Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 401k Plan and the Employee Stock Ownership Plan of CVS Caremark Corporation and Affiliated Companies Tactical Asset Allocation Moderate | NA | 35.41% | 14.68% | 16.00% | 11.30% | 11.09% | 10.69% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 401k Plan and the Employee Stock Ownership Plan of CVS Caremark Corporation and Affiliated Companies 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 (%) | -0.57 | 35.41 | 14.68 | 16.00 | 11.30 | 11.09 | 10.69 | … | … | 0.96 | 25.63 | 26.61 | -1.32 | 8.95 | 22.21 | 19.55 | -2.23 | 8.68 | 11.41 | -0.15 | 5.37 | 18.47 | 10.31 | 1.94 | 16.83 | 14.63 | 2.73 | 9.51 | 10.91 | 6.41 | 13.39 | 23.12 | 3.44 | -1.32 |
| Sharpe Ratio | NA | 2.24 | 1.23 | 1.02 | 0.88 | NA | NA | … | … | 0.08 | 2.07 | 2.64 | -0.20 | 0.76 | 1.12 | 2.15 | -0.31 | 1.47 | 1.23 | -0.02 | 0.66 | 2.39 | 1.34 | 0.13 | 1.36 | 1.66 | 11.11 | 0.74 | 1.00 | 0.65 | 1.55 | 3.07 | 0.67 | -0.68 |
| Standard Deviation(%) | NA | 9.19 | 10.61 | 13.14 | 11.22 | NA | NA | … | … | 11.67 | 9.22 | 8.46 | 13.43 | 11.73 | 19.67 | 8.44 | 11.28 | 5.48 | 9.14 | 9.23 | 8.12 | 7.72 | 7.64 | 14.97 | 12.30 | 8.75 | 0.16 | 8.81 | 7.66 | 6.51 | 8.05 | 7.30 | 3.48 | 5.35 |
| Draw Down(%) | NA | 5.27 | 10.29 | 21.18 | 21.18 | NA | NA | … | … | 0.83 | 5.27 | 4.48 | 10.88 | 7.01 | 21.18 | 3.56 | 14.42 | 3.14 | 8.08 | 8.18 | 6.03 | 4.83 | 5.73 | 13.38 | 9.23 | 4.55 | 0.00 | 6.85 | 8.46 | 4.59 | 7.43 | 3.54 | 2.71 | 6.67 |
| Yield(%) | NA | 17.92 | 14.00 | 9.51 | 6.91 | NA | NA | … | … | NA | 9.60 | 17.15 | 8.61 | 6.49 | 2.70 | 5.87 | 3.71 | 2.16 | 3.26 | 5.92 | 4.07 | 1.71 | 3.24 | 2.10 | 2.28 | 3.72 | 2.55 | 5.96 | 5.81 | 4.02 | 2.31 | 3.33 | 5.17 | 4.35 |
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 |
|---|---|---|---|---|
| 401k Plan and the Employee Stock Ownership Plan of CVS Caremark Corporation and Affiliated Companies |
4.19%
Oct 2013 – Oct 2016 |
4.45%
Mar 2015 – Mar 2020 |
7.33%
Mar 2010 – Mar 2020 |
8.17%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 401k Plan and the Employee Stock Ownership Plan of CVS Caremark Corporation and Affiliated Companies |
18.00%
Nov 2021 – Nov 2024 |
16.97%
Nov 2019 – Nov 2024 |
11.80%
Nov 2014 – Nov 2024 |
11.37%
Nov 2009 – Nov 2024 |
Annualized Rolling Returns Comparison Chart