Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PICO HOLDINGS, INC. EMPLOYEES 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 27.95% | 0.95% | 4.25% | 3.92% | 4.42% | 6.21% | 7.04% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PICO HOLDINGS, INC. EMPLOYEES 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.88 | 27.95 | 0.95 | 4.25 | 3.92 | 4.42 | 6.21 | 7.04 | NA | 7.40 | 17.51 | -24.37 | 14.33 | 6.44 | 10.70 | -2.18 | 15.17 | 1.43 | -5.29 | 1.56 | 7.38 | 5.45 | -3.80 | 12.19 | 23.31 | -3.74 | 17.11 | 16.11 | 7.03 | 11.78 | 21.64 | 9.21 | 3.71 |
| Sharpe Ratio | NA | 0.12 | -0.36 | 0.04 | 0.17 | NA | NA | 0.60 | -0.04 | 0.08 | 1.23 | -1.51 | 1.53 | 0.71 | 1.92 | -0.48 | 2.79 | 0.19 | -0.76 | 0.27 | 1.19 | 1.06 | -0.33 | 0.90 | 1.95 | -0.46 | 1.36 | 1.48 | 0.75 | 1.29 | 3.90 | 2.22 | 0.30 |
| Standard Deviation(%) | NA | 9.51 | 12.89 | 11.53 | 9.25 | NA | NA | 8.83 | 9.78 | 9.58 | 10.74 | 17.05 | 9.33 | 8.73 | 4.84 | 7.24 | 5.21 | 6.33 | 6.98 | 5.64 | 6.16 | 5.08 | 11.56 | 13.43 | 11.91 | 10.19 | 10.39 | 8.67 | 6.46 | 8.40 | 5.38 | 3.65 | 4.71 |
| Draw Down(%) | NA | 7.10 | 25.94 | 28.14 | 28.14 | NA | NA | 28.14 | 0.90 | 6.59 | 9.45 | 28.14 | 5.31 | 11.38 | 2.57 | 8.98 | 2.70 | 5.32 | 10.69 | 5.94 | 6.42 | 3.12 | 13.39 | 10.20 | 5.24 | 18.41 | 9.27 | 11.78 | 5.17 | 9.42 | 2.07 | 2.27 | 4.55 |
| Yield(%) | NA | 4.00 | 5.61 | 5.60 | 4.92 | NA | NA | 5.19 | NA | 0.84 | 3.85 | 4.23 | 7.94 | 2.62 | 9.03 | 3.49 | 2.52 | 9.11 | 3.47 | 2.72 | 2.44 | 2.95 | 1.18 | 2.46 | 3.41 | 1.91 | 17.29 | 12.66 | 8.83 | 5.16 | 2.70 | 2.67 | 6.02 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PICO HOLDINGS, INC. EMPLOYEES 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate |
-2.73%
Dec 2019 - Dec 2022 |
-0.68%
Apr 2011 - Apr 2016 |
1.67%
Oct 2013 - Oct 2023 |
3.11%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PICO HOLDINGS, INC. EMPLOYEES 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate |
16.64%
May 2005 - May 2008 |
15.51%
Jun 2003 - Jun 2008 |
12.26%
Apr 2001 - Apr 2011 |
8.40%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart