Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Continental Airlines Pilots Plans Master Trust Tactical Asset Allocation Moderate | NA | 7.34% | 7.69% | 4.71% | 5.74% | 6.60% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Continental Airlines Pilots Plans Master Trust Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.70 | 7.34 | 7.69 | 4.71 | 5.74 | 6.60 | NA | … | … | 10.50 | 0.41 | 12.13 | 3.35 | -1.81 | 2.41 | 14.06 | 6.23 | 1.42 | 7.64 | 14.92 | 0.37 | 11.99 | 9.01 | 4.93 | 6.54 | 16.29 | 3.66 | 6.33 |
| Sharpe Ratio | NA | 2.08 | 1.11 | 0.73 | 0.85 | NA | NA | … | … | 2.08 | -0.12 | 2.32 | 0.58 | -0.36 | 0.41 | 2.15 | 1.36 | 0.21 | 0.91 | 2.23 | -0.15 | 0.96 | 0.77 | 0.56 | 0.90 | 3.09 | 0.65 | 1.00 |
| Standard Deviation(%) | NA | 4.37 | 5.76 | 5.58 | 6.03 | NA | NA | … | … | 4.37 | 7.47 | 4.97 | 5.42 | 5.14 | 5.86 | 6.51 | 4.55 | 6.46 | 8.30 | 6.65 | 3.80 | 9.38 | 7.39 | 4.95 | 6.19 | 5.04 | 3.94 | 4.01 |
| Draw Down(%) | NA | 2.72 | 7.19 | 9.48 | 9.48 | NA | NA | … | … | 2.72 | 7.19 | 2.22 | 4.78 | 6.16 | 4.92 | 5.27 | 4.37 | 6.04 | 7.16 | 3.02 | 2.92 | 6.22 | 9.03 | 3.14 | 6.33 | 4.08 | 3.98 | 2.62 |
| Yield(%) | NA | 4.87 | 2.77 | 4.75 | 4.77 | NA | NA | … | … | 4.87 | 3.09 | 0.34 | 7.82 | 7.53 | 3.68 | 7.07 | 5.27 | 2.40 | 5.01 | 4.24 | 2.87 | 4.85 | 3.11 | 2.78 | 3.38 | 2.90 | 5.02 | 6.29 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| Continental Airlines Pilots Plans Master Trust Tactical Asset Allocation Moderate |
1.28%
Feb 2014 – Feb 2017 |
2.94%
Apr 2011 – Apr 2016 |
5.49%
Nov 2009 – Nov 2019 |
6.12%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Continental Airlines Pilots Plans Master Trust Tactical Asset Allocation Moderate |
10.76%
Oct 2004 – Oct 2007 |
10.43%
Oct 2002 – Oct 2007 |
8.58%
Apr 2001 – Apr 2011 |
7.43%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart