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 Strategic Asset Allocation – Equal Weight Moderate | NA | 31.38% | 11.68% | 12.32% | 8.07% | 7.93% | 7.08% | … | … |
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 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 | 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 (%) | -0.31 | 31.38 | 11.68 | 12.32 | 8.07 | 7.93 | 7.08 | … | … | 0.27 | 19.44 | 23.88 | -4.42 | 11.47 | 11.76 | 14.55 | -6.90 | 11.79 | 6.52 | -1.33 | 2.06 | 14.66 | 10.48 | -2.31 | 9.84 | 22.11 | -22.29 | 9.00 | 12.06 | 6.82 | 9.74 | 22.40 | -10.12 | -7.07 |
| Sharpe Ratio | NA | 1.85 | 0.86 | 0.80 | 0.65 | NA | NA | … | … | 0.04 | 1.74 | 2.53 | -0.45 | 1.35 | 0.60 | 1.77 | -0.87 | 2.31 | 0.69 | -0.15 | 0.30 | 2.16 | 1.34 | -0.17 | 0.92 | 1.43 | -1.12 | 0.68 | 1.31 | 0.92 | 1.27 | 2.40 | -0.87 | -0.87 |
| Standard Deviation(%) | NA | 7.33 | 9.69 | 12.02 | 10.27 | NA | NA | … | … | 5.39 | 7.38 | 7.76 | 12.92 | 8.49 | 19.19 | 7.44 | 9.49 | 4.84 | 9.14 | 9.04 | 6.80 | 6.76 | 7.76 | 13.55 | 10.57 | 15.36 | 20.69 | 8.85 | 6.72 | 5.04 | 6.92 | 9.03 | 12.91 | 10.78 |
| Draw Down(%) | NA | 3.96 | 13.97 | 24.23 | 24.23 | NA | NA | … | … | 0.37 | 3.96 | 4.45 | 14.01 | 4.18 | 24.23 | 4.95 | 13.47 | 1.49 | 7.64 | 9.44 | 6.10 | 5.04 | 6.75 | 13.34 | 8.44 | 14.29 | 31.15 | 5.76 | 7.32 | 3.61 | 5.29 | 8.55 | 18.29 | 18.56 |
| Yield(%) | NA | 14.88 | 9.45 | 6.45 | 4.68 | NA | NA | … | … | NA | 4.59 | 13.92 | 7.29 | 1.78 | 1.61 | 2.38 | 5.65 | 0.76 | 2.21 | 2.70 | 3.57 | 4.05 | 2.33 | 2.02 | 2.07 | 2.37 | 2.12 | 4.30 | 2.99 | 2.46 | 2.36 | 2.64 | 2.27 | 2.35 |
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 Strategic Asset Allocation – Equal Weight Moderate |
-5.73%
Feb 2006 – Feb 2009 |
-0.34%
Feb 2004 – Feb 2009 |
3.59%
Mar 2010 – Mar 2020 |
3.96%
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 Strategic Asset Allocation – Equal Weight Moderate |
15.48%
Mar 2003 – Mar 2006 |
12.95%
Feb 2009 – Feb 2014 |
8.39%
Nov 2014 – Nov 2024 |
8.82%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart