Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WellPoint 401(k) Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 23.13% | 4.49% | 7.66% | 6.05% | 6.26% | 6.43% | 6.84% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WellPoint 401(k) Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.07 | 23.13 | 4.49 | 7.66 | 6.05 | 6.26 | 6.43 | 6.84 | NA | 7.34 | 15.18 | -8.69 | 3.53 | 16.83 | 15.37 | -6.49 | 16.47 | 6.83 | -3.19 | 1.98 | 7.16 | 10.97 | -2.18 | 10.91 | 26.26 | -23.43 | 13.18 | 12.72 | 10.46 | 14.06 | 25.01 | -2.93 | 1.72 |
| Sharpe Ratio | NA | 0.25 | 0.02 | 0.37 | 0.46 | NA | NA | 0.55 | 0.03 | 0.09 | 1.49 | -0.87 | 0.39 | 1.05 | 2.13 | -0.83 | 3.43 | 0.74 | -0.38 | 0.31 | 1.06 | 1.71 | -0.19 | 1.20 | 1.99 | -1.39 | 1.00 | 1.26 | 1.47 | 1.93 | 3.81 | -0.46 | -0.07 |
| Standard Deviation(%) | NA | 7.94 | 9.18 | 10.83 | 9.42 | NA | NA | 9.42 | 6.18 | 8.03 | 7.35 | 11.56 | 9.00 | 15.88 | 6.56 | 9.42 | 4.61 | 8.90 | 8.38 | 6.37 | 6.70 | 6.38 | 11.34 | 9.02 | 13.13 | 17.50 | 10.20 | 7.49 | 5.66 | 6.80 | 6.38 | 8.86 | 8.17 |
| Draw Down(%) | NA | 5.46 | 16.10 | 21.69 | 21.69 | NA | NA | 34.37 | 0.53 | 5.39 | 6.66 | 16.10 | 5.84 | 21.69 | 4.07 | 12.97 | 1.60 | 6.59 | 11.43 | 6.04 | 7.73 | 5.61 | 11.57 | 7.48 | 12.91 | 32.67 | 7.04 | 9.70 | 4.38 | 7.56 | 5.43 | 14.88 | 11.11 |
| Yield(%) | NA | 3.94 | 3.94 | 4.03 | 3.34 | NA | NA | 3.74 | NA | 0.90 | 3.88 | 3.21 | 3.96 | 4.81 | 3.38 | 2.73 | 0.42 | 3.13 | 3.36 | 3.54 | 3.86 | 4.51 | 3.45 | 4.10 | 3.96 | 3.08 | 5.28 | 4.20 | 4.04 | 4.01 | 3.67 | 4.19 | 4.38 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WellPoint 401(k) Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-4.81%
Feb 2006 - Feb 2009 |
1.68%
Feb 2004 - Feb 2009 |
3.68%
Mar 2010 - Mar 2020 |
3.55%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WellPoint 401(k) Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
18.68%
Mar 2003 - Mar 2006 |
16.24%
Oct 2002 - Oct 2007 |
9.31%
Mar 2003 - Mar 2013 |
8.13%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart