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 - Optimal Moderate | NA | 9.21% | 7.20% | 5.11% | 7.15% | 6.11% | NA | 5.51% |
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 - 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 (%) | 0.38 | 9.21 | 7.20 | 5.11 | 7.15 | 6.11 | NA | 5.51 | 15.66 | -3.47 | 11.99 | 4.75 | 0.18 | 4.88 | 16.26 | 9.81 | -0.44 | 11.65 | 20.49 | -23.63 | 7.81 | 12.45 | 8.24 | 11.45 | 22.01 | -10.55 | -6.02 |
| Sharpe Ratio | NA | 2.16 | 0.96 | 0.64 | 0.74 | NA | NA | 0.41 | 2.16 | -0.54 | 2.69 | 0.56 | 0.02 | 0.74 | 2.35 | 1.26 | -0.03 | 0.93 | 1.18 | -1.10 | 0.49 | 1.34 | 0.96 | 1.47 | 2.39 | -0.87 | -0.75 |
| Standard Deviation(%) | NA | 6.61 | 6.89 | 7.59 | 8.84 | NA | NA | 10.75 | 6.61 | 8.96 | 4.22 | 8.13 | 8.94 | 6.57 | 6.91 | 7.77 | 13.71 | 12.48 | 17.30 | 22.24 | 9.72 | 6.83 | 6.30 | 7.14 | 8.92 | 13.43 | 11.15 |
| Draw Down(%) | NA | 3.43 | 10.42 | 10.42 | 12.62 | NA | NA | 37.65 | 3.43 | 10.42 | 1.22 | 6.70 | 8.07 | 5.07 | 4.69 | 6.50 | 12.62 | 10.59 | 17.56 | 31.65 | 5.68 | 7.09 | 4.45 | 5.02 | 8.71 | 20.02 | 18.32 |
| Yield(%) | NA | 1.93 | 1.56 | 1.72 | 2.21 | NA | NA | 2.49 | 1.93 | 1.85 | 0.89 | 1.99 | 1.98 | 2.08 | 3.92 | 3.11 | 2.11 | 1.65 | 2.03 | 2.05 | 3.04 | 2.41 | 5.51 | 3.61 | 2.78 | 2.10 | 2.27 |
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 - Optimal Moderate |
-7.47%
Feb 2006 - Feb 2009 |
-0.85%
Feb 2004 - Feb 2009 |
4.35%
Oct 2007 - Oct 2017 |
4.83%
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 - Optimal Moderate |
16.99%
Feb 2009 - Feb 2012 |
14.27%
Feb 2009 - Feb 2014 |
9.40%
Feb 2009 - Feb 2019 |
7.65%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart