Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BELLSOUTH SAVINGS AND SECURITY PLAN Strategic Asset Allocation – Optimal Moderate | NA | -2.78% | 3.64% | 4.20% | 7.27% | 5.75% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BELLSOUTH SAVINGS AND SECURITY PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| 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 (%) | 0.97 | -2.78 | 3.64 | 4.20 | 7.27 | 5.75 | NA | … | … | -4.24 | 7.27 | 8.52 | 0.21 | 4.74 | 17.52 | 13.21 | 0.73 | 13.50 | 26.30 | -35.10 | 7.73 | 10.81 | 7.77 | 14.92 | 25.21 | -5.91 | 4.45 |
| Sharpe Ratio | NA | -0.70 | 0.40 | 0.37 | 0.77 | NA | NA | … | … | -0.70 | 1.35 | 0.93 | 0.02 | 0.72 | 2.34 | 1.60 | 0.05 | 1.10 | 1.36 | -1.47 | 0.51 | 0.94 | 0.87 | 1.66 | 2.85 | -0.65 | 0.22 |
| Standard Deviation(%) | NA | 7.95 | 7.47 | 7.51 | 10.65 | NA | NA | … | … | 7.95 | 4.93 | 8.93 | 8.44 | 6.59 | 7.48 | 8.21 | 14.42 | 12.15 | 19.32 | 24.47 | 9.31 | 7.99 | 6.45 | 8.39 | 8.59 | 10.77 | 9.57 |
| Draw Down(%) | NA | 10.91 | 10.91 | 11.64 | 19.00 | NA | NA | … | … | 10.91 | 2.16 | 7.59 | 7.98 | 5.46 | 5.35 | 6.85 | 12.64 | 9.14 | 19.00 | 37.92 | 5.77 | 8.07 | 4.46 | 6.66 | 7.80 | 18.84 | 12.82 |
| Yield(%) | NA | 2.86 | 2.55 | 2.90 | 3.14 | NA | NA | … | … | 2.84 | 0.34 | 4.44 | 3.80 | 3.06 | 4.18 | 4.57 | 3.50 | 2.31 | 2.09 | 2.07 | 2.57 | 2.26 | 3.49 | 3.36 | 3.78 | 4.21 | 6.45 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| BELLSOUTH SAVINGS AND SECURITY PLAN Strategic Asset Allocation – Optimal Moderate |
-13.25%
Feb 2006 – Feb 2009 |
-4.29%
Feb 2004 – Feb 2009 |
3.81%
Feb 2006 – Feb 2016 |
5.50%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BELLSOUTH SAVINGS AND SECURITY PLAN Strategic Asset Allocation – Optimal Moderate |
21.06%
Feb 2009 – Feb 2012 |
17.41%
Feb 2009 – Feb 2014 |
7.81%
Mar 2003 – Mar 2013 |
7.53%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart