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Performance Comparison
Comparison Box

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