Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ATT Savings Master Trust Tactical Asset Allocation Moderate | NA | 19.80% | 2.09% | 6.13% | 4.89% | 5.27% | 6.07% | 6.61% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATT Savings Master Trust Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.24 | 19.80 | 2.09 | 6.13 | 4.89 | 5.27 | 6.07 | 6.61 | NA | 9.49 | 10.63 | -13.76 | 9.30 | 15.08 | 7.89 | -1.34 | 9.13 | 7.47 | -3.46 | 0.45 | 14.78 | 4.73 | 2.56 | 6.07 | 19.84 | -0.77 | 10.60 | 9.17 | 3.82 | 9.34 | 16.68 | 3.02 | 6.36 |
| Sharpe Ratio | NA | 0.39 | -0.15 | 0.34 | 0.42 | NA | NA | 0.73 | 0.05 | 0.28 | 0.84 | -1.56 | 1.08 | 1.64 | 1.62 | -0.36 | 1.97 | 1.63 | -0.60 | 0.08 | 2.55 | 1.04 | 0.32 | 0.67 | 2.52 | -0.35 | 0.83 | 0.76 | 0.30 | 1.28 | 3.13 | 0.48 | 1.06 |
| Standard Deviation(%) | NA | 10.21 | 9.23 | 9.10 | 7.47 | NA | NA | 6.90 | 10.50 | 10.19 | 7.59 | 9.70 | 8.61 | 9.07 | 4.01 | 7.44 | 4.32 | 4.46 | 5.77 | 5.69 | 5.79 | 4.51 | 7.91 | 8.97 | 7.84 | 4.83 | 9.19 | 7.72 | 5.44 | 6.58 | 5.11 | 3.95 | 3.83 |
| Draw Down(%) | NA | 6.25 | 13.50 | 15.74 | 15.74 | NA | NA | 15.74 | 0.81 | 6.25 | 5.93 | 15.44 | 4.06 | 9.42 | 2.52 | 6.23 | 2.07 | 3.89 | 6.25 | 5.78 | 4.09 | 5.11 | 7.95 | 9.31 | 4.38 | 7.01 | 6.43 | 9.04 | 4.09 | 5.74 | 3.09 | 4.18 | 2.24 |
| Yield(%) | NA | 3.65 | 3.33 | 3.35 | 2.74 | NA | NA | 3.64 | NA | 0.72 | 3.68 | 2.13 | 3.66 | 2.74 | 4.81 | 1.51 | 0.58 | 3.22 | 2.43 | 2.64 | 1.64 | 5.63 | 3.55 | 5.28 | 4.07 | 3.36 | 5.23 | 6.10 | 4.77 | 3.62 | 3.44 | 3.48 | 5.48 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| ATT Savings Master Trust Tactical Asset Allocation Moderate |
0.68%
Apr 2021 - Apr 2024 |
2.12%
Feb 2014 - Feb 2019 |
3.26%
Oct 2013 - Oct 2023 |
4.84%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATT Savings Master Trust Tactical Asset Allocation Moderate |
10.99%
Jan 2003 - Jan 2006 |
10.57%
Oct 2002 - Oct 2007 |
8.94%
Apr 2001 - Apr 2011 |
7.46%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart