Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CI (The Cigna Group) | 8.13% | -11.61% | 5.08% | 12.71% | 7.67% | 16.83% | 11.49% | 10.03% |
Data as of 07/18/2025, AR inception is 03/31/1982
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CI (The Cigna Group) | 03/31/1982 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.49 | -11.61 | 5.08 | 12.71 | 7.67 | 16.83 | 11.49 | 10.03 | 8.13 | -6.27 | -7.97 | 46.68 | 12.29 | 1.83 | 7.70 | -6.46 | 52.29 | -8.82 | 42.24 | 17.70 | 63.75 | 27.40 | 14.67 | 4.06 | 109.93 | -68.61 | 22.60 | 17.89 | 37.07 | 42.87 | 43.66 | -54.79 | -28.29 | 66.58 | 4.20 | 34.55 | 26.17 | 32.32 | 62.28 | 1.39 | 7.04 | -4.09 | 49.54 | -31.30 | 26.26 | 7.41 | -20.23 | -14.40 | 44.79 | 1.43 | -1.13 | -15.31 |
| Sharpe Ratio | NA | -0.52 | 0.06 | 0.36 | 0.21 | NA | NA | 0.23 | 0.46 | -0.42 | -0.39 | 1.72 | 0.47 | 0.03 | 0.21 | -0.29 | 3.28 | -0.34 | 1.57 | 0.77 | 3.17 | 1.28 | 0.44 | 0.14 | 1.80 | -0.89 | 0.79 | 0.45 | 1.57 | 1.49 | 1.19 | -0.87 | -0.77 | 1.67 | 0.02 | 1.10 | 0.93 | 1.23 | 2.74 | -0.07 | 0.24 | -0.27 | 1.58 | -1.39 | 1.11 | 0.12 | -0.77 | -0.82 | 1.86 | -0.21 | -0.27 | -0.74 |
| Standard Deviation(%) | NA | 28.25 | 26.53 | 27.98 | 30.10 | NA | NA | 32.56 | 27.52 | 23.82 | 30.26 | 26.42 | 26.06 | 53.46 | 30.14 | 27.44 | 15.80 | 26.52 | 26.96 | 22.88 | 20.09 | 21.49 | 33.23 | 29.03 | 61.05 | 77.74 | 24.66 | 32.52 | 22.20 | 28.05 | 35.94 | 64.56 | 40.62 | 37.41 | 35.08 | 28.18 | 24.04 | 23.17 | 21.28 | 24.14 | 19.86 | 23.95 | 28.75 | 26.42 | 18.33 | 21.30 | 31.79 | 22.76 | 21.18 | 26.11 | 27.06 | 36.44 |
| Draw Down(%) | NA | 27.30 | 28.18 | 28.18 | 42.47 | NA | NA | 84.34 | 12.62 | 27.30 | 26.46 | 10.69 | 27.48 | 41.55 | 27.17 | 27.49 | 5.31 | 20.80 | 24.70 | 16.03 | 13.17 | 19.77 | 24.02 | 22.10 | 42.16 | 84.34 | 19.91 | 33.42 | 8.75 | 18.66 | 27.97 | 67.19 | 45.34 | 27.77 | 34.19 | 21.63 | 22.99 | 18.25 | 10.80 | 19.15 | 16.08 | 22.90 | 26.27 | 44.19 | 11.99 | 16.74 | 40.14 | 33.06 | 12.84 | 40.06 | 21.67 | 43.18 |
| Yield(%) | 0.00 | 1.71 | 1.96 | 2.50 | 1.45 | 4.80 | 3.08 | 9.94 | 1.10 | 1.81 | 1.53 | 1.91 | 1.94 | 0.02 | 0.02 | 0.02 | 0.03 | 0.03 | 0.04 | 0.05 | 0.07 | 0.09 | 0.11 | 0.11 | 0.22 | 0.07 | 0.09 | 0.09 | 0.12 | 0.71 | 3.11 | 1.43 | 1.74 | 1.58 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/18/2025, AR inception is 03/31/1982
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CI (The Cigna Group) |
-31.33%
Nov 2005 - Nov 2008 |
-10.27%
Oct 1985 - Oct 1990 |
-6.46%
Nov 1998 - Nov 2008 |
4.35%
Nov 1993 - Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CI (The Cigna Group) |
54.49%
Jun 2012 - Jun 2015 |
48.69%
Nov 2008 - Nov 2013 |
33.95%
Nov 2008 - Nov 2018 |
23.24%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart