Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Washington State Retirement System Plan 3 Asset Allocation Composite Moderate | 4.83% | 20.37% | 13.25% | 4.79% | 7.86% | 7.32% | 7.66% | … | … |
Data as of 02/27/2026, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Washington State Retirement System Plan 3 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 (%) | 0.13 | 20.37 | 13.25 | 4.79 | 7.86 | 7.32 | 7.66 | … | … | 4.83 | 17.89 | 7.04 | 7.52 | -15.44 | 9.63 | 14.55 | 19.28 | -6.08 | 13.62 | 12.77 | -1.19 | 4.53 | 17.35 | 14.18 | -0.19 | 13.31 | 25.95 | -10.80 | 5.03 | 13.57 | 5.63 | 11.63 | 25.44 | 10.07 | 8.33 |
| Sharpe Ratio | NA | 1.91 | 0.95 | 0.21 | 0.66 | NA | NA | … | … | 0.33 | 1.42 | 0.41 | 0.49 | -1.54 | 1.02 | 1.65 | 2.50 | -0.83 | 2.79 | 1.68 | -0.17 | 0.63 | 2.26 | 1.61 | -0.01 | 1.31 | 2.62 | -1.40 | 0.19 | 1.22 | 0.47 | 1.26 | 3.20 | 1.68 | 0.97 |
| Standard Deviation(%) | NA | 9.20 | 9.42 | 9.57 | 8.79 | NA | NA | … | … | 11.57 | 10.59 | 8.33 | 7.88 | 10.98 | 9.38 | 8.68 | 7.12 | 8.99 | 4.65 | 7.45 | 7.13 | 7.22 | 7.66 | 8.75 | 15.48 | 10.07 | 9.86 | 8.43 | 10.11 | 8.33 | 7.23 | 8.43 | 7.72 | 5.33 | 6.08 |
| Draw Down(%) | NA | 7.12 | 9.85 | 20.89 | 20.89 | NA | NA | … | … | 7.12 | 9.55 | 4.56 | 7.34 | 16.67 | 5.16 | 13.84 | 3.65 | 12.75 | 1.73 | 4.61 | 7.82 | 5.88 | 5.88 | 7.11 | 14.49 | 8.47 | 4.38 | 16.58 | 6.09 | 7.43 | 4.94 | 6.78 | 3.40 | 3.57 | 4.36 |
| Yield(%) | NA | 3.10 | 2.33 | 2.64 | 2.74 | NA | NA | … | … | NA | NA | 0.67 | 2.96 | 1.69 | 2.01 | 3.73 | 2.39 | 2.44 | 2.48 | 3.70 | 2.92 | 2.96 | 3.43 | 3.94 | 3.83 | 4.31 | 5.18 | 5.36 | 3.18 | 3.15 | 3.02 | 3.05 | 4.71 | 6.01 | 6.88 |
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 |
|---|---|---|---|---|
| Washington State Retirement System Plan 3 Asset Allocation Composite Moderate |
-1.38%
Apr 2021 – Apr 2024 |
2.88%
Sep 2018 – Sep 2023 |
4.74%
Oct 2013 – Oct 2023 |
6.71%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Washington State Retirement System Plan 3 Asset Allocation Composite Moderate |
15.58%
Mar 2009 – Mar 2012 |
14.73%
Oct 2008 – Oct 2013 |
10.89%
Apr 2001 – Apr 2011 |
9.81%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart