Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 6.66% | 3.05% | 4.03% | 7.45% | 10.22% | NA | 10.42% |
Data as of 09/30/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.48 | 6.66 | 3.05 | 4.03 | 7.45 | 10.22 | NA | 10.42 | 3.88 | -4.70 | 3.55 | 10.93 | -0.76 | 3.94 | 22.91 | 30.73 | -11.74 | 13.97 | 16.26 | 15.03 | 14.87 | 32.38 | 8.83 | 2.60 |
| Sharpe Ratio | NA | 0.55 | 0.13 | 0.31 | 0.61 | NA | NA | 0.93 | 0.56 | -0.67 | 0.54 | 1.25 | -0.09 | 0.32 | 1.63 | 2.48 | -1.10 | 1.13 | 1.20 | 1.71 | 1.62 | 5.36 | 1.31 | 0.05 |
| Standard Deviation(%) | NA | 6.54 | 6.71 | 7.73 | 10.11 | NA | NA | 9.25 | 6.56 | 7.03 | 6.55 | 8.72 | 9.37 | 12.06 | 14.03 | 12.34 | 11.53 | 9.69 | 10.82 | 7.52 | 8.60 | 5.92 | 5.88 | 5.42 |
| Draw Down(%) | NA | 6.93 | 10.42 | 11.65 | 23.76 | NA | NA | 23.76 | 6.93 | 9.62 | 6.65 | 8.47 | 11.65 | 10.92 | 10.13 | 6.07 | 23.76 | 6.08 | 16.24 | 5.81 | 12.43 | 3.82 | 5.96 | 4.27 |
| Yield(%) | NA | 3.34 | 4.06 | 3.47 | 4.51 | NA | NA | 4.89 | 3.35 | 3.16 | 5.69 | 1.39 | 3.82 | 5.89 | 9.22 | 4.42 | 2.86 | 5.57 | 6.22 | 3.08 | 5.81 | 4.44 | 5.31 | 7.95 |
Data as of 09/30/2016, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-0.68%
Apr 2006 - Apr 2009 |
1.05%
Apr 2011 - Apr 2016 |
6.31%
Nov 2006 - Nov 2016 |
9.90%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
23.15%
Jan 2003 - Jan 2006 |
19.57%
Oct 2002 - Oct 2007 |
14.91%
Apr 2001 - Apr 2011 |
10.36%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart