Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PICO (PICO Holdings, Inc.) | NA | 19.26% | -9.46% | 3.87% | -8.92% | -6.02% | -0.15% | -4.40% |
Data as of 04/23/2021, AR inception is 03/21/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PICO (PICO Holdings, Inc.) | 03/21/1991 | 04/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.97 | 19.26 | -9.46 | 3.87 | -8.92 | -6.02 | -0.15 | -4.40 | -3.96 | -15.92 | 21.99 | -28.59 | 16.01 | 46.80 | -45.25 | -18.43 | 14.01 | -1.51 | -35.28 | -2.84 | 23.14 | -20.94 | -3.31 | 7.78 | 55.32 | 32.55 | 18.35 | 5.92 | 0.50 | 1.02 | -7.08 | -58.83 | 56.06 | 17.86 | 27.27 | -71.05 | 40.74 | 28.57 | -44.74 |
| Sharpe Ratio | NA | 0.07 | -0.06 | 0.02 | -0.10 | NA | NA | -0.09 | -0.02 | -0.33 | 0.87 | -1.05 | 0.57 | 1.20 | -1.16 | -0.76 | 0.54 | -0.07 | -0.95 | -0.09 | 0.54 | -0.36 | -0.20 | 0.16 | 1.83 | 0.88 | 0.52 | 0.10 | -0.05 | -0.06 | -0.20 | -0.98 | 0.02 | 0.25 | 0.25 | -0.89 | 0.72 | 0.30 | -0.85 |
| Standard Deviation(%) | NA | 285.13 | 166.88 | 130.76 | 95.20 | NA | NA | 70.83 | 515.12 | 48.49 | 23.89 | 28.60 | 26.97 | 38.77 | 39.11 | 24.38 | 25.81 | 21.28 | 37.25 | 31.12 | 42.32 | 59.99 | 32.11 | 27.49 | 29.05 | 35.86 | 34.21 | 47.26 | 37.19 | 53.30 | 52.80 | 63.44 | 50.04 | 57.91 | 94.57 | 82.97 | 53.26 | 86.67 | 67.14 |
| Draw Down(%) | NA | 63.72 | 70.08 | 73.92 | 84.03 | NA | NA | 90.80 | 63.72 | 41.19 | 19.24 | 31.82 | 14.52 | 23.35 | 51.58 | 35.69 | 17.49 | 28.09 | 41.38 | 30.61 | 31.26 | 62.73 | 30.38 | 15.97 | 11.33 | 18.37 | 16.54 | 52.15 | 32.75 | 30.09 | 51.36 | 67.26 | 23.68 | 28.95 | 28.21 | 71.05 | 20.00 | 37.50 | 53.93 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 9.80 | 1.59 | 1.07 | 1.97 | 1.75 | 0.00 | 0.00 | 0.00 | 0.00 | 32.26 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/23/2021, AR inception is 03/21/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PICO (PICO Holdings, Inc.) |
-30.95%
Mar 2018 - Mar 2021 |
-25.75%
Aug 1993 - Aug 1998 |
-16.13%
Mar 2011 - Mar 2021 |
-11.60%
Mar 2006 - Mar 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PICO (PICO Holdings, Inc.) |
47.71%
Oct 2002 - Oct 2005 |
31.68%
Oct 2002 - Oct 2007 |
15.21%
Aug 1998 - Aug 2008 |
6.91%
Feb 1995 - Feb 2010 |
Annualized Rolling Returns Comparison Chart