Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CVS INC 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | 35.48% | 11.84% | 13.49% | 9.48% | 9.99% | 8.30% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CVS INC 401K 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 | Common | Inception | 2025 | 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 (%) | -0.81 | 35.48 | 11.84 | 13.49 | 9.48 | 9.99 | 8.30 | … | … | 0.73 | 24.35 | 25.07 | -9.75 | 9.00 | 20.46 | 18.69 | -4.01 | 11.86 | 5.43 | 1.06 | 4.86 | 17.16 | 12.09 | -0.50 | 16.98 | 25.64 | -23.92 | 7.93 | 6.89 | 6.86 | 8.16 | 23.19 | -11.59 | -3.98 |
| Sharpe Ratio | NA | 2.33 | 0.80 | 0.84 | 0.76 | NA | NA | … | … | 0.08 | 2.18 | 2.66 | -0.76 | 0.95 | 1.06 | 2.21 | -0.52 | 2.53 | 0.64 | 0.11 | 0.68 | 2.30 | 1.54 | -0.04 | 1.28 | 1.47 | -1.14 | 0.53 | 0.40 | 0.54 | 0.69 | 1.98 | -0.87 | -0.47 |
| Standard Deviation(%) | NA | 8.12 | 10.72 | 12.64 | 10.63 | NA | NA | … | … | 8.41 | 8.16 | 7.84 | 14.67 | 9.42 | 19.08 | 7.83 | 10.26 | 4.44 | 8.17 | 8.95 | 7.13 | 7.45 | 7.83 | 15.12 | 13.21 | 17.36 | 21.81 | 9.32 | 9.04 | 8.71 | 10.51 | 11.39 | 14.60 | 13.47 |
| Draw Down(%) | NA | 5.15 | 15.85 | 20.64 | 20.64 | NA | NA | … | … | 0.61 | 5.15 | 4.57 | 16.45 | 6.02 | 20.64 | 4.09 | 13.78 | 1.54 | 6.80 | 7.70 | 4.81 | 5.33 | 6.06 | 14.52 | 11.10 | 15.35 | 32.74 | 5.18 | 9.96 | 5.52 | 10.42 | 7.34 | 18.80 | 18.10 |
| Yield(%) | NA | 14.87 | 10.06 | 6.79 | 4.55 | NA | NA | … | … | NA | 4.81 | 13.47 | 6.11 | 5.14 | 1.76 | 2.20 | 3.96 | 0.64 | 1.88 | 2.81 | 2.42 | 4.65 | 2.26 | 1.56 | 1.32 | 1.58 | 1.95 | 2.46 | 1.81 | 4.51 | 1.36 | 1.31 | 1.27 | 1.59 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVS INC 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-8.56%
Feb 2006 – Feb 2009 |
-2.15%
Feb 2004 – Feb 2009 |
4.91%
Dec 2001 – Dec 2011 |
5.17%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVS INC 401K PLAN Strategic Asset Allocation – Optimal Moderate |
26.04%
Sep 2022 – Sep 2025 |
16.36%
Feb 2009 – Feb 2014 |
11.87%
Sep 2015 – Sep 2025 |
10.89%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart