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 Strategic Asset Allocation – Optimal Moderate | NA | 27.81% | 2.35% | 7.26% | 6.88% | 7.59% | 7.21% | … | … |
Data as of 10/31/2024, 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 Strategic Asset Allocation – Optimal 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 (%) | -1.04 | 27.81 | 2.35 | 7.26 | 6.88 | 7.59 | 7.21 | … | … | 0.56 | 13.11 | 12.41 | -14.81 | 6.84 | 21.02 | 18.20 | -7.23 | 13.41 | 8.39 | 1.05 | 3.40 | 16.75 | 11.01 | -1.79 | 12.97 | 23.84 | -22.07 | 11.46 | 11.03 | 10.02 | 14.28 | 24.85 | -4.61 | 2.23 |
| Sharpe Ratio | NA | 0.91 | -0.05 | 0.38 | 0.51 | NA | NA | … | … | 0.06 | 0.78 | 0.97 | -1.19 | 0.75 | 1.16 | 2.31 | -0.90 | 2.88 | 1.02 | 0.13 | 0.55 | 2.30 | 1.51 | -0.13 | 1.19 | 1.53 | -1.15 | 1.00 | 0.99 | 1.25 | 1.68 | 3.22 | -0.61 | -0.01 |
| Standard Deviation(%) | NA | 8.38 | 10.43 | 12.09 | 10.10 | NA | NA | … | … | 8.22 | 8.40 | 8.43 | 13.58 | 9.11 | 17.88 | 7.26 | 9.51 | 4.44 | 8.04 | 7.96 | 6.18 | 7.27 | 7.25 | 14.49 | 10.86 | 15.57 | 20.07 | 8.51 | 7.86 | 6.30 | 7.94 | 7.51 | 9.35 | 9.88 |
| Draw Down(%) | NA | 4.83 | 19.94 | 23.88 | 23.88 | NA | NA | … | … | 0.66 | 4.83 | 7.61 | 21.15 | 6.03 | 20.20 | 3.10 | 14.30 | 1.79 | 6.31 | 7.06 | 4.86 | 6.37 | 5.88 | 15.66 | 8.34 | 15.28 | 33.14 | 5.63 | 8.33 | 4.56 | 6.41 | 6.19 | 14.37 | 14.91 |
| Yield(%) | NA | 3.81 | 4.03 | 5.14 | 4.66 | NA | NA | … | … | NA | 1.02 | 3.24 | 3.92 | 4.18 | 10.48 | 2.58 | 4.42 | 4.81 | 4.90 | 4.13 | 2.82 | 4.49 | 3.90 | 2.15 | 4.22 | 3.10 | 4.19 | 5.58 | 3.80 | 6.55 | 6.66 | 2.46 | 3.21 | 2.93 |
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 |
|---|---|---|---|---|
| LABORATORY CORPORATION OF AMERICA HOLDINGS EMPLOYEES` RETIREMENT SAVINGS PLAN Strategic Asset Alloca |
-5.55%
Feb 2006 – Feb 2009 |
1.01%
Feb 2004 – Feb 2009 |
4.84%
Oct 2013 – Oct 2023 |
4.79%
Sep 2007 – Sep 2022 |
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 Strategic Asset Alloca |
19.19%
Mar 2003 – Mar 2006 |
15.03%
Oct 2002 – Oct 2007 |
9.84%
Feb 2009 – Feb 2019 |
9.05%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart