Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PINNACLE AIRLINES INC. SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 1.18% | 2.20% | 3.84% | 3.41% | 6.24% | 5.36% | 5.77% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PINNACLE AIRLINES INC. SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.57 | 1.18 | 2.20 | 3.84 | 3.41 | 6.24 | 5.36 | 5.77 | 0.52 | 12.75 | -11.98 | 9.21 | 15.34 | 13.09 | -5.89 | 6.08 | 1.53 | 0.78 | 8.59 | 7.82 | 11.63 | 1.44 | 14.73 | 27.24 | -21.35 | 4.94 | 8.87 | 8.15 | 13.87 | 17.30 | 0.58 | 6.46 |
| Sharpe Ratio | NA | 0.50 | 0.10 | 0.40 | 0.37 | NA | NA | 0.50 | 0.03 | 0.92 | -1.09 | 1.01 | 0.80 | 1.65 | -0.89 | 1.10 | 0.15 | 0.09 | 1.35 | 1.16 | 2.08 | 0.12 | 1.50 | 1.47 | -1.10 | 0.22 | 0.87 | 1.21 | 2.08 | 2.93 | -0.08 | 0.63 |
| Standard Deviation(%) | NA | 9.09 | 10.27 | 12.04 | 10.02 | NA | NA | 10.12 | 7.86 | 9.23 | 12.28 | 9.14 | 18.90 | 7.06 | 8.06 | 4.95 | 8.89 | 8.23 | 6.37 | 6.68 | 5.56 | 11.44 | 9.77 | 18.52 | 20.17 | 8.93 | 6.43 | 4.92 | 6.22 | 5.66 | 6.50 | 6.57 |
| Draw Down(%) | NA | 8.28 | 17.88 | 22.93 | 22.93 | NA | NA | 35.39 | 1.45 | 8.28 | 17.19 | 5.82 | 21.77 | 4.69 | 11.34 | 4.44 | 7.68 | 6.51 | 3.44 | 7.20 | 4.03 | 10.90 | 6.46 | 16.86 | 33.42 | 6.49 | 7.72 | 3.56 | 5.82 | 4.39 | 12.29 | 8.38 |
| Yield(%) | NA | 5.54 | 5.80 | 5.02 | 4.92 | NA | NA | 4.55 | 0.01 | 5.86 | 5.49 | 6.10 | 5.27 | 2.66 | 7.18 | 0.44 | 3.78 | 7.32 | 5.46 | 4.22 | 3.96 | 2.87 | 4.20 | 3.81 | 4.54 | 6.39 | 4.22 | 4.65 | 3.81 | 3.88 | 3.62 | 5.02 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| PINNACLE AIRLINES INC. SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-7.91%
Feb 2006 - Feb 2009 |
-1.06%
Feb 2004 - Feb 2009 |
3.41%
Oct 2013 - Oct 2023 |
4.14%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PINNACLE AIRLINES INC. SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
20.35%
Feb 2009 - Feb 2012 |
15.55%
Feb 2009 - Feb 2014 |
9.04%
Feb 2009 - Feb 2019 |
7.28%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart