Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HORIZON AIR SAVINGS INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 23.15% | 5.57% | 9.74% | 7.90% | 8.69% | 7.53% | 7.66% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HORIZON AIR SAVINGS INVESTMENT PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -0.91 | 23.15 | 5.57 | 9.74 | 7.90 | 8.69 | 7.53 | 7.66 | NA | 11.17 | 15.25 | -8.88 | 17.10 | 12.97 | 18.38 | -6.48 | 10.89 | 12.10 | -0.85 | 8.04 | 13.37 | 12.06 | 2.31 | 13.58 | 20.54 | -16.17 | 6.52 | 9.55 | 3.82 | 10.20 | 22.44 | -6.99 | 6.07 |
| Sharpe Ratio | NA | 0.66 | 0.13 | 0.47 | 0.53 | NA | NA | 0.57 | 0.03 | 0.51 | 1.15 | -0.68 | 1.79 | 0.57 | 2.25 | -0.81 | 1.93 | 1.29 | -0.09 | 1.06 | 2.08 | 2.15 | 0.21 | 1.59 | 1.48 | -0.97 | 0.46 | 1.05 | 0.31 | 1.14 | 2.26 | -0.59 | 0.31 |
| Standard Deviation(%) | NA | 8.83 | 11.51 | 14.10 | 11.60 | NA | NA | 10.77 | 7.18 | 8.92 | 9.56 | 15.10 | 9.53 | 22.43 | 7.53 | 9.59 | 5.31 | 9.23 | 9.68 | 7.58 | 6.41 | 5.59 | 10.82 | 8.49 | 13.85 | 17.71 | 7.64 | 6.00 | 5.41 | 8.13 | 9.64 | 13.61 | 11.95 |
| Draw Down(%) | NA | 4.92 | 14.14 | 25.96 | 25.96 | NA | NA | 28.92 | 0.49 | 4.92 | 7.57 | 14.85 | 4.42 | 25.96 | 4.10 | 13.52 | 2.29 | 7.21 | 8.47 | 5.35 | 5.50 | 3.81 | 10.02 | 6.52 | 15.45 | 26.41 | 4.39 | 4.60 | 3.66 | 6.43 | 7.78 | 19.46 | 12.41 |
| Yield(%) | NA | 3.14 | 2.25 | 2.60 | 2.36 | NA | NA | 3.05 | NA | 1.01 | 2.99 | 1.44 | 1.64 | 3.38 | 2.75 | 1.25 | 0.48 | 2.45 | 3.48 | 2.65 | 1.58 | 4.03 | 2.82 | 4.54 | 4.18 | 4.85 | 3.33 | 3.00 | 2.54 | 3.24 | 3.05 | 4.09 | 5.48 |
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 |
|---|---|---|---|---|
| HORIZON AIR SAVINGS INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
-4.75%
Feb 2006 - Feb 2009 |
-0.46%
Feb 2004 - Feb 2009 |
5.64%
Mar 2010 - Mar 2020 |
5.55%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HORIZON AIR SAVINGS INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.82%
Feb 2009 - Feb 2012 |
14.73%
Feb 2009 - Feb 2014 |
10.25%
Feb 2009 - Feb 2019 |
9.96%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart