Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Blue Cross Blue Shield of North Carolina Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 14.39% | 9.24% | 8.43% | 5.61% | 8.11% | 8.15% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Blue Cross Blue Shield of North Carolina Retirement 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 (%) | -0.11 | 14.39 | 9.24 | 8.43 | 5.61 | 8.11 | 8.15 | … | … | -0.89 | 26.06 | -8.67 | 10.87 | 19.53 | 11.89 | -3.13 | 7.01 | 3.92 | -2.73 | 4.08 | 11.25 | 7.67 | 2.17 | 14.05 | 30.95 | -2.52 | 11.00 | 18.93 | 1.86 | 12.02 | 18.61 | 4.19 | 6.98 |
| Sharpe Ratio | NA | 1.93 | 0.59 | 1.00 | 0.72 | NA | NA | … | … | -0.15 | 3.14 | -0.94 | 1.02 | 2.07 | 1.92 | -0.62 | 1.16 | 0.65 | -0.45 | 0.68 | 1.80 | 1.45 | 0.24 | 1.08 | 2.78 | -0.51 | 0.76 | 2.08 | -0.05 | 1.40 | 3.61 | 0.79 | 1.14 |
| Standard Deviation(%) | NA | 6.93 | 9.50 | 8.93 | 7.63 | NA | NA | … | … | 7.65 | 6.95 | 10.74 | 10.68 | 9.34 | 5.45 | 7.14 | 5.51 | 5.75 | 6.09 | 5.99 | 6.24 | 5.26 | 8.73 | 12.96 | 11.10 | 6.73 | 10.57 | 7.52 | 6.81 | 7.91 | 4.96 | 3.90 | 4.09 |
| Draw Down(%) | NA | 4.28 | 15.95 | 15.95 | 15.95 | NA | NA | … | … | 1.94 | 4.57 | 14.36 | 6.37 | 10.46 | 2.76 | 9.27 | 5.23 | 4.14 | 8.51 | 5.02 | 5.80 | 4.33 | 7.88 | 9.07 | 4.59 | 9.28 | 8.26 | 5.99 | 4.95 | 7.14 | 2.58 | 4.42 | 2.77 |
| Yield(%) | NA | 14.90 | 8.94 | 7.58 | 5.76 | NA | NA | … | … | 0.87 | 15.45 | 6.70 | 4.12 | 6.88 | 4.39 | 3.93 | 0.27 | 3.42 | 7.94 | 4.51 | 3.85 | 4.15 | 2.55 | 4.38 | 4.54 | 3.57 | 4.16 | 7.64 | 1.76 | 2.49 | 3.65 | 5.34 | 6.93 |
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 |
|---|---|---|---|---|
| Blue Cross Blue Shield of North Carolina Retirement Savings Plan Tactical Asset Allocation Moderate |
1.68%
Mar 2015 – Mar 2018 |
1.75%
Dec 2013 – Dec 2018 |
4.59%
Apr 2010 – Apr 2020 |
6.30%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Blue Cross Blue Shield of North Carolina Retirement Savings Plan Tactical Asset Allocation Moderate |
16.62%
Feb 2009 – Feb 2012 |
14.33%
Oct 2005 – Oct 2010 |
11.77%
Apr 2001 – Apr 2011 |
9.31%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart