Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INDEPENDENCE BLUE CROSS BLUE CHIP RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 20.52% | 1.52% | 9.06% | 7.82% | 7.99% | 7.29% | 7.06% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INDEPENDENCE BLUE CROSS BLUE CHIP 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 (%) | -0.94 | 20.52 | 1.52 | 9.06 | 7.82 | 7.99 | 7.29 | 7.06 | NA | 7.45 | 12.62 | -13.68 | 3.26 | 33.33 | 21.89 | -5.17 | 19.00 | 4.83 | -0.01 | 1.20 | 13.27 | 10.17 | 1.72 | 12.16 | 20.67 | -19.47 | 9.67 | 11.63 | 6.66 | 10.03 | 18.46 | -6.65 | 1.71 |
| Sharpe Ratio | NA | 0.26 | -0.15 | 0.37 | 0.54 | NA | NA | 0.54 | 0.07 | 0.09 | 0.92 | -0.99 | 0.28 | 1.75 | 2.63 | -0.60 | 3.98 | 0.54 | 0.00 | 0.16 | 2.10 | 1.77 | 0.16 | 1.34 | 1.60 | -1.25 | 0.80 | 1.33 | 0.86 | 1.52 | 2.50 | -0.78 | -0.07 |
| Standard Deviation(%) | NA | 9.69 | 11.70 | 13.48 | 11.22 | NA | NA | 10.01 | 9.82 | 9.75 | 9.08 | 15.27 | 11.71 | 18.91 | 7.80 | 10.89 | 4.62 | 8.58 | 8.77 | 7.26 | 6.31 | 5.72 | 10.51 | 8.99 | 12.88 | 16.27 | 8.37 | 6.31 | 5.24 | 5.97 | 7.11 | 10.01 | 8.39 |
| Draw Down(%) | NA | 5.43 | 19.20 | 22.17 | 22.17 | NA | NA | 29.58 | 0.71 | 5.40 | 9.08 | 20.10 | 8.52 | 19.45 | 4.24 | 13.26 | 1.51 | 7.68 | 9.60 | 5.44 | 5.30 | 4.46 | 9.53 | 7.00 | 12.89 | 29.00 | 5.82 | 6.95 | 3.65 | 6.33 | 6.74 | 15.34 | 10.56 |
| Yield(%) | NA | 2.65 | 4.40 | 3.71 | 3.08 | NA | NA | 3.52 | NA | 0.77 | 2.59 | 4.05 | 5.33 | 3.52 | 2.06 | 3.16 | 0.48 | 4.27 | 2.37 | 1.87 | 4.75 | 2.80 | 2.60 | 2.48 | 2.90 | 4.43 | 5.26 | 6.83 | 4.55 | 3.74 | 2.54 | 2.97 | 4.75 |
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 |
|---|---|---|---|---|
| INDEPENDENCE BLUE CROSS BLUE CHIP RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-4.14%
Feb 2006 - Feb 2009 |
0.54%
Feb 2004 - Feb 2009 |
4.82%
Feb 2006 - Feb 2016 |
5.29%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INDEPENDENCE BLUE CROSS BLUE CHIP RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.84%
Dec 2018 - Dec 2021 |
15.17%
Feb 2016 - Feb 2021 |
9.97%
Sep 2011 - Sep 2021 |
9.33%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart