Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Capital Accumulation Plan of The Chubb Corporation Tactical Asset Allocation Moderate | NA | 13.64% | 11.47% | 10.28% | 12.91% | 12.60% | NA | … | … |
Data as of 08/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Capital Accumulation Plan of The Chubb Corporation Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| 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 (%) | 1.30 | 13.64 | 11.47 | 10.28 | 12.91 | 12.60 | NA | … | … | -1.71 | 19.74 | 4.53 | 0.03 | 6.40 | 27.23 | 14.37 | -3.33 | 14.36 | 28.68 | 10.27 | 18.93 | 13.25 | 9.77 | 14.25 | 23.79 | -19.15 | 6.83 |
| Sharpe Ratio | NA | -0.17 | 0.58 | 0.53 | 0.82 | NA | NA | … | … | -0.20 | 2.71 | 0.38 | 0.00 | 0.53 | 2.43 | 1.16 | -0.15 | 0.92 | 2.11 | 0.76 | 1.16 | 0.85 | 0.67 | 1.22 | 2.48 | -1.50 | 0.52 |
| Standard Deviation(%) | NA | 13.30 | 11.03 | 11.46 | 13.98 | NA | NA | … | … | 13.97 | 7.05 | 11.24 | 12.48 | 12.08 | 11.21 | 12.30 | 23.06 | 15.47 | 13.56 | 12.28 | 13.72 | 11.78 | 11.30 | 10.93 | 9.32 | 13.51 | 8.65 |
| Draw Down(%) | NA | 12.03 | 12.03 | 13.23 | 21.68 | NA | NA | … | … | 12.03 | 2.80 | 7.59 | 10.95 | 8.21 | 5.66 | 9.28 | 21.68 | 11.64 | 5.43 | 8.49 | 9.99 | 11.56 | 7.12 | 9.48 | 4.20 | 23.52 | 6.22 |
| Yield(%) | NA | 2.28 | 3.29 | 3.60 | 2.75 | NA | NA | … | … | 0.34 | 2.50 | 1.78 | 6.13 | 4.58 | 4.30 | 2.03 | 1.04 | 1.41 | 1.55 | 4.35 | 4.21 | 1.94 | 2.91 | 1.50 | 0.53 | 0.58 | 1.71 |
Data as of 08/31/2018, 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 |
|---|---|---|---|---|
| Capital Accumulation Plan of The Chubb Corporation Tactical Asset Allocation Moderate |
1.46%
Aug 2001 – Aug 2004 |
5.95%
Apr 2011 – Apr 2016 |
10.07%
Sep 2001 – Sep 2011 |
9.97%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Capital Accumulation Plan of The Chubb Corporation Tactical Asset Allocation Moderate |
23.18%
Mar 2008 – Mar 2011 |
18.25%
Apr 2005 – Apr 2010 |
15.15%
Aug 2004 – Aug 2014 |
13.47%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart