Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATT Savings Master Trust Strategic Asset Allocation – Optimal Moderate | NA | 26.48% | 3.18% | 8.02% | 4.60% | 6.66% | 5.82% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATT Savings Master Trust 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 (%) | -1.04 | 26.48 | 3.18 | 8.02 | 4.60 | 6.66 | 5.82 | … | … | 0.21 | 11.59 | 12.95 | -14.02 | 6.98 | 21.91 | 20.17 | -22.27 | 9.95 | 4.85 | 1.24 | 6.54 | 15.80 | 12.54 | 0.20 | 15.70 | 21.69 | -26.40 | 11.05 | 8.60 | 8.65 | 11.03 | 22.64 | -5.73 | 6.63 |
| Sharpe Ratio | NA | 0.66 | -0.08 | 0.36 | 0.23 | NA | NA | … | … | 0.02 | 0.54 | 1.06 | -1.12 | 0.74 | 1.10 | 2.59 | -1.04 | 2.25 | 0.57 | 0.15 | 0.99 | 2.42 | 1.68 | 0.01 | 1.32 | 1.20 | -1.23 | 0.84 | 0.72 | 1.06 | 1.42 | 2.53 | -0.65 | 0.41 |
| Standard Deviation(%) | NA | 9.10 | 10.68 | 12.81 | 12.39 | NA | NA | … | … | 7.64 | 9.18 | 8.23 | 13.76 | 9.40 | 19.71 | 7.23 | 22.68 | 4.14 | 8.14 | 8.09 | 6.57 | 6.53 | 7.44 | 14.43 | 11.83 | 18.00 | 22.14 | 9.54 | 7.45 | 6.13 | 7.10 | 8.67 | 10.48 | 10.44 |
| Draw Down(%) | NA | 5.06 | 20.87 | 22.71 | 28.09 | NA | NA | … | … | 0.67 | 5.06 | 7.59 | 21.37 | 6.82 | 22.71 | 3.26 | 28.09 | 1.71 | 7.61 | 6.51 | 4.95 | 5.40 | 6.23 | 13.44 | 8.93 | 18.65 | 36.53 | 5.98 | 7.61 | 3.66 | 6.14 | 8.33 | 16.33 | 11.83 |
| Yield(%) | NA | 3.54 | 3.78 | 3.86 | 3.77 | NA | NA | … | … | NA | 0.64 | 3.33 | 2.07 | 5.51 | 5.09 | 3.15 | 4.40 | 0.51 | 3.11 | 5.14 | 5.49 | 3.65 | 3.97 | 3.13 | 3.65 | 2.38 | 4.19 | 5.64 | 4.60 | 4.79 | 3.63 | 2.18 | 2.47 | 3.02 |
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 |
|---|---|---|---|---|
| ATT Savings Master Trust Strategic Asset Allocation – Optimal Moderate |
-8.68%
Feb 2006 – Feb 2009 |
-1.98%
Feb 2004 – Feb 2009 |
3.05%
Oct 2013 – Oct 2023 |
3.37%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATT Savings Master Trust Strategic Asset Allocation – Optimal Moderate |
19.61%
Feb 2009 – Feb 2012 |
16.38%
Feb 2009 – Feb 2014 |
8.52%
Mar 2003 – Mar 2013 |
8.17%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart