Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CAPITAL ACCUMULATION PLAN OF THE CHUBB CORPORATION Strategic Asset Allocation – Optimal Moderate | NA | 20.70% | 2.10% | 6.21% | 5.25% | 6.07% | 5.40% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAPITAL ACCUMULATION PLAN OF THE CHUBB CORPORATION 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 (%) | -0.91 | 20.70 | 2.10 | 6.21 | 5.25 | 6.07 | 5.40 | … | … | 0.78 | 8.97 | 15.07 | -15.06 | 4.55 | 15.36 | 16.67 | -6.14 | 13.21 | 2.01 | 0.93 | 2.11 | 14.16 | 10.14 | -5.50 | 12.58 | 27.92 | -27.00 | 9.47 | 7.06 | 8.09 | 10.90 | 23.71 | -11.26 | 4.85 |
| Sharpe Ratio | NA | 0.50 | -0.10 | 0.23 | 0.36 | NA | NA | … | … | 0.10 | 0.31 | 1.49 | -1.22 | 0.51 | 0.86 | 2.11 | -0.83 | 2.90 | 0.21 | 0.11 | 0.33 | 2.04 | 1.22 | -0.36 | 1.04 | 1.53 | -1.19 | 0.64 | 0.43 | 0.76 | 1.05 | 2.13 | -0.83 | 0.17 |
| Standard Deviation(%) | NA | 7.59 | 9.90 | 11.72 | 9.88 | NA | NA | … | … | 7.54 | 7.61 | 7.26 | 13.52 | 8.87 | 17.68 | 7.22 | 8.94 | 4.33 | 8.58 | 8.27 | 6.43 | 6.91 | 8.27 | 15.39 | 12.04 | 18.18 | 23.48 | 10.08 | 8.77 | 7.78 | 9.47 | 10.80 | 14.85 | 14.91 |
| Draw Down(%) | NA | 5.33 | 19.18 | 22.77 | 22.77 | NA | NA | … | … | 0.57 | 5.33 | 6.34 | 20.11 | 5.62 | 20.19 | 3.89 | 13.13 | 2.29 | 7.70 | 7.81 | 5.00 | 5.23 | 7.36 | 16.83 | 9.12 | 15.35 | 37.39 | 6.19 | 8.91 | 4.71 | 8.34 | 7.44 | 20.25 | 15.89 |
| Yield(%) | NA | 4.43 | 3.52 | 2.91 | 2.46 | NA | NA | … | … | NA | 0.57 | 4.98 | 1.32 | 4.09 | 1.85 | 2.17 | 3.54 | 0.27 | 0.70 | 2.83 | 2.55 | 1.83 | 0.96 | 0.61 | 1.25 | 0.40 | 1.97 | 4.25 | 3.79 | 2.84 | 1.08 | 0.38 | 0.42 | 0.93 |
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 |
|---|---|---|---|---|
| CAPITAL ACCUMULATION PLAN OF THE CHUBB CORPORATION Strategic Asset Allocation – Optimal Moderate |
-8.97%
Feb 2006 – Feb 2009 |
-1.80%
Feb 2004 – Feb 2009 |
3.31%
Feb 2006 – Feb 2016 |
3.01%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAPITAL ACCUMULATION PLAN OF THE CHUBB CORPORATION Strategic Asset Allocation – Optimal Moderate |
16.86%
Mar 2003 – Mar 2006 |
13.45%
Feb 2009 – Feb 2014 |
8.40%
Feb 2009 – Feb 2019 |
7.60%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart