Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| United Airlines Flight Attendant 401(k) Plan Tactical Asset Allocation Moderate | NA | 12.23% | 11.05% | 9.78% | 9.88% | 10.15% | NA | 9.44% |
Data as of 08/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| United Airlines Flight Attendant 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.19 | 12.23 | 11.05 | 9.78 | 9.88 | 10.15 | NA | 9.44 | 0.12 | 17.02 | 4.08 | 4.33 | 8.40 | 17.91 | 12.76 | 2.93 | 11.01 | 13.20 | 3.08 | 13.78 | 13.23 | 6.96 | 8.09 | 14.99 | 3.77 | -1.50 |
| Sharpe Ratio | NA | -0.04 | 0.79 | 0.79 | 0.94 | NA | NA | 0.87 | -0.10 | 3.05 | 0.44 | 0.44 | 0.92 | 2.62 | 1.64 | 0.20 | 1.09 | 1.41 | 0.38 | 1.07 | 1.28 | 0.72 | 0.90 | 1.53 | 0.49 | -0.54 |
| Standard Deviation(%) | NA | 9.94 | 8.49 | 8.77 | 9.42 | NA | NA | 8.70 | 10.50 | 5.37 | 8.91 | 9.74 | 9.08 | 6.82 | 7.76 | 14.64 | 10.01 | 9.32 | 5.67 | 10.08 | 7.76 | 6.62 | 7.92 | 9.35 | 5.38 | 7.07 |
| Draw Down(%) | NA | 8.56 | 9.96 | 10.97 | 11.53 | NA | NA | 11.53 | 8.56 | 1.78 | 9.21 | 8.75 | 6.41 | 4.10 | 6.04 | 11.53 | 8.00 | 5.44 | 3.36 | 6.30 | 8.43 | 4.11 | 7.94 | 6.57 | 5.48 | 9.13 |
| Yield(%) | NA | 4.33 | 3.87 | 4.56 | 3.69 | NA | NA | 0.00 | 2.16 | 4.14 | 4.07 | 3.92 | 6.48 | 6.81 | 2.96 | 2.22 | 1.78 | 2.87 | 4.38 | 4.58 | 4.94 | 2.12 | 3.20 | 2.89 | 5.06 | 4.72 |
Data as of 08/31/2018, 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 |
|---|---|---|---|---|
| United Airlines Flight Attendant 401(k) Plan Tactical Asset Allocation Moderate |
4.94%
Feb 2014 - Feb 2017 |
6.78%
Feb 2011 - Feb 2016 |
8.36%
Sep 2001 - Sep 2011 |
8.43%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| United Airlines Flight Attendant 401(k) Plan Tactical Asset Allocation Moderate |
14.54%
Oct 2004 - Oct 2007 |
12.70%
Mar 2003 - Mar 2008 |
10.95%
Apr 2005 - Apr 2015 |
10.50%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart