Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| American Airlines Inc A 401k Capital Accumulation Plan Tactical Asset Allocation Moderate | NA | 8.65% | 3.85% | 5.02% | 4.76% | 8.32% | NA | … | … |
Data as of 10/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| American Airlines Inc A 401k Capital Accumulation Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/18/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.65 | 8.65 | 3.85 | 5.02 | 4.76 | 8.32 | NA | … | … | 2.70 | 6.71 | 9.22 | -6.64 | -1.53 | 13.89 | 7.62 | -1.74 | 3.07 | 24.57 | -3.72 | 15.60 | 18.52 | 12.12 | 13.12 | 16.91 | 2.15 | 1.06 |
| Sharpe Ratio | NA | 1.72 | 0.69 | 0.76 | 0.74 | NA | NA | … | … | 0.52 | 1.21 | 1.98 | -1.35 | -0.28 | 1.98 | 1.67 | -0.20 | 0.32 | 2.48 | -0.91 | 1.14 | 1.66 | 1.66 | 1.54 | 3.10 | 0.32 | -0.38 |
| Standard Deviation(%) | NA | 5.07 | 4.90 | 5.47 | 6.78 | NA | NA | … | … | 5.05 | 5.02 | 4.56 | 4.95 | 5.51 | 6.98 | 4.53 | 8.74 | 9.43 | 9.86 | 5.08 | 11.01 | 9.18 | 5.98 | 7.91 | 5.23 | 3.32 | 3.25 |
| Draw Down(%) | NA | 3.45 | 8.34 | 11.58 | 11.58 | NA | NA | … | … | 0.33 | 3.45 | 3.77 | 8.34 | 6.00 | 4.81 | 4.39 | 9.82 | 9.08 | 4.89 | 7.88 | 8.75 | 12.78 | 5.40 | 9.04 | 2.86 | 4.65 | 3.05 |
| Yield(%) | NA | 0.51 | 2.14 | 3.18 | 3.37 | NA | NA | … | … | 0.00 | 0.52 | 2.99 | 2.94 | 5.72 | 3.81 | 4.67 | 1.44 | 4.12 | 4.32 | 3.35 | 11.00 | 10.49 | 7.22 | 4.27 | 1.18 | 0.86 | 0.83 |
Data as of 10/31/2017, 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 Airlines Inc A 401k Capital Accumulation Plan Tactical Asset Allocation Moderate |
0.12%
Nov 2013 – Nov 2016 |
1.55%
Apr 2011 – Apr 2016 |
4.76%
Oct 2007 – Oct 2017 |
7.33%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| American Airlines Inc A 401k Capital Accumulation Plan Tactical Asset Allocation Moderate |
19.33%
Oct 2004 – Oct 2007 |
15.80%
Oct 2002 – Oct 2007 |
10.52%
Apr 2001 – Apr 2011 |
8.35%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart