Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| New Jersey State Employees Deferred Compensation Plan Tactical Asset Allocation Moderate | 7.93% | 42.35% | 26.52% | 13.21% | 11.48% | 8.94% | 8.87% | … | … |
Data as of 02/27/2026, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| New Jersey State Employees Deferred Compensation Plan Tactical Asset Allocation 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 (%) | 0.62 | 42.35 | 26.52 | 13.21 | 11.48 | 8.94 | 8.87 | … | … | 7.93 | 33.87 | 16.97 | 19.36 | -7.54 | 4.71 | 8.50 | 20.45 | -4.48 | 15.03 | 0.49 | -4.30 | 3.82 | 17.65 | 14.38 | -3.46 | 4.84 | 20.45 | -1.61 | 12.38 | 13.22 | 7.64 | 12.17 | 22.46 | 3.66 | 3.44 |
| Sharpe Ratio | NA | 3.04 | 2.03 | 1.10 | 0.99 | NA | NA | … | … | 0.49 | 2.45 | 1.46 | 2.29 | -0.93 | 0.46 | 0.60 | 2.66 | -0.66 | 2.97 | 0.03 | -0.51 | 0.53 | 2.34 | 1.78 | -0.24 | 0.47 | 2.17 | -0.62 | 0.76 | 0.98 | 0.82 | 1.38 | 2.98 | 1.39 | 81.46 |
| Standard Deviation(%) | NA | 12.30 | 10.25 | 9.70 | 9.59 | NA | NA | … | … | 11.20 | 12.64 | 9.12 | 6.86 | 9.69 | 10.14 | 13.70 | 7.13 | 8.88 | 4.84 | 7.83 | 8.56 | 7.18 | 7.53 | 8.05 | 14.40 | 10.13 | 9.38 | 4.17 | 12.14 | 10.02 | 6.56 | 8.09 | 7.31 | 1.81 | 0.01 |
| Draw Down(%) | NA | 6.88 | 9.95 | 14.03 | 15.99 | NA | NA | … | … | 6.88 | 9.95 | 8.02 | 3.29 | 12.82 | 7.10 | 15.99 | 3.74 | 11.75 | 2.00 | 6.26 | 10.06 | 5.71 | 5.11 | 6.97 | 12.39 | 8.37 | 4.10 | 6.97 | 9.32 | 13.59 | 5.05 | 6.99 | 3.31 | 1.16 | 0.00 |
| Yield(%) | NA | 14.00 | 10.17 | 7.19 | 5.12 | NA | NA | … | … | NA | NA | 4.26 | 13.20 | 7.02 | 5.27 | 0.90 | 5.05 | 2.38 | 2.45 | 1.92 | 3.17 | 5.57 | 2.04 | 3.27 | 2.97 | 2.48 | 2.73 | 2.38 | 3.44 | 3.22 | 3.15 | 3.16 | 2.74 | 3.04 | 3.44 |
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 Jersey State Employees Deferred Compensation Plan Tactical Asset Allocation Moderate |
-0.05%
Dec 2013 – Dec 2016 |
1.87%
Dec 2013 – Dec 2018 |
4.32%
Apr 2010 – Apr 2020 |
5.07%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New Jersey State Employees Deferred Compensation Plan Tactical Asset Allocation Moderate |
26.44%
Feb 2023 – Feb 2026 |
14.95%
Oct 2002 – Oct 2007 |
11.48%
Feb 2016 – Feb 2026 |
8.96%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart