Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CIGNA 401(k) PLAN Strategic Asset Allocation - Optimal Moderate | NA | 23.77% | 3.31% | 6.81% | 4.74% | 5.68% | 4.70% | 4.30% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CIGNA 401(k) PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.97 | 23.77 | 3.31 | 6.81 | 4.74 | 5.68 | 4.70 | 4.30 | NA | 11.83 | 12.62 | -12.15 | 2.63 | 19.32 | 12.56 | -5.88 | 4.37 | 4.41 | -0.31 | 0.64 | 19.59 | 8.96 | -2.84 | 9.08 | 15.28 | -27.11 | 5.23 | 12.78 | 8.97 | 8.57 | 22.07 | -12.11 | -5.22 |
| Sharpe Ratio | NA | 0.73 | -0.02 | 0.31 | 0.29 | NA | NA | 0.25 | 0.04 | 0.63 | 1.05 | -0.99 | 0.27 | 1.05 | 1.48 | -0.74 | 0.73 | 0.49 | -0.04 | 0.08 | 2.68 | 1.04 | -0.18 | 0.75 | 0.93 | -1.29 | 0.24 | 1.21 | 1.10 | 1.00 | 2.43 | -1.09 | -0.66 |
| Standard Deviation(%) | NA | 8.33 | 10.36 | 12.21 | 10.34 | NA | NA | 11.21 | 10.69 | 8.35 | 7.95 | 13.68 | 9.60 | 18.18 | 7.55 | 9.76 | 5.13 | 8.54 | 8.73 | 7.84 | 7.29 | 8.57 | 16.21 | 12.03 | 16.38 | 21.80 | 9.46 | 7.89 | 6.19 | 7.65 | 8.80 | 12.15 | 11.33 |
| Draw Down(%) | NA | 6.07 | 17.59 | 19.65 | 19.65 | NA | NA | 41.51 | 0.92 | 6.07 | 5.83 | 17.83 | 6.47 | 19.65 | 3.84 | 13.45 | 3.64 | 8.64 | 7.92 | 5.80 | 3.74 | 7.80 | 15.07 | 10.22 | 18.35 | 35.85 | 6.14 | 9.02 | 4.05 | 6.52 | 7.91 | 19.52 | 17.93 |
| Yield(%) | NA | 4.42 | 3.74 | 4.44 | 3.67 | NA | NA | 2.70 | NA | 0.54 | 4.67 | 3.76 | 1.83 | 6.15 | 5.24 | 2.60 | 0.26 | 4.29 | 3.76 | 3.46 | 4.61 | 1.31 | 1.02 | 0.51 | 0.55 | 1.25 | 5.08 | 4.69 | 2.59 | 0.77 | 0.68 | 0.52 | 1.93 |
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 |
|---|---|---|---|---|
| CIGNA 401(k) PLAN Strategic Asset Allocation - Optimal Moderate |
-10.17%
Feb 2006 - Feb 2009 |
-2.57%
Feb 2004 - Feb 2009 |
2.17%
May 2007 - May 2017 |
1.95%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIGNA 401(k) PLAN Strategic Asset Allocation - Optimal Moderate |
16.98%
Mar 2003 - Mar 2006 |
12.84%
Feb 2009 - Feb 2014 |
7.13%
Feb 2009 - Feb 2019 |
6.86%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart