Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ATT 401k Plan Asset Allocation Composite Moderate | NA | 11.38% | 8.26% | 5.31% | 7.34% | 7.50% | NA | 8.34% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATT 401k Plan Asset Allocation Composite 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 (%) | 0.72 | 11.38 | 8.26 | 5.31 | 7.34 | 7.50 | NA | 8.34 | 19.04 | -4.82 | 13.94 | 5.26 | -2.25 | 5.49 | 16.89 | 12.14 | -0.48 | 9.66 | 17.14 | 0.56 | 4.60 | 10.64 | 5.25 | 10.92 | 20.92 | 6.29 | 6.40 |
| Sharpe Ratio | NA | 2.66 | 1.11 | 0.75 | 0.83 | NA | NA | 0.93 | 2.66 | -0.68 | 3.05 | 0.83 | -0.32 | 0.84 | 2.36 | 1.57 | -0.04 | 1.04 | 1.93 | -0.06 | 0.17 | 1.05 | 0.44 | 1.33 | 2.76 | 1.38 | 0.88 |
| Standard Deviation(%) | NA | 6.63 | 6.97 | 6.85 | 8.17 | NA | NA | 7.64 | 6.63 | 9.06 | 4.37 | 6.08 | 7.18 | 6.53 | 7.15 | 7.71 | 14.03 | 9.18 | 8.82 | 5.90 | 9.27 | 7.02 | 6.94 | 7.50 | 7.32 | 3.75 | 4.65 |
| Draw Down(%) | NA | 3.33 | 11.30 | 11.30 | 13.06 | NA | NA | 13.06 | 3.33 | 11.30 | 1.47 | 3.72 | 8.78 | 4.74 | 4.63 | 6.07 | 13.06 | 7.68 | 4.36 | 5.54 | 5.94 | 6.19 | 4.20 | 6.39 | 3.56 | 2.51 | 3.44 |
| Yield(%) | NA | 2.40 | 2.16 | 2.13 | 2.36 | NA | NA | 2.95 | 2.40 | 2.05 | 2.02 | 2.32 | 1.75 | 2.40 | 1.95 | 2.88 | 2.48 | 3.06 | 3.59 | 3.72 | 2.92 | 2.45 | 2.36 | 2.62 | 3.57 | 5.28 | 6.22 |
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 |
|---|---|---|---|---|
| ATT 401k Plan Asset Allocation Composite Moderate |
2.77%
Dec 2013 - Dec 2016 |
3.31%
Dec 2013 - Dec 2018 |
6.65%
Nov 2006 - Nov 2016 |
6.79%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATT 401k Plan Asset Allocation Composite Moderate |
13.47%
Mar 2003 - Mar 2006 |
11.72%
May 2002 - May 2007 |
9.64%
Apr 2001 - Apr 2011 |
8.71%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart