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401k Investor
PICO HOLDINGS, INC. EMPLOYEES 401(k) RETIREMENT PLAN
PICO HOLDINGS, INC. EMPLOYEES 401(k) RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate
PICO HOLDINGS, INC. EMPLOYEES 401(k) RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.33% December 30
Delayed
Holdings (As of 10/31/2016)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| Emerging Market Equity | DRFMX (DREYFUS EMERGING MARKETS FUND CLASS A) | 0.11% | Dreyfus Emerging Mutual Fund Class A | 13.54% |
| International Equity | RERFX (EUROPACIFIC GROWTH FUND CLASS R-5) | 0.36% | American Funds EuroPacific Growth Fund R5 | 13.89% |
| General Bond | SRBFX (COLUMBIA TOTAL RETURN BOND FUND COLUMBIA TOTAL RETURN BOND FUND CLASS Z) | 0.21% | Columbia Intermediate Bond Fund Z | 36.79% |
| US Equity | RWMFX (WASHINGTON MUTUAL INVESTORS FUND CLASS R-5) | 0.62% | American Funds Washington Mutual Inv Fund R5 | 6.84% |
| US Equity | RMFFX (AMERICAN MUTUAL FUND CLASS R-5) | 0.55% | American Balanced Mutual Fund Class R5 | 5.86% |
| CASH | CASH (CASH) | 0.0% | Western Asset Money Market Fund Class A Forfeiture account | 0.09% |
| Commodities | QRAYX (Oppenheimer Commodity Strat Total Ret Y) | Oppenheimer Commodity Strategy Total Return Mutual Fund Class Y | 11.25% | |
| Real Estate | CSRSX (COHEN & STEERS REALTY SHARES COHEN & STEERS REALTY SHARES) | 1.29% | Cohen & Steers Realty Shares | 11.74% |
* Day change on 09/30/2016.
Previous
Beta
Performance (As of 12/30/2016)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| PICO HOLDINGS, INC. EMPLOYEES 401(k) RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | 8.5% | 7.8% | 2.7% | 4.2% | 2.9% | 5.9% |
| VFINX (Vanguard (S&P 500) Index) | 7.1% | 13.7% | 19.4% | 16.6% | 13.6% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.4% | 10.3% | 11.9% | 8.9% | 8.5% | 9.4% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.4 | 7.8 | 2.7 | 4.2 | 2.9 | 5.9 | 6.6 | 0.0 | 5.7 | 5.8 | -3.8 | 2.6 | 4.0 | 7.4 | -3.9 | 12.4 | 21.3 | -27.3 | 12.1 | 10.2 | 10.5 | 17.0 | 25.4 | 6.4 | 2.6 |
| Sharpe Ratio | NA | 0.7 | 0.19 | 0.44 | 0.14 | NA | NA | NA | 0.44 | 0.73 | -0.52 | 0.51 | 0.63 | 0.96 | -0.29 | 1.04 | 1.07 | -1.26 | 0.98 | 0.93 | 1.26 | 1.89 | 3.7 | 0.73 | 0.04 |
| Draw Down(%) | NA | 6.7 | 13.0 | 13.0 | 43.5 | NA | NA | NA | 43.5 | 6.5 | 8.5 | 4.7 | 7.2 | 7.9 | 15.7 | 9.6 | 18.8 | 39.8 | 7.2 | 8.5 | 4.8 | 5.6 | 4.7 | 9.2 | 13.0 |
| Standard Deviation(%) | NA | 7.6 | 6.8 | 6.9 | 12.4 | NA | NA | NA | 10.9 | 7.6 | 7.4 | 5.0 | 6.2 | 7.7 | 13.6 | 11.9 | 19.9 | 22.3 | 9.3 | 7.4 | 6.6 | 8.5 | 6.7 | 7.2 | 8.8 |
| Treynor Ratio | NA | 0.11 | 0.03 | 0.07 | 0.03 | NA | NA | NA | 0.11 | 0.11 | -0.1 | 0.08 | 0.08 | 0.14 | -0.07 | 0.2 | 0.31 | -0.57 | 0.18 | 0.14 | 0.31 | 0.48 | 2.21 | 0.28 | 0.01 |
| Alpha | NA | 0.0 | -0.01 | -0.01 | 0.0 | NA | NA | NA | 0.01 | 0.0 | -0.02 | 0.0 | -0.03 | 0.0 | -0.02 | 0.02 | 0.02 | -0.04 | 0.03 | 0.01 | 0.03 | 0.05 | 0.08 | 0.04 | 0.02 |
| Beta | NA | 0.5 | 0.42 | 0.45 | 0.53 | NA | NA | NA | 0.45 | 0.5 | 0.4 | 0.33 | 0.47 | 0.54 | 0.54 | 0.6 | 0.68 | 0.49 | 0.49 | 0.49 | 0.27 | 0.33 | 0.11 | 0.18 | 0.31 |
| RSquared | NA | 0.75 | 0.68 | 0.7 | 0.8 | NA | NA | NA | 0.65 | 0.75 | 0.71 | 0.55 | 0.72 | 0.78 | 0.84 | 0.84 | 0.87 | 0.82 | 0.72 | 0.45 | 0.18 | 0.19 | 0.08 | 0.45 | 0.59 |
| Sortino Ratio | NA | 0.98 | 0.27 | 0.62 | 0.19 | NA | NA | NA | 0.6 | 1.02 | -0.68 | 0.73 | 0.86 | 1.42 | -0.38 | 1.48 | 1.52 | -1.6 | 1.34 | 1.36 | 1.89 | 2.79 | 5.99 | 1.05 | 0.05 |
| Yield(%) | N/A | 6.2 | 4.5 | 4.2 | 4.7 | 8.9 | 8.9 | 7.1 | 4.92 | 6.1 | 4.8 | 2.7 | 3.0 | 2.8 | 2.1 | 2.3 | 2.9 | 5.0 | 11.7 | 7.9 | 7.8 | 8.8 | 3.4 | 2.0 | 5.5 |
| Dividend Growth(%) | N/A | 25.4 | 80.4 | -6.6 | N/A | N/A | N/A | N/A | N/A | 20.3 | 85.9 | -9.6 | 13.8 | 28.4 | 5.5 | -5.0 | -57.7 | -51.7 | 59.8 | 13.9 | 3.6 | 218.1 | 83.5 | -62.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 6 major asset classes: Fixed Income, US Equity, REITs, Emerging Market Equity, Foreign Equity, Commodity
that are covered in PICO HOLDINGS, INC. EMPLOYEES 401(k) RETIREMENT PLAN. It then selects one or two funds for each of the 6 major asset classes.
1.Risk allocation: the risk profile of this portfolio 40.
The total allocation of the fixed income assets should be at least 40%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 26 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4.Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary.
5.
Simulation: Performance data before this portfolio went public on
01/21/2011
are obtained from historical simulation. They are hypothetical.
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