Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ATT 401k Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 8.50% | 6.46% | 4.42% | 6.52% | 5.40% | NA | 5.25% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATT 401k Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.68 | 8.50 | 6.46 | 4.42 | 6.52 | 5.40 | NA | 5.25 | 15.15 | -5.86 | 12.54 | 5.30 | -0.44 | 2.55 | 14.87 | 11.61 | -1.89 | 12.71 | 25.56 | -26.31 | 8.10 | 9.88 | 5.68 | 7.95 | 21.66 | -9.13 | 0.18 |
| Sharpe Ratio | NA | 2.08 | 0.83 | 0.56 | 0.67 | NA | NA | 0.37 | 2.08 | -0.80 | 2.91 | 0.60 | -0.05 | 0.36 | 2.01 | 1.37 | -0.13 | 1.12 | 1.42 | -1.18 | 0.51 | 0.89 | 0.50 | 0.96 | 2.19 | -0.78 | -0.16 |
| Standard Deviation(%) | NA | 6.60 | 6.89 | 7.67 | 8.96 | NA | NA | 11.14 | 6.60 | 9.02 | 4.10 | 8.55 | 8.87 | 7.07 | 7.38 | 8.41 | 14.43 | 11.22 | 17.88 | 23.05 | 9.98 | 7.40 | 7.03 | 7.30 | 9.57 | 13.13 | 13.50 |
| Draw Down(%) | NA | 3.84 | 12.64 | 12.64 | 13.75 | NA | NA | 39.81 | 3.84 | 12.64 | 1.27 | 6.84 | 8.97 | 5.90 | 5.27 | 7.39 | 13.75 | 8.74 | 17.71 | 36.00 | 6.34 | 6.58 | 4.45 | 6.40 | 6.81 | 18.27 | 17.34 |
| Yield(%) | NA | 2.18 | 1.68 | 1.86 | 2.13 | NA | NA | 2.39 | 2.18 | 1.92 | 0.88 | 2.23 | 2.10 | 2.27 | 2.06 | 2.17 | 2.58 | 2.73 | 2.21 | 2.22 | 2.70 | 2.42 | 2.53 | 2.53 | 2.75 | 2.78 | 4.06 |
Data as of 10/31/2019, 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 401k Plan Strategic Asset Allocation - Equal Weight Moderate |
-9.10%
Feb 2006 - Feb 2009 |
-3.16%
Feb 2004 - Feb 2009 |
4.02%
Feb 2006 - Feb 2016 |
4.53%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATT 401k Plan Strategic Asset Allocation - Equal Weight Moderate |
18.92%
Feb 2009 - Feb 2012 |
15.17%
Feb 2009 - Feb 2014 |
9.33%
Feb 2009 - Feb 2019 |
6.98%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart