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 Strategic Asset Allocation - Optimal Moderate | NA | 24.20% | 1.14% | 8.12% | 7.56% | 8.43% | 7.20% | 6.93% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INDEPENDENCE BLUE CROSS BLUE CHIP RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.99 | 24.20 | 1.14 | 8.12 | 7.56 | 8.43 | 7.20 | 6.93 | NA | 8.81 | 13.95 | -17.07 | 5.11 | 28.86 | 23.28 | -4.52 | 16.16 | 6.35 | 0.25 | 3.74 | 16.52 | 12.35 | -0.13 | 15.28 | 23.61 | -25.47 | 8.60 | 10.00 | 7.32 | 11.34 | 20.29 | -8.44 | 0.17 |
| Sharpe Ratio | NA | 0.42 | -0.22 | 0.32 | 0.53 | NA | NA | 0.47 | 0.04 | 0.25 | 1.06 | -1.17 | 0.50 | 1.54 | 2.80 | -0.54 | 3.70 | 0.74 | 0.03 | 0.52 | 2.25 | 1.57 | -0.01 | 1.28 | 1.44 | -1.21 | 0.60 | 0.87 | 0.89 | 1.43 | 2.21 | -0.80 | -0.21 |
| Standard Deviation(%) | NA | 8.71 | 11.69 | 13.14 | 10.94 | NA | NA | 11.23 | 8.60 | 8.81 | 9.12 | 15.76 | 10.17 | 18.65 | 7.81 | 10.73 | 4.20 | 8.25 | 8.60 | 7.13 | 7.34 | 7.85 | 14.66 | 11.88 | 16.28 | 21.84 | 9.34 | 7.76 | 5.80 | 7.25 | 8.86 | 11.98 | 10.21 |
| Draw Down(%) | NA | 5.04 | 22.79 | 24.40 | 24.40 | NA | NA | 37.59 | 0.73 | 5.01 | 9.48 | 23.36 | 7.21 | 19.69 | 3.91 | 13.39 | 1.69 | 6.72 | 8.40 | 4.71 | 5.60 | 6.28 | 13.93 | 8.50 | 15.96 | 34.76 | 6.25 | 8.54 | 4.10 | 7.27 | 7.63 | 19.24 | 14.02 |
| Yield(%) | NA | 2.57 | 4.65 | 3.92 | 3.08 | NA | NA | 3.51 | NA | 0.83 | 2.18 | 4.15 | 6.33 | 3.82 | 2.07 | 3.75 | 0.44 | 2.44 | 2.51 | 2.27 | 6.72 | 2.74 | 2.23 | 2.21 | 3.08 | 3.71 | 7.08 | 6.47 | 4.09 | 3.17 | 2.10 | 2.84 | 3.46 |
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 - Optimal Moderate |
-8.08%
Feb 2006 - Feb 2009 |
-1.67%
Feb 2004 - Feb 2009 |
4.96%
Jan 2006 - Jan 2016 |
5.38%
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 - Optimal Moderate |
19.33%
Feb 2009 - Feb 2012 |
16.05%
Feb 2009 - Feb 2014 |
10.87%
Feb 2009 - Feb 2019 |
9.99%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart