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 Strategic Asset Allocation - Equal Weight Moderate | NA | 7.85% | 2.68% | 4.18% | 2.91% | 6.60% | NA | 6.20% |
Data as of 09/30/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PICO HOLDINGS, INC. EMPLOYEES 401(k) RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.42 | 7.85 | 2.68 | 4.18 | 2.91 | 6.60 | NA | 6.20 | 5.75 | -3.82 | 2.58 | 3.96 | 7.43 | -3.94 | 12.45 | 21.33 | -27.28 | 12.11 | 10.19 | 10.53 | 16.95 | 25.38 | 6.36 | 2.64 |
| Sharpe Ratio | NA | 0.70 | 0.19 | 0.44 | 0.14 | 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 | 3.70 | 0.73 | 0.04 |
| Standard Deviation(%) | NA | 7.59 | 6.77 | 6.86 | 12.43 | NA | NA | 10.87 | 7.60 | 7.39 | 5.04 | 6.19 | 7.73 | 13.62 | 11.89 | 19.86 | 22.32 | 9.30 | 7.41 | 6.65 | 8.46 | 6.68 | 7.20 | 8.76 |
| Draw Down(%) | NA | 6.66 | 13.02 | 13.02 | 43.47 | NA | NA | 43.47 | 6.48 | 8.53 | 4.70 | 7.24 | 7.92 | 15.72 | 9.59 | 18.78 | 39.81 | 7.16 | 8.51 | 4.83 | 5.58 | 4.68 | 9.18 | 13.02 |
| Yield(%) | NA | 5.99 | 4.47 | 3.87 | 4.34 | NA | NA | 4.92 | 6.05 | 4.77 | 2.66 | 3.01 | 2.83 | 2.13 | 2.26 | 2.91 | 4.99 | 11.69 | 7.93 | 7.85 | 8.77 | 3.44 | 2.01 | 5.46 |
Data as of 09/30/2016, 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 Strategic Asset Allocation - Equal Weight Moderate |
-9.05%
Feb 2006 - Feb 2009 |
-0.87%
Feb 2004 - Feb 2009 |
1.94%
Jan 2006 - Jan 2016 |
5.34%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PICO HOLDINGS, INC. EMPLOYEES 401(k) RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
19.79%
Mar 2003 - Mar 2006 |
16.50%
Oct 2002 - Oct 2007 |
8.78%
Mar 2001 - Mar 2011 |
6.59%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart