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 - Optimal Moderate | NA | 26.36% | 1.56% | 5.98% | 5.13% | 6.74% | 6.48% | 7.52% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PINNACLE AIRLINES INC. SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.12 | 26.36 | 1.56 | 5.98 | 5.13 | 6.74 | 6.48 | 7.52 | NA | 7.91 | 10.92 | -14.92 | 5.24 | 20.21 | 17.64 | -6.06 | 7.08 | 2.79 | 0.63 | 6.22 | 11.86 | 13.49 | 1.06 | 13.71 | 26.69 | -23.40 | 10.16 | 10.38 | 10.39 | 17.82 | 24.64 | 2.35 | 6.91 |
| Sharpe Ratio | NA | 0.27 | -0.25 | 0.22 | 0.29 | NA | NA | 0.54 | 0.04 | 0.14 | 0.69 | -1.22 | 0.49 | 1.08 | 2.34 | -0.77 | 1.22 | 0.31 | 0.07 | 1.02 | 1.70 | 1.89 | 0.07 | 1.24 | 1.44 | -1.16 | 0.81 | 0.90 | 1.35 | 2.45 | 3.96 | 0.16 | 0.62 |
| Standard Deviation(%) | NA | 9.24 | 10.94 | 12.75 | 10.55 | NA | NA | 10.68 | 8.23 | 9.31 | 9.69 | 13.34 | 10.59 | 18.42 | 6.95 | 9.60 | 5.27 | 8.25 | 8.15 | 6.11 | 6.94 | 7.13 | 14.28 | 10.95 | 18.47 | 21.05 | 8.81 | 7.93 | 6.10 | 6.88 | 6.05 | 7.62 | 7.39 |
| Draw Down(%) | NA | 6.96 | 19.84 | 22.77 | 22.77 | NA | NA | 38.15 | 0.76 | 6.96 | 10.36 | 20.94 | 6.83 | 21.33 | 2.72 | 13.51 | 4.40 | 7.90 | 6.55 | 4.25 | 6.93 | 5.61 | 13.46 | 7.81 | 19.25 | 33.75 | 5.62 | 9.15 | 3.96 | 5.55 | 5.20 | 13.77 | 9.78 |
| Yield(%) | NA | 4.53 | 6.18 | 5.65 | 4.87 | NA | NA | 4.77 | NA | 0.61 | 4.45 | 4.71 | 8.73 | 6.08 | 3.61 | 8.73 | 0.33 | 2.20 | 6.43 | 3.10 | 5.78 | 3.83 | 4.65 | 3.38 | 2.61 | 5.80 | 8.86 | 5.29 | 4.35 | 4.24 | 3.08 | 3.49 | 5.35 |
Data as of 10/31/2024, 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 - Optimal Moderate |
-7.69%
Feb 2006 - Feb 2009 |
0.32%
Feb 2004 - Feb 2009 |
3.36%
Oct 2013 - Oct 2023 |
4.20%
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 - Optimal Moderate |
20.87%
Feb 2009 - Feb 2012 |
16.71%
Feb 2009 - Feb 2014 |
10.38%
Mar 2003 - Mar 2013 |
8.68%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart