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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.42% | 2.91% | 4.72% | 4.30% | 6.19% | 6.23% | 6.63% |
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 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 (%) | -1.12 | 22.42 | 2.91 | 4.72 | 4.30 | 6.19 | 6.23 | 6.63 | NA | 4.01 | 11.06 | -11.16 | 9.00 | 7.91 | 16.33 | -7.78 | 6.57 | 1.73 | 0.96 | 11.66 | 8.97 | 13.87 | 1.61 | 11.75 | 29.82 | -20.39 | 7.53 | 14.73 | 6.98 | 12.71 | 25.47 | -4.40 | 1.48 |
| Sharpe Ratio | NA | -0.15 | -0.25 | 0.12 | 0.19 | NA | NA | 0.49 | 0.05 | -0.29 | 0.78 | -0.95 | 1.11 | 0.38 | 2.16 | -1.08 | 1.18 | 0.19 | 0.11 | 1.83 | 1.42 | 2.55 | 0.14 | 1.23 | 1.80 | -1.15 | 0.57 | 1.90 | 0.94 | 1.88 | 4.53 | -0.72 | -0.10 |
| Standard Deviation(%) | NA | 8.70 | 10.47 | 12.62 | 10.37 | NA | NA | 9.87 | 6.28 | 8.80 | 8.76 | 13.22 | 8.06 | 20.05 | 6.92 | 8.43 | 5.03 | 8.16 | 8.27 | 6.36 | 6.31 | 5.43 | 11.26 | 9.45 | 16.49 | 18.49 | 8.02 | 6.03 | 5.09 | 6.27 | 5.47 | 7.65 | 7.96 |
| Draw Down(%) | NA | 7.78 | 18.05 | 27.29 | 27.29 | NA | NA | 33.15 | 0.41 | 7.78 | 8.82 | 18.75 | 4.64 | 27.29 | 3.46 | 12.42 | 4.86 | 8.02 | 6.79 | 5.19 | 7.40 | 4.66 | 12.47 | 7.36 | 14.94 | 32.32 | 5.61 | 6.13 | 3.87 | 7.35 | 3.93 | 14.19 | 10.35 |
| Yield(%) | NA | 4.83 | 4.38 | 4.73 | 5.24 | NA | NA | 5.39 | NA | 0.83 | 4.84 | 3.22 | 4.50 | 6.25 | 4.18 | 4.41 | 0.45 | 4.79 | 10.65 | 9.20 | 5.71 | 7.11 | 3.97 | 5.05 | 5.00 | 6.63 | 8.52 | 7.43 | 4.51 | 4.66 | 4.54 | 3.75 | 3.83 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.03%
Feb 2006 - Feb 2009 |
-0.63%
Mar 2015 - Mar 2020 |
3.21%
Oct 2013 - Oct 2023 |
4.17%
Oct 2007 - Oct 2022 |
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 Strategic Asset Allocation - Equal Weight Moderate |
19.89%
Feb 2009 - Feb 2012 |
15.80%
Feb 2009 - Feb 2014 |
9.99%
Sep 2002 - Sep 2012 |
8.93%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart