Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WHITE MOUNTAINS HOLDING COMPANY, INC. 401(K) SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 15.14% | 2.51% | 7.21% | 5.06% | 6.53% | 8.30% | 9.76% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WHITE MOUNTAINS HOLDING COMPANY, INC. 401(K) SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation 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 (%) | -1.35 | 15.14 | 2.51 | 7.21 | 5.06 | 6.53 | 8.30 | 9.76 | NA | 1.26 | 9.37 | -8.45 | 14.13 | 15.88 | 14.57 | -5.54 | 8.98 | 2.63 | -4.22 | 5.42 | 13.30 | 11.78 | 0.05 | 12.67 | 31.28 | -1.78 | 13.60 | 23.88 | 4.69 | 15.79 | 41.78 | 7.05 | 5.03 |
| Sharpe Ratio | NA | -0.32 | -0.29 | 0.35 | 0.34 | NA | NA | 0.97 | 0.04 | -0.49 | 0.60 | -1.09 | 1.49 | 1.33 | 2.45 | -0.84 | 1.52 | 0.50 | -0.62 | 1.00 | 2.12 | 2.03 | 0.00 | 1.04 | 3.34 | -0.41 | 1.04 | 2.49 | 0.35 | 1.70 | 6.51 | 1.17 | 0.48 |
| Standard Deviation(%) | NA | 10.89 | 9.54 | 10.04 | 8.37 | NA | NA | 8.21 | 11.82 | 10.95 | 8.49 | 9.01 | 9.49 | 11.78 | 5.38 | 8.13 | 5.48 | 4.89 | 6.90 | 5.42 | 6.26 | 5.78 | 11.60 | 12.16 | 9.35 | 6.67 | 10.18 | 8.27 | 7.15 | 8.72 | 6.31 | 5.08 | 5.69 |
| Draw Down(%) | NA | 7.58 | 10.71 | 19.04 | 19.04 | NA | NA | 19.04 | 0.97 | 7.58 | 8.03 | 11.24 | 4.62 | 19.04 | 2.82 | 11.03 | 2.67 | 3.61 | 9.82 | 4.87 | 5.70 | 4.68 | 11.73 | 9.68 | 4.48 | 6.64 | 7.37 | 6.98 | 5.08 | 8.78 | 3.02 | 6.27 | 4.10 |
| Yield(%) | NA | 4.06 | 4.92 | 5.56 | 5.22 | NA | NA | 5.27 | NA | 0.85 | 3.86 | 4.33 | 6.10 | 5.96 | 7.61 | 3.88 | 0.42 | 4.48 | 7.89 | 7.72 | 3.95 | 5.87 | 4.92 | 3.77 | 6.03 | 4.39 | 6.07 | 7.59 | 2.27 | 2.33 | 5.80 | 5.85 | 9.32 |
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 |
|---|---|---|---|---|
| WHITE MOUNTAINS HOLDING COMPANY, INC. 401(K) SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
0.46%
Dec 2021 - Dec 2024 |
0.58%
Mar 2015 - Mar 2020 |
4.20%
Mar 2010 - Mar 2020 |
5.83%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WHITE MOUNTAINS HOLDING COMPANY, INC. 401(K) SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
22.73%
Jul 2002 - Jul 2005 |
21.48%
Oct 2002 - Oct 2007 |
15.42%
Apr 2001 - Apr 2011 |
12.06%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart