Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| American Airlines 401k Super Saver Plan Strategic Asset Allocation - Optimal Moderate | NA | 0.39% | 5.54% | 5.80% | 6.26% | NA | NA | 7.86% |
Data as of 10/30/2015, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| American Airlines 401k Super Saver Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.27 | 0.39 | 5.54 | 5.80 | 6.26 | NA | NA | 7.86 | -1.35 | 0.44 | 13.55 | 12.95 | -1.45 | 13.25 | 27.39 | -23.79 | 11.00 | 11.97 | 9.84 | 14.20 | 28.08 | -4.59 | 8.17 |
| Sharpe Ratio | NA | -0.17 | 0.54 | 0.49 | 0.39 | NA | NA | 0.57 | -0.17 | 0.06 | 1.93 | 1.57 | -0.10 | 1.16 | 1.57 | -1.12 | 0.83 | 1.21 | 1.38 | 1.77 | 3.68 | -0.59 | 0.65 |
| Standard Deviation(%) | NA | 8.05 | 7.31 | 9.30 | 12.25 | NA | NA | 11.01 | 8.05 | 6.81 | 6.99 | 8.23 | 14.32 | 11.37 | 17.41 | 22.09 | 9.59 | 7.14 | 5.54 | 7.51 | 7.44 | 9.61 | 9.02 |
| Draw Down(%) | NA | 9.03 | 9.03 | 14.50 | 37.75 | NA | NA | 37.75 | 9.03 | 5.49 | 5.74 | 7.00 | 14.50 | 8.85 | 18.07 | 35.41 | 6.56 | 9.07 | 3.92 | 7.73 | 7.31 | 16.13 | 11.81 |
| Yield(%) | NA | 3.50 | 2.95 | 3.34 | 4.13 | NA | NA | 4.05 | 3.50 | 2.05 | 3.30 | 2.83 | 4.89 | 2.60 | 1.92 | 6.71 | 5.67 | 7.46 | 5.51 | 3.95 | 2.66 | 2.80 | 4.95 |
Data as of 10/30/2015, 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 |
|---|---|---|---|---|
| American Airlines 401k Super Saver Plan Strategic Asset Allocation - Optimal Moderate |
-6.84%
Feb 2006 - Feb 2009 |
0.04%
Feb 2004 - Feb 2009 |
5.60%
Sep 2005 - Sep 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| American Airlines 401k Super Saver Plan Strategic Asset Allocation - Optimal Moderate |
20.36%
Feb 2009 - Feb 2012 |
16.11%
Oct 2002 - Oct 2007 |
10.07%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart