Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Equal Weight Moderate | NA | 3.42% | -0.24% | 4.01% | 2.17% | 6.37% | NA | … | … |
Data as of 09/30/2016, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Equal Weight Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.25 | 3.42 | -0.24 | 4.01 | 2.17 | 6.37 | NA | … | … | 2.05 | -4.32 | -1.94 | 5.12 | 11.90 | 2.19 | 16.14 | 16.65 | -29.99 | 6.01 | 13.19 | 13.85 | 12.10 | 32.73 | 7.00 | 3.39 |
| Sharpe Ratio | NA | 0.29 | -0.23 | 0.39 | 0.11 | NA | NA | … | … | 0.30 | -0.58 | -0.37 | 0.98 | 2.26 | 0.21 | 1.82 | 1.33 | -1.65 | 0.39 | 1.70 | 2.30 | 1.92 | 6.62 | 1.03 | 0.19 |
| Standard Deviation(%) | NA | 6.13 | 6.34 | 5.92 | 9.67 | NA | NA | … | … | 6.14 | 7.47 | 5.23 | 5.19 | 5.23 | 10.48 | 8.81 | 12.48 | 18.76 | 7.60 | 5.83 | 5.08 | 5.82 | 4.84 | 5.72 | 5.67 |
| Draw Down(%) | NA | 5.77 | 15.19 | 15.19 | 40.37 | NA | NA | … | … | 5.70 | 8.18 | 7.43 | 6.75 | 5.13 | 11.66 | 7.65 | 11.60 | 39.33 | 8.72 | 7.88 | 4.11 | 7.21 | 2.83 | 9.35 | 6.93 |
| Yield(%) | NA | 2.47 | 3.30 | 3.71 | 4.51 | NA | NA | … | … | 2.49 | 4.21 | 3.22 | 2.76 | 5.83 | 4.14 | 6.92 | 3.36 | 5.57 | 6.53 | 4.89 | 10.51 | 7.33 | 4.76 | 4.11 | 5.89 |
Data as of 09/30/2016, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Equal Weight Mod |
-9.40%
Feb 2006 – Feb 2009 |
-0.53%
Feb 2004 – Feb 2009 |
1.51%
Nov 2006 – Nov 2016 |
5.64%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Equal Weight Mod |
21.48%
Sep 2002 – Sep 2005 |
17.15%
Oct 2002 – Oct 2007 |
8.74%
Sep 2002 – Sep 2012 |
6.36%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart