Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CNA SAVINGS AND CAPITAL ACCUMULATION PLAN Strategic Asset Allocation – Optimal Moderate | NA | 24.65% | 0.41% | 6.33% | 6.23% | 7.17% | 7.24% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNA SAVINGS AND CAPITAL ACCUMULATION 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 (%) | -0.99 | 24.65 | 0.41 | 6.33 | 6.23 | 7.17 | 7.24 | … | … | 0.35 | 7.34 | 11.59 | -17.61 | 5.19 | 22.68 | 19.58 | -6.17 | 16.24 | 5.80 | 0.97 | 3.84 | 11.63 | 14.63 | -2.82 | 14.33 | 32.19 | -24.20 | 12.44 | 12.59 | 10.33 | 13.77 | 24.74 | -5.47 | 0.16 |
| Sharpe Ratio | NA | 0.21 | -0.33 | 0.19 | 0.40 | NA | NA | … | … | 0.03 | 0.08 | 0.82 | -1.27 | 0.53 | 1.24 | 2.52 | -0.77 | 3.43 | 0.63 | 0.11 | 0.57 | 1.58 | 1.74 | -0.18 | 1.19 | 1.81 | -1.08 | 0.92 | 1.15 | 1.35 | 1.79 | 3.15 | -0.62 | -0.22 |
| Standard Deviation(%) | NA | 9.73 | 11.56 | 12.86 | 10.72 | NA | NA | … | … | 8.58 | 9.77 | 8.93 | 14.99 | 9.79 | 18.14 | 7.21 | 9.74 | 4.55 | 8.88 | 8.82 | 6.71 | 7.37 | 8.37 | 15.78 | 11.97 | 17.78 | 23.22 | 10.31 | 8.14 | 6.02 | 7.15 | 7.63 | 10.58 | 9.85 |
| Draw Down(%) | NA | 6.75 | 23.71 | 25.34 | 25.34 | NA | NA | … | … | 0.77 | 6.74 | 9.85 | 24.14 | 6.66 | 21.16 | 3.66 | 13.70 | 1.49 | 7.71 | 10.02 | 5.79 | 7.47 | 6.60 | 17.05 | 9.57 | 17.06 | 36.42 | 6.81 | 9.70 | 4.29 | 7.65 | 7.28 | 18.20 | 14.55 |
| Yield(%) | NA | 4.36 | 5.19 | 4.59 | 4.08 | NA | NA | … | … | NA | 0.93 | 4.03 | 4.87 | 5.33 | 4.61 | 2.80 | 3.63 | 0.47 | 2.93 | 6.76 | 4.34 | 3.19 | 3.93 | 2.48 | 3.95 | 3.82 | 5.49 | 7.99 | 5.35 | 3.71 | 3.38 | 3.00 | 3.94 | 4.49 |
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 |
|---|---|---|---|---|
| CNA SAVINGS AND CAPITAL ACCUMULATION PLAN Strategic Asset Allocation – Optimal Moderate |
-5.90%
Feb 2006 – Feb 2009 |
0.76%
Feb 2004 – Feb 2009 |
4.50%
Oct 2013 – Oct 2023 |
4.84%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNA SAVINGS AND CAPITAL ACCUMULATION PLAN Strategic Asset Allocation – Optimal Moderate |
20.93%
Feb 2009 – Feb 2012 |
15.98%
Feb 2009 – Feb 2014 |
10.54%
Feb 2009 – Feb 2019 |
9.40%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart