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 Asset Allocation Composite Moderate | 5.18% | 32.65% | 23.62% | 13.48% | 13.52% | 11.06% | 10.31% | … | … |
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 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 (%) | 0.10 | 32.65 | 23.62 | 13.48 | 13.52 | 11.06 | 10.31 | … | … | 5.18 | 31.23 | 17.72 | 17.17 | -2.88 | 7.00 | 20.46 | 22.41 | -2.06 | 11.92 | 10.08 | -2.24 | 6.11 | 20.05 | 13.06 | -0.24 | 9.82 | 17.70 | -1.61 | 5.71 | 10.47 | 4.26 | 10.12 | 21.06 | 3.76 | 3.39 |
| Sharpe Ratio | NA | 3.46 | 2.39 | 1.35 | 1.35 | NA | NA | … | … | 0.47 | 3.16 | 1.88 | 1.91 | -0.44 | 0.68 | 1.99 | 2.98 | -0.35 | 2.17 | 1.36 | -0.29 | 0.88 | 2.66 | 1.59 | -0.02 | 0.97 | 2.01 | -0.71 | 0.26 | 0.89 | 0.29 | 1.04 | 2.40 | 1.18 | 66.32 |
| Standard Deviation(%) | NA | 8.82 | 8.38 | 8.61 | 8.65 | NA | NA | … | … | 11.08 | 8.97 | 7.51 | 7.07 | 9.86 | 10.19 | 10.14 | 7.02 | 9.76 | 5.18 | 7.25 | 7.76 | 6.95 | 7.53 | 8.17 | 15.33 | 10.02 | 8.77 | 3.63 | 9.81 | 7.89 | 6.96 | 8.79 | 8.49 | 2.21 | 0.01 |
| Draw Down(%) | NA | 6.47 | 8.66 | 12.41 | 12.55 | NA | NA | … | … | 6.47 | 8.66 | 5.49 | 4.68 | 12.41 | 5.62 | 6.37 | 3.23 | 9.79 | 1.77 | 4.54 | 7.74 | 4.76 | 4.27 | 7.20 | 13.10 | 8.55 | 4.09 | 6.47 | 6.65 | 8.61 | 4.45 | 8.08 | 3.88 | 1.65 | 0.00 |
| Yield(%) | NA | 13.92 | 13.13 | 8.97 | 6.30 | NA | NA | … | … | NA | NA | 4.43 | 13.95 | 14.29 | 5.07 | 1.22 | 4.70 | 3.74 | 2.35 | 2.60 | 3.72 | 5.96 | 2.44 | 3.02 | 3.26 | 2.63 | 3.37 | 2.38 | 3.23 | 3.46 | 2.43 | 3.41 | 2.82 | 3.04 | 3.39 |
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 Asset Allocation Composite Moderate |
2.87%
Apr 2006 – Apr 2009 |
4.59%
Dec 2013 – Dec 2018 |
7.19%
Apr 2006 – Apr 2016 |
7.33%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New Jersey State Employees Deferred Compensation Plan Asset Allocation Composite Moderate |
23.65%
Feb 2023 – Feb 2026 |
15.10%
Oct 2020 – Oct 2025 |
13.52%
Feb 2016 – Feb 2026 |
11.11%
Jan 2011 – Jan 2026 |
Annualized Rolling Returns Comparison Chart