Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| California State University and Public Employees Savings Plus Plan Asset Allocation Composite Moderate | 1.10% | 13.51% | 9.91% | 4.40% | 6.22% | 5.78% | 6.48% | … | … |
Data as of 02/27/2026, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| California State University and Public Employees Savings Plus 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 (%) | 0.03 | 13.51 | 9.91 | 4.40 | 6.22 | 5.78 | 6.48 | … | … | 1.10 | 12.52 | 8.50 | 11.45 | -14.74 | 9.87 | 8.61 | 18.17 | -6.63 | 13.02 | 6.42 | -4.44 | 4.93 | 16.01 | 12.20 | -0.98 | 10.89 | 19.15 | -2.90 | 6.72 | 10.01 | 6.77 | 13.11 | 19.90 | 5.28 | 6.23 |
| Sharpe Ratio | NA | 2.10 | 0.88 | 0.24 | 0.59 | NA | NA | … | … | 0.32 | 0.95 | 0.68 | 1.01 | -1.57 | 1.17 | 1.22 | 2.52 | -0.92 | 3.05 | 0.94 | -0.65 | 0.77 | 2.16 | 1.50 | -0.07 | 1.10 | 2.04 | -0.65 | 0.38 | 0.86 | 0.66 | 1.59 | 2.91 | 1.05 | 0.84 |
| Standard Deviation(%) | NA | 7.72 | 8.53 | 8.78 | 8.03 | NA | NA | … | … | 8.99 | 10.12 | 7.15 | 7.70 | 10.33 | 8.41 | 6.87 | 6.61 | 8.70 | 4.05 | 6.62 | 6.85 | 6.38 | 7.41 | 8.12 | 14.51 | 9.83 | 9.32 | 5.95 | 9.40 | 7.68 | 6.79 | 7.62 | 6.59 | 3.94 | 4.50 |
| Draw Down(%) | NA | 5.81 | 11.49 | 15.95 | 15.95 | NA | NA | … | … | 5.81 | 11.19 | 4.10 | 5.95 | 15.47 | 3.54 | 9.23 | 3.27 | 12.56 | 1.58 | 4.13 | 8.64 | 5.09 | 5.37 | 6.75 | 13.86 | 8.08 | 4.75 | 8.35 | 6.63 | 8.32 | 4.50 | 6.91 | 4.13 | 2.63 | 3.44 |
| Yield(%) | NA | 4.39 | 2.77 | 2.45 | 2.73 | NA | NA | … | … | NA | NA | 0.82 | 4.47 | 1.81 | 1.46 | 2.04 | 2.20 | 3.31 | 1.96 | 3.47 | 1.09 | 5.34 | 3.14 | 2.83 | 2.34 | 3.00 | 3.38 | 1.31 | 2.82 | 2.32 | 2.39 | 2.36 | 3.49 | 3.78 | 4.85 |
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 |
|---|---|---|---|---|
| California State University and Public Employees Savings Plus Plan Asset Allocation Composite Modera |
0.18%
Apr 2021 – Apr 2024 |
2.34%
Dec 2017 – Dec 2022 |
3.53%
Oct 2013 – Oct 2023 |
5.22%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| California State University and Public Employees Savings Plus Plan Asset Allocation Composite Modera |
14.24%
Apr 2003 – Apr 2006 |
12.46%
May 2002 – May 2007 |
9.99%
Apr 2001 – Apr 2011 |
8.65%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart