Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CIGNA 401(k) PLAN Tactical Asset Allocation Moderate | NA | 23.28% | 0.44% | 7.14% | 5.08% | 6.63% | 6.97% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CIGNA 401(k) PLAN Tactical Asset Allocation 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 (%) | -0.65 | 23.28 | 0.44 | 7.14 | 5.08 | 6.63 | 6.97 | … | … | 0.89 | 18.41 | 15.22 | -19.74 | 4.95 | 24.35 | 17.64 | -11.85 | 9.04 | 8.33 | -1.08 | 2.02 | 24.66 | 7.89 | -0.72 | 13.17 | 18.27 | -10.86 | 7.62 | 15.51 | 7.58 | 15.16 | 20.54 | -9.73 | -13.81 |
| Sharpe Ratio | NA | 1.22 | 0.04 | 0.33 | 0.32 | NA | NA | … | … | 0.04 | 1.03 | 1.09 | -1.21 | 0.40 | 1.15 | 1.83 | -0.94 | 1.48 | 0.75 | -0.09 | 0.20 | 2.92 | 0.67 | -0.04 | 1.10 | 1.81 | -1.46 | 0.41 | 1.27 | 0.87 | 1.63 | 2.56 | -1.86 | -1.51 |
| Standard Deviation(%) | NA | 11.57 | 13.43 | 15.07 | 13.08 | NA | NA | … | … | 18.49 | 11.52 | 10.10 | 17.42 | 12.29 | 20.93 | 8.85 | 14.05 | 5.69 | 10.89 | 12.54 | 10.09 | 8.42 | 11.71 | 16.87 | 11.88 | 10.04 | 8.05 | 11.40 | 9.62 | 6.22 | 8.74 | 7.74 | 5.82 | 10.70 |
| Draw Down(%) | NA | 8.45 | 23.88 | 28.44 | 28.44 | NA | NA | … | … | 1.66 | 8.45 | 6.69 | 26.13 | 7.44 | 21.05 | 4.23 | 21.67 | 2.57 | 7.52 | 12.35 | 7.23 | 2.80 | 11.38 | 15.16 | 8.69 | 5.19 | 12.59 | 7.91 | 11.39 | 4.33 | 6.49 | 5.51 | 10.99 | 21.42 |
| Yield(%) | NA | 5.45 | 6.99 | 6.41 | 4.78 | NA | NA | … | … | NA | 1.94 | 4.27 | 2.98 | 11.57 | 8.98 | 3.98 | 2.75 | 4.94 | 2.05 | 2.94 | 2.99 | 6.33 | 2.13 | 2.36 | 2.18 | 1.76 | 0.55 | 6.40 | 4.32 | 2.44 | 1.46 | 0.96 | 0.85 | 1.28 |
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 |
|---|---|---|---|---|
| CIGNA 401(k) PLAN Tactical Asset Allocation Moderate |
-1.81%
Apr 2021 – Apr 2024 |
0.45%
Sep 2017 – Sep 2022 |
3.56%
Oct 2013 – Oct 2023 |
4.26%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIGNA 401(k) PLAN Tactical Asset Allocation Moderate |
19.12%
Apr 2003 – Apr 2006 |
13.82%
Oct 2002 – Oct 2007 |
9.98%
Apr 2003 – Apr 2013 |
9.25%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart