Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WellPoint 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 22.60% | 3.38% | 8.85% | 5.93% | 7.05% | 9.25% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WellPoint 401(k) Retirement Savings 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 (%) | -1.19 | 22.60 | 3.38 | 8.85 | 5.93 | 7.05 | 9.25 | … | … | 0.72 | 7.96 | 15.07 | -11.12 | 4.62 | 25.81 | 17.15 | -11.47 | 11.63 | 2.82 | 0.00 | 2.67 | 12.41 | 13.60 | 2.88 | 11.38 | 21.13 | 3.23 | 20.26 | 18.53 | 13.94 | 18.28 | 21.01 | -0.31 | 0.94 |
| Sharpe Ratio | NA | 0.26 | 0.02 | 0.42 | 0.38 | NA | NA | … | … | 0.05 | 0.13 | 1.21 | -0.98 | 0.43 | 1.41 | 2.32 | -1.07 | 2.10 | 0.29 | 0.00 | 0.32 | 1.67 | 1.72 | 0.20 | 1.07 | 2.12 | 0.34 | 1.34 | 1.57 | 1.79 | 1.93 | 3.18 | -0.27 | -0.21 |
| Standard Deviation(%) | NA | 10.21 | 10.80 | 12.62 | 10.87 | NA | NA | … | … | 13.13 | 10.31 | 8.92 | 12.77 | 10.79 | 18.08 | 6.80 | 11.97 | 5.25 | 8.94 | 9.53 | 8.37 | 7.43 | 7.89 | 14.24 | 10.54 | 9.91 | 6.74 | 12.86 | 9.70 | 6.59 | 8.96 | 6.38 | 5.20 | 6.61 |
| Draw Down(%) | NA | 6.19 | 16.30 | 21.35 | 21.65 | NA | NA | … | … | 1.10 | 6.19 | 8.30 | 17.47 | 7.15 | 21.35 | 3.70 | 20.64 | 2.95 | 8.41 | 10.30 | 5.92 | 5.18 | 5.84 | 11.62 | 8.98 | 5.08 | 7.77 | 10.00 | 13.12 | 5.44 | 9.98 | 4.33 | 7.02 | 7.02 |
| Yield(%) | NA | 5.03 | 5.04 | 4.73 | 4.68 | NA | NA | … | … | NA | 1.19 | 5.27 | 3.57 | 5.41 | 4.69 | 5.43 | 3.63 | 1.86 | 2.92 | 8.97 | 4.65 | 4.70 | 5.62 | 2.32 | 6.65 | 6.11 | 5.02 | 5.03 | 3.10 | 3.42 | 3.57 | 4.09 | 5.88 | 7.65 |
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 |
|---|---|---|---|---|
| WellPoint 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate |
-0.22%
Mar 2017 – Mar 2020 |
0.24%
Mar 2015 – Mar 2020 |
4.26%
Mar 2010 – Mar 2020 |
6.29%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WellPoint 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate |
22.33%
Oct 2004 – Oct 2007 |
19.25%
Feb 2003 – Feb 2008 |
14.44%
Jan 2003 – Jan 2013 |
11.79%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart