Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CAREFUSION CORPORATION 401K PLAN Tactical Asset Allocation Moderate | NA | 21.60% | -0.12% | 5.45% | 4.15% | 4.94% | 6.07% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAREFUSION CORPORATION 401K 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 (%) | -0.97 | 21.60 | -0.12 | 5.45 | 4.15 | 4.94 | 6.07 | … | … | 0.72 | 8.18 | 12.39 | -20.18 | 10.96 | 16.05 | 9.65 | -4.97 | 6.69 | 4.73 | -0.43 | 0.44 | 14.93 | 5.56 | 0.67 | 8.48 | 19.49 | -2.51 | 11.10 | 11.77 | 6.25 | 13.46 | 20.80 | 7.56 | 8.65 |
| Sharpe Ratio | NA | 0.32 | -0.46 | 0.23 | 0.28 | NA | NA | … | … | 0.07 | 0.17 | 1.07 | -2.11 | 1.16 | 1.74 | 1.58 | -0.84 | 1.02 | 0.91 | -0.09 | 0.07 | 2.19 | 0.98 | 0.07 | 0.78 | 2.23 | -0.55 | 0.86 | 1.16 | 0.76 | 1.77 | 3.43 | 1.41 | 1.17 |
| Standard Deviation(%) | NA | 9.32 | 9.16 | 9.22 | 7.70 | NA | NA | … | … | 9.03 | 9.34 | 7.60 | 10.23 | 9.46 | 9.07 | 5.23 | 7.44 | 5.96 | 4.97 | 5.10 | 6.07 | 6.79 | 5.61 | 8.75 | 10.74 | 8.69 | 6.29 | 9.46 | 7.34 | 5.38 | 7.08 | 5.87 | 4.58 | 5.43 |
| Draw Down(%) | NA | 7.45 | 19.94 | 22.14 | 22.14 | NA | NA | … | … | 0.72 | 7.45 | 7.01 | 20.74 | 6.62 | 10.83 | 3.36 | 11.07 | 5.94 | 2.60 | 4.83 | 6.08 | 4.44 | 5.05 | 8.59 | 9.73 | 4.23 | 7.45 | 6.55 | 7.93 | 3.69 | 6.14 | 3.65 | 2.44 | 4.10 |
| Yield(%) | NA | 4.37 | 5.37 | 4.62 | 4.02 | NA | NA | … | … | NA | 0.85 | 3.99 | 2.79 | 8.77 | 3.68 | 4.19 | 3.79 | 0.42 | 2.77 | 5.75 | 4.09 | 4.02 | 4.32 | 2.00 | 4.14 | 5.58 | 3.66 | 4.53 | 4.61 | 2.97 | 3.95 | 3.64 | 7.51 | 8.82 |
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 |
|---|---|---|---|---|
| CAREFUSION CORPORATION 401K PLAN Tactical Asset Allocation Moderate |
-0.99%
Dec 2021 – Dec 2024 |
0.82%
Nov 2017 – Nov 2022 |
2.34%
Oct 2013 – Oct 2023 |
4.02%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAREFUSION CORPORATION 401K PLAN Tactical Asset Allocation Moderate |
14.56%
Jan 2003 – Jan 2006 |
13.76%
Oct 2002 – Oct 2007 |
11.06%
Apr 2001 – Apr 2011 |
8.41%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart