Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AMERICAN FINANCIAL GROUP 401K RETIREMENT AND SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 12.91% | 8.22% | 6.12% | 8.31% | 7.11% | NA | 6.88% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMERICAN FINANCIAL GROUP 401K RETIREMENT AND 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 (%) | 0.82 | 12.91 | 8.22 | 6.12 | 8.31 | 7.11 | NA | 6.88 | 20.72 | -5.03 | 12.49 | 7.04 | 0.16 | 6.44 | 14.71 | 13.07 | -0.82 | 15.69 | 23.99 | -24.03 | 9.29 | 12.15 | 8.19 | 11.57 | 22.03 | -7.69 | -0.30 |
| Sharpe Ratio | NA | 2.85 | 1.07 | 0.78 | 0.87 | NA | NA | 0.54 | 2.85 | -0.66 | 2.96 | 0.85 | 0.02 | 1.01 | 2.05 | 1.68 | -0.06 | 1.32 | 1.48 | -1.15 | 0.68 | 1.20 | 0.88 | 1.28 | 2.34 | -0.74 | -0.25 |
| Standard Deviation(%) | NA | 6.78 | 7.22 | 7.65 | 8.95 | NA | NA | 10.58 | 6.78 | 9.66 | 4.00 | 8.09 | 8.43 | 6.34 | 7.14 | 7.74 | 14.76 | 11.84 | 16.20 | 21.62 | 9.23 | 7.38 | 6.84 | 8.29 | 9.13 | 11.96 | 10.52 |
| Draw Down(%) | NA | 3.11 | 12.48 | 12.48 | 14.13 | NA | NA | 36.67 | 3.11 | 12.48 | 1.69 | 6.48 | 7.85 | 4.64 | 6.23 | 6.24 | 14.13 | 8.97 | 16.50 | 34.14 | 5.92 | 7.85 | 4.40 | 6.41 | 7.80 | 16.85 | 14.21 |
| Yield(%) | NA | 2.44 | 1.69 | 2.00 | 2.47 | NA | NA | 3.01 | 2.44 | 2.05 | 0.50 | 2.51 | 2.43 | 2.29 | 2.43 | 3.92 | 2.06 | 3.91 | 3.27 | 4.71 | 4.73 | 4.18 | 2.94 | 2.88 | 2.80 | 3.08 | 4.13 |
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 |
|---|---|---|---|---|
| AMERICAN FINANCIAL GROUP 401K RETIREMENT AND SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-7.12%
Feb 2006 - Feb 2009 |
-0.68%
Feb 2004 - Feb 2009 |
5.50%
Feb 2006 - Feb 2016 |
6.06%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMERICAN FINANCIAL GROUP 401K RETIREMENT AND SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
19.54%
Feb 2009 - Feb 2012 |
15.97%
Feb 2009 - Feb 2014 |
10.60%
Feb 2009 - Feb 2019 |
8.51%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart