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 - Optimal Moderate | NA | 8.79% | 7.16% | 5.28% | 7.06% | 5.81% | NA | 5.37% |
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 - Optimal 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 (%) | 0.47 | 8.79 | 7.16 | 5.28 | 7.06 | 5.81 | NA | 5.37 | 16.47 | -5.26 | 12.45 | 6.98 | 0.25 | 4.41 | 16.55 | 10.52 | -3.22 | 12.66 | 24.06 | -24.07 | 5.43 | 10.28 | 6.19 | 10.55 | 21.79 | -11.05 | -2.61 |
| Sharpe Ratio | NA | 2.18 | 0.89 | 0.66 | 0.71 | NA | NA | 0.38 | 2.17 | -0.71 | 2.78 | 0.80 | 0.02 | 0.64 | 2.36 | 1.28 | -0.21 | 1.03 | 1.32 | -1.07 | 0.26 | 1.00 | 0.58 | 1.29 | 2.16 | -0.87 | -0.37 |
| Standard Deviation(%) | NA | 6.92 | 7.11 | 7.78 | 9.17 | NA | NA | 11.29 | 6.92 | 9.22 | 4.26 | 8.43 | 8.93 | 6.82 | 7.00 | 8.20 | 15.13 | 12.18 | 18.09 | 23.30 | 9.27 | 6.99 | 6.88 | 7.44 | 9.76 | 13.99 | 13.43 |
| Draw Down(%) | NA | 3.86 | 12.14 | 12.14 | 15.57 | NA | NA | 37.08 | 3.86 | 12.14 | 1.23 | 6.45 | 8.00 | 5.03 | 4.45 | 7.09 | 15.57 | 9.62 | 17.02 | 32.02 | 5.31 | 6.15 | 4.18 | 5.81 | 7.35 | 19.54 | 18.21 |
| Yield(%) | NA | 1.89 | 1.53 | 1.73 | 1.86 | NA | NA | 2.02 | 1.89 | 1.80 | 0.87 | 2.09 | 2.01 | 2.00 | 2.09 | 2.04 | 1.74 | 1.97 | 1.74 | 1.88 | 2.84 | 2.19 | 2.07 | 2.08 | 2.04 | 1.89 | 3.20 |
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 - Optimal Moderate |
-8.41%
Feb 2006 - Feb 2009 |
-2.02%
Feb 2004 - Feb 2009 |
4.21%
Feb 2006 - Feb 2016 |
4.56%
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 - Optimal Moderate |
17.01%
Feb 2009 - Feb 2012 |
14.46%
Feb 2009 - Feb 2014 |
9.49%
Feb 2009 - Feb 2019 |
7.38%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart