Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| HEALTH NET, INC. 401(k) SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 7.22% | NA | 31.61% | 11.19% | 11.58% | 8.09% | 8.00% | 7.31% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HEALTH NET, INC. 401(k) SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
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 | 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 (%) | -0.71 | 31.61 | 11.19 | 11.58 | 8.09 | 8.00 | 7.31 | 7.22 | NA | 19.79 | 23.29 | -6.20 | 1.90 | 19.09 | 17.16 | -5.40 | 12.93 | 3.43 | 0.41 | 1.01 | 16.19 | 10.68 | -0.85 | 9.34 | 21.31 | -22.36 | 11.23 | 10.96 | 9.30 | 10.76 | 21.31 | -5.66 | 0.94 |
| Sharpe Ratio | NA | 2.03 | 0.84 | 0.73 | 0.67 | NA | NA | 0.57 | 0.14 | 1.83 | 2.40 | -0.57 | 0.20 | 1.06 | 2.34 | -0.71 | 2.96 | 0.39 | 0.04 | 0.14 | 2.51 | 1.64 | -0.08 | 0.93 | 1.35 | -1.25 | 1.04 | 1.13 | 1.27 | 1.42 | 2.30 | -0.62 | -0.16 |
| Standard Deviation(%) | NA | 7.18 | 9.87 | 11.77 | 9.94 | NA | NA | 10.03 | 6.60 | 7.20 | 7.92 | 13.30 | 9.22 | 17.73 | 6.74 | 9.46 | 4.15 | 8.24 | 8.79 | 7.01 | 6.45 | 6.48 | 11.78 | 9.99 | 15.70 | 18.66 | 7.93 | 6.81 | 5.62 | 6.93 | 8.98 | 10.83 | 8.43 |
| Draw Down(%) | NA | 4.62 | 14.45 | 21.22 | 21.22 | NA | NA | 33.72 | 0.38 | 4.62 | 5.03 | 15.06 | 6.10 | 21.22 | 3.88 | 12.76 | 1.21 | 6.98 | 8.45 | 5.99 | 4.61 | 5.63 | 11.67 | 8.34 | 15.61 | 31.35 | 5.47 | 7.67 | 3.71 | 5.36 | 8.98 | 17.31 | 12.08 |
| Yield(%) | NA | 15.93 | 10.42 | 7.31 | 4.86 | NA | NA | 3.74 | NA | 4.59 | 15.23 | 7.12 | 3.53 | 2.80 | 2.65 | 3.74 | 0.74 | 1.25 | 4.69 | 1.84 | 3.79 | 2.89 | 1.71 | 1.82 | 1.92 | 3.73 | 5.12 | 3.53 | 3.06 | 2.88 | 1.74 | 1.88 | 3.72 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.66%
Feb 2006 - Feb 2009 |
0.31%
Feb 2004 - Feb 2009 |
4.36%
Dec 2006 - Dec 2016 |
4.06%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HEALTH NET, INC. 401(k) SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.77%
Mar 2003 - Mar 2006 |
13.86%
Feb 2009 - Feb 2014 |
8.46%
Feb 2009 - Feb 2019 |
9.02%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart