Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AT&T Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 1.38% | 6.34% | 4.38% | 7.13% | 8.26% | NA | 7.87% |
Data as of 08/30/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AT&T Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 11/11/2019 |
| 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 (%) | 1.60 | 1.38 | 6.34 | 4.38 | 7.13 | 8.26 | NA | 7.87 | 12.29 | -5.78 | 15.53 | 7.05 | -1.01 | 2.44 | 15.05 | 12.58 | -3.65 | 15.28 | 16.32 | 2.29 | 8.36 | 14.24 | 8.13 | 13.33 | 22.61 | 1.19 | -5.99 |
| Sharpe Ratio | NA | 0.81 | 0.97 | 0.59 | 0.71 | NA | NA | 0.84 | 1.78 | -0.79 | 3.37 | 0.77 | -0.12 | 0.36 | 1.99 | 1.56 | -0.26 | 1.35 | 1.79 | 5.08 | 0.54 | 1.40 | 0.96 | 1.64 | 3.64 | 0.03 | -1.32 |
| Standard Deviation(%) | NA | 7.28 | 6.80 | 7.77 | 8.95 | NA | NA | 8.03 | 6.20 | 9.01 | 4.42 | 8.85 | 9.07 | 6.82 | 7.56 | 8.02 | 14.13 | 11.29 | 9.08 | 0.27 | 9.93 | 7.82 | 6.19 | 7.56 | 6.02 | 3.35 | 6.29 |
| Draw Down(%) | NA | 7.56 | 12.55 | 12.55 | 14.88 | NA | NA | 14.88 | 2.91 | 12.55 | 1.16 | 6.25 | 9.14 | 5.92 | 6.25 | 6.86 | 14.88 | 9.14 | 4.71 | 0.26 | 7.32 | 8.71 | 4.36 | 6.67 | 3.49 | 2.65 | 10.87 |
| Yield(%) | NA | 2.83 | 2.60 | 2.93 | 3.22 | NA | NA | 3.65 | 2.37 | 2.05 | 2.48 | 2.93 | 3.44 | 3.38 | 3.81 | 4.45 | 2.41 | 4.05 | 3.70 | 2.55 | 3.49 | 2.91 | 5.03 | 4.40 | 3.83 | 5.47 | 3.00 |
Data as of 08/30/2019, 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 |
|---|---|---|---|---|
| AT&T Retirement Savings Plan Tactical Asset Allocation Moderate |
2.77%
Dec 2013 - Dec 2016 |
3.39%
Dec 2013 - Dec 2018 |
6.82%
Sep 2009 - Sep 2019 |
7.76%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AT&T Retirement Savings Plan Tactical Asset Allocation Moderate |
16.59%
Apr 2003 - Apr 2006 |
13.60%
Oct 2002 - Oct 2007 |
11.26%
Apr 2003 - Apr 2013 |
9.86%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart