Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Covance 401(k) Savings Plan Tactical Asset Allocation Moderate | NA | -0.98% | -2.05% | 2.43% | 2.75% | 4.82% | 5.46% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Covance 401(k) Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | -0.98 | -2.05 | 2.43 | 2.75 | 4.82 | 5.46 | … | … | 0.78 | 10.00 | -20.08 | 4.92 | 16.69 | 20.94 | -8.10 | 10.91 | 5.97 | -4.00 | 3.49 | 14.28 | 7.61 | -3.91 | 7.86 | 21.58 | -3.90 | 10.21 | 14.01 | 4.89 | 9.28 | 18.03 | 1.84 | 4.88 |
| Sharpe Ratio | NA | 0.36 | -0.45 | 0.33 | 0.33 | NA | NA | … | … | 0.06 | 0.74 | -2.20 | 0.52 | 1.28 | 2.95 | -1.16 | 1.88 | 1.29 | -0.72 | 0.59 | 2.16 | 1.26 | -0.47 | 0.70 | 2.45 | -1.11 | 0.81 | 1.45 | 0.45 | 1.13 | 3.48 | 0.18 | 0.54 |
| Standard Deviation(%) | NA | 7.82 | 8.94 | 9.54 | 7.99 | NA | NA | … | … | 7.94 | 7.78 | 9.76 | 9.37 | 12.89 | 6.63 | 8.13 | 5.48 | 4.46 | 5.60 | 5.84 | 6.59 | 6.01 | 8.32 | 11.09 | 8.77 | 4.36 | 8.90 | 7.39 | 6.01 | 7.36 | 4.98 | 4.09 | 4.78 |
| Draw Down(%) | NA | 6.05 | 24.28 | 24.28 | 24.28 | NA | NA | … | … | 2.17 | 6.05 | 20.85 | 6.62 | 18.22 | 3.39 | 14.53 | 3.81 | 3.69 | 8.05 | 5.60 | 5.16 | 5.92 | 9.62 | 10.07 | 4.58 | 7.26 | 5.98 | 8.33 | 4.47 | 6.38 | 3.19 | 4.78 | 4.48 |
| Yield(%) | NA | 3.02 | 2.83 | 3.32 | 2.95 | NA | NA | … | … | 0.01 | 3.22 | 2.59 | 2.64 | 4.46 | 3.84 | 1.50 | 0.31 | 3.80 | 4.21 | 3.14 | 2.59 | 3.88 | 2.49 | 3.39 | 4.58 | 2.45 | 3.35 | 3.19 | 2.82 | 2.84 | 3.86 | 2.98 | 4.52 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Covance 401(k) Savings Plan Tactical Asset Allocation Moderate |
-2.66%
Dec 2020 – Dec 2023 |
1.42%
Dec 2013 – Dec 2018 |
2.75%
Oct 2013 – Oct 2023 |
4.30%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Covance 401(k) Savings Plan Tactical Asset Allocation Moderate |
13.98%
Dec 2018 – Dec 2021 |
12.11%
Oct 2002 – Oct 2007 |
8.96%
Apr 2001 – Apr 2011 |
7.81%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart