Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 03/31/2014.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| HEALTH NET, INC. 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate | 9.10% | NA | 12.45% | 5.87% | 9.69% | 8.40% | NA | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HEALTH NET, INC. 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 05/30/2014 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 03/31/2014.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.74 | 12.45 | 5.87 | 9.69 | 8.40 | NA | NA | 9.10 | 0.19 | 15.24 | 5.85 | 0.33 | 9.83 | 18.69 | -1.19 | 10.67 | 11.23 | 6.19 | 13.14 | 17.98 | 2.76 | 8.38 |
| Sharpe Ratio | NA | 1.04 | 0.74 | 1.01 | 0.97 | NA | NA | 1.02 | 0.02 | 2.29 | 1.13 | 0.03 | 0.88 | 2.20 | -0.36 | 0.80 | 1.09 | 0.63 | 1.46 | 2.74 | 0.32 | 1.12 |
| Standard Deviation(%) | NA | 7.33 | 6.89 | 8.48 | 7.85 | NA | NA | 7.50 | 8.04 | 6.64 | 5.15 | 8.68 | 11.12 | 8.47 | 5.92 | 9.61 | 7.28 | 6.36 | 8.36 | 6.31 | 5.25 | 5.40 |
| Draw Down(%) | NA | 3.74 | 8.61 | 10.34 | 10.34 | NA | NA | 10.34 | 3.46 | 4.70 | 4.20 | 9.34 | 10.34 | 4.28 | 6.69 | 7.16 | 7.63 | 5.06 | 7.04 | 2.91 | 5.04 | 4.13 |
| Yield(%) | NA | 1.73 | 2.69 | 3.11 | 4.05 | NA | NA | 4.52 | 0.26 | 1.78 | 4.53 | 2.01 | 3.86 | 4.60 | 4.09 | 7.04 | 4.36 | 5.34 | 3.25 | 3.67 | 5.44 | 8.54 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HEALTH NET, INC. 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate |
4.60%
Apr 2011 - Apr 2014 |
5.86%
Oct 2007 - Oct 2012 |
8.40%
Mar 2004 - Mar 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HEALTH NET, INC. 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate |
14.29%
Apr 2003 - Apr 2006 |
12.74%
Oct 2002 - Oct 2007 |
10.32%
Apr 2001 - Apr 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart