Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INDEPENDENCE BLUE CROSS BLUE CHIP RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 24.54% | 6.31% | 10.17% | 8.15% | 9.45% | 9.48% | 9.25% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INDEPENDENCE BLUE CROSS BLUE CHIP RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -1.28 | 24.54 | 6.31 | 10.17 | 8.15 | 9.45 | 9.48 | 9.25 | NA | 14.80 | 16.78 | -10.42 | 11.34 | 19.41 | 16.90 | -2.78 | 12.90 | 8.34 | -1.28 | 6.13 | 20.82 | 10.44 | 3.53 | 18.56 | 13.46 | 0.30 | 9.79 | 13.41 | 8.15 | 10.37 | 21.32 | -2.80 | 2.47 |
| Sharpe Ratio | NA | 1.00 | 0.27 | 0.54 | 0.59 | NA | NA | 0.78 | 0.05 | 0.81 | 1.39 | -0.84 | 1.02 | 0.98 | 2.03 | -0.39 | 2.49 | 0.95 | -0.14 | 0.77 | 2.62 | 1.36 | 0.23 | 1.54 | 1.44 | -0.11 | 0.67 | 1.20 | 0.95 | 1.30 | 2.59 | -0.73 | 0.02 |
| Standard Deviation(%) | NA | 9.97 | 11.28 | 13.32 | 11.12 | NA | NA | 9.81 | 10.81 | 10.08 | 8.98 | 14.08 | 11.08 | 19.55 | 7.64 | 10.58 | 4.93 | 8.55 | 9.15 | 7.92 | 7.94 | 7.64 | 14.99 | 11.96 | 9.30 | 5.77 | 10.21 | 8.46 | 6.32 | 7.24 | 7.98 | 5.33 | 6.54 |
| Draw Down(%) | NA | 6.17 | 14.75 | 20.84 | 20.84 | NA | NA | 20.84 | 0.92 | 6.17 | 7.14 | 15.70 | 5.98 | 20.84 | 3.54 | 14.11 | 1.81 | 5.65 | 9.77 | 4.79 | 4.58 | 5.46 | 12.77 | 8.19 | 4.74 | 5.42 | 6.92 | 10.41 | 4.32 | 7.48 | 3.89 | 4.83 | 5.80 |
| Yield(%) | NA | 1.98 | 2.89 | 4.29 | 3.45 | NA | NA | 0.00 | NA | 1.24 | 1.99 | 4.08 | 1.39 | 6.35 | 7.77 | 1.20 | 4.00 | 4.52 | 1.68 | 1.81 | 7.95 | 3.24 | 2.22 | 1.83 | 4.10 | 4.49 | 6.16 | 5.26 | 4.53 | 3.06 | 2.65 | 1.17 | 4.98 |
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 Tactical Asset Allocation Moderate |
3.68%
Apr 2021 - Apr 2024 |
3.94%
Mar 2015 - Mar 2020 |
6.58%
Oct 2013 - Oct 2023 |
7.75%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INDEPENDENCE BLUE CROSS BLUE CHIP RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
15.84%
Dec 2018 - Dec 2021 |
13.88%
Feb 2009 - Feb 2014 |
11.17%
Apr 2003 - Apr 2013 |
10.37%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart