Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LABORATORY CORPORATION OF AMERICA HOLDINGS EMPLOYEES` RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -4.36% | -0.70% | 0.40% | 1.59% | 3.26% | 4.69% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LABORATORY CORPORATION OF AMERICA HOLDINGS EMPLOYEES` 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 (%) | -0.39 | -4.36 | -0.70 | 0.40 | 1.59 | 3.26 | 4.69 | … | … | 1.17 | 5.64 | -14.53 | 5.69 | 13.57 | 4.85 | -3.87 | 13.26 | 7.44 | -4.34 | -2.51 | 14.65 | 6.09 | -1.93 | 2.80 | 13.37 | 1.99 | 11.04 | 11.82 | 4.79 | 12.31 | 20.82 | 8.95 | 8.19 |
| Sharpe Ratio | NA | 0.33 | -0.36 | 0.14 | 0.22 | NA | NA | … | … | 0.13 | 0.21 | -1.62 | 0.62 | 1.61 | 0.76 | -0.70 | 2.80 | 1.63 | -0.92 | -0.42 | 2.12 | 1.08 | -0.16 | 0.26 | 1.71 | 0.19 | 0.96 | 1.17 | 0.48 | 1.41 | 3.51 | 1.80 | 1.14 |
| Standard Deviation(%) | NA | 6.83 | 8.54 | 7.93 | 6.82 | NA | NA | … | … | 6.81 | 6.58 | 9.82 | 9.09 | 8.30 | 4.55 | 7.39 | 4.50 | 4.45 | 4.76 | 6.03 | 6.90 | 5.59 | 11.95 | 10.27 | 7.78 | 5.53 | 8.38 | 7.33 | 5.48 | 8.07 | 5.73 | 4.35 | 5.16 |
| Draw Down(%) | NA | 6.62 | 23.78 | 23.78 | 23.78 | NA | NA | … | … | 1.44 | 6.62 | 15.01 | 7.30 | 8.67 | 3.43 | 9.86 | 1.47 | 2.44 | 5.91 | 4.84 | 5.34 | 4.51 | 13.08 | 10.87 | 3.83 | 4.15 | 5.91 | 9.06 | 4.50 | 6.89 | 2.88 | 2.31 | 3.88 |
| Yield(%) | NA | 3.15 | 3.30 | 4.11 | 3.92 | NA | NA | … | … | 0.01 | 3.38 | 2.85 | 3.57 | 7.62 | 3.12 | 2.66 | 8.27 | 3.36 | 2.64 | 1.83 | 4.63 | 4.80 | 2.27 | 3.72 | 4.95 | 4.06 | 3.26 | 5.20 | 4.92 | 5.00 | 3.68 | 7.10 | 7.79 |
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 |
|---|---|---|---|---|
| LABORATORY CORPORATION OF AMERICA HOLDINGS EMPLOYEES` RETIREMENT SAVINGS PLAN Tactical Asset Allocat |
-1.55%
Dec 2020 – Dec 2023 |
-0.19%
Feb 2018 – Feb 2023 |
1.59%
Oct 2013 – Oct 2023 |
3.04%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LABORATORY CORPORATION OF AMERICA HOLDINGS EMPLOYEES` RETIREMENT SAVINGS PLAN Tactical Asset Allocat |
14.36%
Apr 2003 – Apr 2006 |
13.20%
Oct 2002 – Oct 2007 |
10.10%
Apr 2001 – Apr 2011 |
7.45%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart