensation Plan Asset Allocation Composite Moderate |
2.55%
Nov 2013 – Nov 2016 |
3.14%
Dec 2013 – Dec 2018 |
7.07%
Sep 2009 – Sep 2019 |
7.43%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City of Los Angeles Premiere Deferred Compensation Plan Asset Allocation Composite Moderate |
15.78%
Dec 2001 – Dec 2004 |
13.68%
May 2002 – May 2007 |
11.62%
Apr 2001 – Apr 2011 |
9.63%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart