Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Humana Puerto Rico 1165(e) Retirement Plan Tactical Asset Allocation Moderate | NA | -0.41% | 7.64% | 8.48% | 9.93% | NA | NA | … | … |
Data as of 09/30/2015, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Humana Puerto Rico 1165(e) Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/21/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.95 | -0.41 | 7.64 | 8.48 | 9.93 | NA | NA | … | … | -0.67 | 7.68 | 18.43 | 15.08 | 1.27 | 14.64 | 19.54 | 2.85 | 11.16 | 12.40 | 9.15 | 12.20 | 11.45 | -2.40 | -1.00 |
| Sharpe Ratio | NA | -0.11 | 1.03 | 0.79 | 0.97 | NA | NA | … | … | -0.08 | 0.99 | 2.39 | 1.85 | 0.08 | 1.35 | 1.96 | 0.32 | 0.83 | 1.12 | 1.01 | 1.35 | 1.32 | -0.50 | -0.47 |
| Standard Deviation(%) | NA | 8.51 | 8.01 | 10.09 | 9.59 | NA | NA | … | … | 8.59 | 7.74 | 7.70 | 8.12 | 15.86 | 10.77 | 9.91 | 5.95 | 9.79 | 8.14 | 6.89 | 8.32 | 8.16 | 6.99 | 6.99 |
| Draw Down(%) | NA | 8.56 | 8.56 | 13.95 | 13.95 | NA | NA | … | … | 8.56 | 4.70 | 5.03 | 5.15 | 13.95 | 7.49 | 4.61 | 5.03 | 6.02 | 8.88 | 4.70 | 7.63 | 8.64 | 8.05 | 10.04 |
| Yield(%) | NA | 3.28 | 3.87 | 3.75 | 4.84 | NA | NA | … | … | 2.36 | 4.66 | 3.62 | 4.14 | 3.20 | 4.43 | 4.89 | 8.89 | 7.37 | 4.98 | 4.26 | 2.84 | 2.84 | 4.71 | 7.02 |
Data as of 09/30/2015, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Humana Puerto Rico 1165(e) Retirement Plan Tactical Asset Allocation Moderate |
3.92%
Aug 2001 – Aug 2004 |
6.84%
Feb 2001 – Feb 2006 |
8.34%
Sep 2001 – Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Humana Puerto Rico 1165(e) Retirement Plan Tactical Asset Allocation Moderate |
15.46%
Apr 2003 – Apr 2006 |
14.24%
Nov 2008 – Nov 2013 |
12.16%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart