Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CVS Caremark Corporation and Affiliated Companies Tactical Asset Allocation Moderate | NA | 20.86% | -0.15% | 5.64% | 6.11% | 7.86% | 7.81% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 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 (%) | -0.74 | 20.86 | -0.15 | 5.64 | 6.11 | 7.86 | 7.81 | … | … | 0.32 | 7.71 | 15.85 | -19.00 | 12.74 | 11.66 | 21.15 | -4.92 | 11.99 | 11.18 | -2.40 | 6.14 | 19.47 | 13.34 | 4.06 | 12.46 | 16.36 | -11.02 | 10.41 | 12.83 | 9.15 | 14.51 | 17.08 | -4.44 | -2.43 |
| Sharpe Ratio | NA | 0.27 | -0.24 | 0.18 | 0.39 | NA | NA | … | … | 0.04 | 0.11 | 1.28 | -1.32 | 1.09 | 0.59 | 2.81 | -0.62 | 2.20 | 1.12 | -0.27 | 0.74 | 2.44 | 1.47 | 0.25 | 1.03 | 1.77 | -1.51 | 0.81 | 1.23 | 1.10 | 1.79 | 1.95 | -0.78 | -0.67 |
| Standard Deviation(%) | NA | 9.92 | 11.86 | 13.70 | 11.35 | NA | NA | … | … | 7.22 | 10.09 | 9.05 | 15.47 | 11.71 | 19.38 | 7.02 | 10.13 | 5.16 | 9.76 | 8.86 | 8.23 | 7.96 | 9.06 | 15.96 | 12.02 | 9.18 | 7.92 | 9.15 | 7.78 | 6.35 | 7.58 | 8.39 | 7.12 | 7.08 |
| Draw Down(%) | NA | 5.50 | 21.90 | 25.53 | 25.53 | NA | NA | … | … | 0.53 | 5.50 | 8.96 | 23.20 | 6.09 | 25.06 | 3.27 | 15.56 | 2.37 | 7.46 | 9.80 | 6.55 | 5.57 | 6.16 | 14.32 | 9.67 | 4.52 | 15.90 | 6.87 | 8.42 | 4.18 | 6.90 | 6.24 | 9.23 | 9.30 |
| Yield(%) | NA | 2.46 | 4.24 | 4.01 | 3.94 | NA | NA | … | … | NA | 1.53 | 2.32 | 2.37 | 7.45 | 4.02 | 3.78 | 4.36 | 3.34 | 3.97 | 1.81 | 5.78 | 4.05 | 3.20 | 2.61 | 1.94 | 3.93 | 4.74 | 8.09 | 4.01 | 4.93 | 3.15 | 3.03 | 5.48 | 7.81 |
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 |
|---|---|---|---|---|
| CVS Caremark Corporation and Affiliated Companies Tactical Asset Allocation Moderate |
-0.88%
Apr 2021 – Apr 2024 |
2.74%
Mar 2015 – Mar 2020 |
4.75%
Oct 2013 – Oct 2023 |
5.94%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVS Caremark Corporation and Affiliated Companies Tactical Asset Allocation Moderate |
16.49%
Apr 2003 – Apr 2006 |
13.84%
Jun 2009 – Jun 2014 |
10.58%
Mar 2003 – Mar 2013 |
9.67%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart