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 – Optimal Moderate | NA | 32.77% | 12.51% | 12.29% | 8.29% | 8.49% | 7.11% | … | … |
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 – Optimal 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 (%) | -0.23 | 32.77 | 12.51 | 12.29 | 8.29 | 8.49 | 7.11 | … | … | 0.17 | 20.83 | 24.74 | -3.89 | 12.86 | 8.55 | 13.61 | -5.00 | 10.12 | 7.95 | -1.18 | 3.42 | 16.95 | 10.55 | -1.39 | 11.37 | 23.17 | -26.59 | 6.60 | 12.72 | 6.12 | 9.51 | 20.26 | -10.71 | -6.34 |
| Sharpe Ratio | NA | 1.94 | 0.92 | 0.78 | 0.66 | NA | NA | … | … | 0.02 | 1.85 | 2.48 | -0.41 | 1.53 | 0.41 | 1.61 | -0.70 | 2.00 | 0.86 | -0.14 | 0.50 | 2.36 | 1.23 | -0.10 | 0.95 | 1.34 | -1.16 | 0.37 | 1.47 | 0.70 | 1.39 | 2.16 | -0.87 | -0.77 |
| Standard Deviation(%) | NA | 7.64 | 9.87 | 12.49 | 10.47 | NA | NA | … | … | 6.07 | 7.69 | 8.26 | 12.84 | 8.42 | 20.38 | 7.60 | 9.02 | 4.75 | 8.96 | 8.75 | 6.78 | 7.15 | 8.51 | 14.88 | 11.88 | 17.28 | 23.82 | 9.75 | 6.42 | 5.66 | 6.16 | 9.07 | 13.55 | 11.17 |
| Draw Down(%) | NA | 4.04 | 12.76 | 23.81 | 23.81 | NA | NA | … | … | 0.45 | 4.04 | 4.66 | 12.99 | 4.27 | 23.81 | 4.97 | 11.83 | 1.60 | 7.59 | 8.44 | 5.42 | 4.75 | 7.29 | 14.24 | 9.27 | 15.88 | 35.41 | 6.30 | 6.32 | 3.96 | 4.16 | 8.29 | 18.91 | 18.35 |
| Yield(%) | NA | 15.17 | 9.62 | 6.37 | 4.74 | NA | NA | … | … | NA | 4.70 | 14.02 | 7.80 | 1.51 | 1.21 | 1.91 | 6.38 | 0.81 | 1.92 | 2.81 | 3.81 | 5.03 | 1.85 | 1.68 | 1.75 | 2.00 | 1.77 | 5.22 | 2.59 | 2.37 | 2.40 | 2.47 | 2.21 | 2.22 |
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 – Optimal Moderate |
-8.23%
Feb 2006 – Feb 2009 |
-2.06%
Feb 2004 – Feb 2009 |
3.99%
Feb 2006 – Feb 2016 |
3.95%
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 – Optimal Moderate |
16.88%
Feb 2009 – Feb 2012 |
14.34%
Feb 2009 – Feb 2014 |
9.21%
Feb 2009 – Feb 2019 |
9.43%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart