Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANTM (Anthem Inc) | NA | 26.37% | 20.83% | 21.85% | 24.68% | 13.92% | 15.31% | … | … |
Data as of 07/07/2022, Common starting date is 10/31/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANTM (Anthem Inc) | 10/31/2001 | 07/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.78 | 26.37 | 20.83 | 21.85 | 24.68 | 13.92 | 15.31 | … | … | 4.41 | 46.99 | 7.73 | 17.32 | 17.48 | 58.73 | 5.12 | 12.87 | 38.21 | 54.62 | -6.31 | 18.21 | -2.45 | 38.36 | -51.98 | 11.49 | -1.38 | -30.62 | 53.33 | 19.24 | 27.07 | 18.19 |
| Sharpe Ratio | NA | 0.98 | 0.54 | 0.63 | 0.85 | NA | NA | … | … | 0.30 | 1.90 | 0.14 | 0.55 | 0.68 | 3.25 | 0.19 | 0.52 | 1.78 | 2.74 | -0.23 | 0.60 | -0.09 | 0.88 | -0.91 | 0.49 | -0.23 | -0.45 | 1.82 | 0.69 | 0.62 | 5.52 |
| Standard Deviation(%) | NA | 26.70 | 37.98 | 33.38 | 28.90 | NA | NA | … | … | 27.86 | 24.69 | 54.72 | 29.04 | 23.59 | 17.96 | 25.99 | 24.64 | 21.49 | 19.93 | 28.04 | 30.25 | 27.88 | 43.53 | 58.07 | 17.21 | 20.09 | 73.10 | 28.75 | 26.90 | 41.62 | 32.27 |
| Draw Down(%) | NA | 15.70 | 43.20 | 44.14 | 44.14 | NA | NA | … | … | 15.70 | 15.08 | 43.04 | 25.61 | 16.21 | 7.77 | 19.61 | 24.93 | 10.56 | 7.76 | 27.97 | 30.06 | 30.31 | 34.71 | 67.03 | 12.48 | 15.40 | 51.02 | 23.04 | 20.49 | 26.31 | 11.46 |
| Yield(%) | 0.00 | 1.24 | 1.46 | 1.93 | 4.63 | 2.48 | 4.54 | … | … | 0.55 | 1.42 | 1.26 | 1.25 | 1.33 | 1.88 | 1.87 | 1.99 | 1.93 | 2.46 | 1.70 | 1.73 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/07/2022, Common starting date is 10/31/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANTM (Anthem Inc) |
-23.84%
Feb 2006 – Feb 2009 |
-7.73%
Aug 2005 – Aug 2010 |
4.86%
Jul 2002 – Jul 2012 |
9.91%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANTM (Anthem Inc) |
45.08%
Jul 2012 – Jul 2015 |
35.63%
Nov 2012 – Nov 2017 |
26.02%
Feb 2009 – Feb 2019 |
15.91%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison Chart