Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| American Express Company Savings Plan Tactical Asset Allocation Moderate | NA | 34.11% | 13.56% | 13.43% | 9.25% | 9.88% | 9.84% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| American Express Company Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -0.10 | 34.11 | 13.56 | 13.43 | 9.25 | 9.88 | 9.84 | … | … | -0.01 | 22.56 | 26.93 | -4.44 | 17.71 | 6.76 | 15.87 | -4.39 | 9.75 | 10.36 | -2.37 | 7.67 | 16.87 | 12.41 | 3.37 | 13.51 | 14.58 | 2.29 | 9.34 | 14.18 | 6.71 | 9.97 | 17.05 | -2.20 | -5.79 |
| Sharpe Ratio | NA | 1.83 | 0.93 | 0.80 | 0.69 | NA | NA | … | … | -0.01 | 1.77 | 2.65 | -0.42 | 1.78 | 0.30 | 1.93 | -0.60 | 1.75 | 1.12 | -0.26 | 1.05 | 2.28 | 1.47 | 0.23 | 1.22 | 1.67 | 5.13 | 0.64 | 1.38 | 0.76 | 1.33 | 2.62 | -0.83 | -1.29 |
| Standard Deviation(%) | NA | 8.97 | 10.80 | 13.51 | 11.16 | NA | NA | … | … | 7.16 | 9.03 | 8.54 | 13.99 | 9.94 | 21.50 | 7.49 | 9.43 | 5.21 | 9.04 | 9.05 | 7.31 | 7.38 | 8.38 | 14.67 | 11.02 | 8.68 | 0.27 | 9.91 | 7.90 | 6.01 | 6.78 | 6.25 | 3.97 | 6.26 |
| Draw Down(%) | NA | 4.33 | 13.22 | 25.62 | 25.62 | NA | NA | … | … | 0.58 | 4.33 | 4.50 | 13.84 | 4.09 | 25.62 | 4.88 | 13.06 | 2.23 | 7.63 | 8.78 | 5.04 | 4.60 | 6.31 | 12.39 | 7.52 | 4.21 | 0.26 | 7.19 | 9.01 | 4.47 | 5.96 | 3.34 | 4.22 | 10.79 |
| Yield(%) | NA | 14.74 | 11.55 | 8.07 | 6.02 | NA | NA | … | … | NA | 9.09 | 13.71 | 7.39 | 3.36 | 2.49 | 3.83 | 8.38 | 2.49 | 1.74 | 2.88 | 4.78 | 6.12 | 2.62 | 2.31 | 2.20 | 2.91 | 2.55 | 5.01 | 3.27 | 2.47 | 2.40 | 2.82 | 3.98 | 2.99 |
Data as of 10/31/2024, 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 Express Company Savings Plan Tactical Asset Allocation Moderate |
-0.55%
Mar 2017 – Mar 2020 |
1.17%
Mar 2015 – Mar 2020 |
5.78%
Mar 2010 – Mar 2020 |
7.08%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| American Express Company Savings Plan Tactical Asset Allocation Moderate |
16.54%
Nov 2021 – Nov 2024 |
14.46%
Nov 2019 – Nov 2024 |
10.77%
Aug 2004 – Aug 2014 |
10.12%
Nov 2009 – Nov 2024 |
Annualized Rolling Returns Comparison Chart