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 Strategic Asset Allocation – Equal Weight Moderate | NA | 19.64% | 1.51% | 5.49% | 4.69% | 5.11% | 5.11% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Capital Accumulation Plan of The Chubb Corporation Strategic Asset Allocation – Equal Weight 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 (%) | -0.89 | 19.64 | 1.51 | 5.49 | 4.69 | 5.11 | 5.11 | … | … | 0.64 | 7.45 | 13.45 | -14.36 | 2.89 | 14.77 | 17.13 | -7.24 | 15.60 | 1.61 | -1.02 | 1.01 | 12.10 | 8.15 | -2.47 | 7.47 | 20.59 | -17.34 | 7.69 | 9.68 | 7.01 | 11.68 | 21.09 | 1.37 | -0.77 |
| Sharpe Ratio | NA | 0.30 | -0.18 | 0.15 | 0.30 | NA | NA | … | … | 0.09 | 0.11 | 1.27 | -1.17 | 0.30 | 0.81 | 2.16 | -0.92 | 3.23 | 0.16 | -0.12 | 0.16 | 2.28 | 1.90 | -0.28 | 0.96 | 1.97 | -1.59 | 0.75 | 1.16 | 1.01 | 1.66 | 4.02 | 0.04 | -0.38 |
| Standard Deviation(%) | NA | 7.52 | 9.86 | 11.88 | 10.06 | NA | NA | … | … | 6.68 | 7.56 | 7.22 | 13.50 | 9.53 | 17.94 | 7.29 | 9.28 | 4.63 | 8.69 | 8.45 | 6.39 | 5.29 | 4.27 | 9.00 | 7.73 | 10.38 | 11.49 | 6.23 | 5.52 | 4.78 | 6.49 | 5.08 | 6.06 | 8.01 |
| Draw Down(%) | NA | 5.48 | 19.13 | 22.53 | 22.53 | NA | NA | … | … | 0.53 | 5.48 | 6.80 | 19.73 | 6.31 | 21.13 | 4.07 | 14.16 | 2.44 | 7.42 | 9.36 | 5.22 | 3.70 | 3.53 | 10.19 | 7.39 | 10.61 | 24.95 | 4.12 | 6.92 | 3.72 | 6.66 | 3.66 | 9.84 | 11.30 |
| Yield(%) | NA | 4.31 | 3.43 | 2.74 | 2.38 | NA | NA | … | … | NA | 0.55 | 4.76 | 1.27 | 3.98 | 1.67 | 1.82 | 3.90 | 0.25 | 0.94 | 2.58 | 2.21 | 2.85 | 2.01 | 2.13 | 2.33 | 4.50 | 2.95 | 5.46 | 5.07 | 3.54 | 3.56 | 5.22 | 2.24 | 2.93 |
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 |
|---|---|---|---|---|
| Capital Accumulation Plan of The Chubb Corporation Strategic Asset Allocation – Equal Weight Moderat |
-3.67%
Feb 2006 – Feb 2009 |
1.02%
Sep 2017 – Sep 2022 |
3.14%
Oct 2013 – Oct 2023 |
2.86%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Capital Accumulation Plan of The Chubb Corporation Strategic Asset Allocation – Equal Weight Moderat |
14.81%
Mar 2003 – Mar 2006 |
12.53%
Oct 2002 – Oct 2007 |
7.23%
Mar 2003 – Mar 2013 |
6.76%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart