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 Strategic Asset Allocation - Equal Weight Moderate | NA | 9.10% | 6.91% | 4.57% | 6.11% | 5.82% | NA | 5.47% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AT&T Retirement Savings 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 (%) | 0.64 | 9.10 | 6.91 | 4.57 | 6.11 | 5.82 | NA | 5.47 | 15.31 | -5.75 | 13.95 | 4.51 | -0.52 | 3.10 | 13.57 | 9.66 | -1.17 | 9.53 | 19.70 | -18.86 | 8.69 | 12.45 | 7.35 | 10.61 | 24.24 | -9.57 | -5.54 |
| Sharpe Ratio | NA | 2.17 | 0.90 | 0.56 | 0.69 | NA | NA | 0.46 | 2.17 | -0.77 | 3.08 | 0.49 | -0.06 | 0.44 | 2.13 | 1.53 | -0.11 | 1.01 | 1.44 | -1.12 | 0.67 | 1.39 | 0.99 | 1.31 | 2.70 | -0.84 | -0.73 |
| Standard Deviation(%) | NA | 6.40 | 6.94 | 7.92 | 8.10 | NA | NA | 9.47 | 6.40 | 9.18 | 4.33 | 8.76 | 9.63 | 6.94 | 6.37 | 6.28 | 11.32 | 9.32 | 13.60 | 17.65 | 8.48 | 6.59 | 5.25 | 7.37 | 8.74 | 12.63 | 10.72 |
| Draw Down(%) | NA | 3.67 | 12.71 | 12.71 | 12.71 | NA | NA | 30.20 | 3.67 | 12.71 | 1.28 | 7.31 | 9.57 | 6.08 | 4.89 | 5.35 | 10.95 | 7.43 | 13.60 | 27.19 | 5.10 | 7.02 | 3.77 | 6.11 | 8.71 | 18.62 | 17.38 |
| Yield(%) | NA | 2.83 | 1.89 | 1.99 | 2.27 | NA | NA | 2.51 | 2.83 | 1.92 | 0.84 | 2.34 | 2.07 | 2.27 | 1.76 | 3.37 | 2.22 | 2.03 | 2.44 | 2.46 | 3.47 | 2.59 | 4.22 | 2.89 | 3.00 | 2.30 | 2.71 |
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 |
|---|---|---|---|---|
| AT&T Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-4.32%
Feb 2006 - Feb 2009 |
0.79%
Feb 2004 - Feb 2009 |
4.32%
Dec 2006 - Dec 2016 |
4.82%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AT&T Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
16.80%
Mar 2003 - Mar 2006 |
13.48%
Sep 2002 - Sep 2007 |
8.33%
Mar 2003 - Mar 2013 |
7.70%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart