Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate | 5.32% | 22.13% | 15.00% | 7.88% | 9.23% | 8.27% | 8.85% | … | … |
Data as of 02/27/2026, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| State of Illinois Employees 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 (%) | 0.13 | 22.13 | 15.00 | 7.88 | 9.23 | 8.27 | 8.85 | … | … | 5.32 | 16.98 | 16.41 | 10.52 | -11.36 | 8.92 | 13.56 | 21.13 | -4.32 | 10.78 | 10.58 | -0.85 | 4.11 | 19.67 | 12.20 | -1.17 | 11.84 | 20.96 | 0.58 | 8.75 | 13.34 | 6.08 | 12.64 | 24.86 | 8.43 | 6.40 |
| Sharpe Ratio | NA | 2.33 | 1.16 | 0.48 | 0.83 | NA | NA | … | … | 0.47 | 1.33 | 1.14 | 0.89 | -1.20 | 0.88 | 1.67 | 2.83 | -0.60 | 2.22 | 1.63 | -0.13 | 0.63 | 2.76 | 1.58 | -0.09 | 1.24 | 2.12 | -0.05 | 0.60 | 1.33 | 0.58 | 1.56 | 3.92 | 1.73 | 0.85 |
| Standard Deviation(%) | NA | 9.21 | 10.07 | 10.12 | 8.98 | NA | NA | … | … | 10.18 | 10.59 | 11.20 | 7.69 | 10.68 | 10.14 | 7.95 | 6.94 | 9.58 | 4.56 | 6.37 | 6.68 | 6.47 | 7.12 | 7.69 | 13.69 | 9.46 | 9.83 | 7.10 | 9.37 | 7.45 | 6.61 | 7.46 | 6.16 | 4.21 | 4.65 |
| Draw Down(%) | NA | 6.51 | 11.55 | 15.77 | 15.77 | NA | NA | … | … | 6.51 | 10.57 | 5.47 | 6.55 | 13.13 | 5.62 | 9.22 | 3.45 | 12.60 | 1.86 | 3.96 | 7.94 | 5.92 | 5.47 | 6.63 | 13.39 | 7.70 | 5.43 | 6.47 | 6.84 | 7.97 | 4.59 | 6.77 | 2.50 | 2.51 | 3.44 |
| Yield(%) | NA | 3.87 | 4.60 | 3.98 | 3.84 | NA | NA | … | … | NA | NA | 0.85 | 3.72 | 4.07 | 5.27 | 4.33 | 2.20 | 2.56 | 6.34 | 4.37 | 2.60 | 3.05 | 2.77 | 3.03 | 2.37 | 2.99 | 3.40 | 4.41 | 3.37 | 3.71 | 4.80 | 5.10 | 3.64 | 5.98 | 6.22 |
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 |
|---|---|---|---|---|
| State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate |
2.06%
Nov 2020 – Nov 2023 |
3.89%
Dec 2013 – Dec 2018 |
5.32%
Oct 2013 – Oct 2023 |
7.20%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate |
15.75%
Apr 2003 – Apr 2006 |
13.90%
Oct 2002 – Oct 2007 |
11.77%
Apr 2001 – Apr 2011 |
10.26%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart