Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HEALTH NET, INC. 401(k) SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 32.70% | 10.11% | 10.46% | 7.77% | 8.43% | 7.28% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HEALTH NET, INC. 401(k) SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -0.75 | 32.70 | 10.11 | 10.46 | 7.77 | 8.43 | 7.28 | … | … | 0.98 | 20.98 | 22.99 | -8.67 | 0.28 | 22.27 | 14.31 | -5.51 | 11.66 | 6.21 | -0.56 | 4.29 | 16.74 | 11.59 | -1.29 | 14.61 | 24.76 | -24.98 | 7.31 | 9.68 | 8.05 | 12.67 | 23.54 | -6.89 | 1.62 |
| Sharpe Ratio | NA | 2.11 | 0.71 | 0.67 | 0.60 | NA | NA | … | … | 0.13 | 1.98 | 2.22 | -0.72 | 0.03 | 1.17 | 1.46 | -0.67 | 2.77 | 0.74 | -0.07 | 0.64 | 2.44 | 1.51 | -0.09 | 1.18 | 1.44 | -1.20 | 0.47 | 0.84 | 0.97 | 1.62 | 2.44 | -0.66 | -0.07 |
| Standard Deviation(%) | NA | 7.26 | 10.32 | 12.46 | 10.54 | NA | NA | … | … | 7.36 | 7.25 | 8.46 | 13.93 | 10.19 | 18.76 | 8.85 | 10.13 | 3.98 | 8.12 | 8.61 | 6.69 | 6.85 | 7.66 | 15.05 | 12.28 | 17.17 | 21.59 | 9.16 | 7.65 | 6.08 | 7.24 | 9.38 | 12.04 | 9.42 |
| Draw Down(%) | NA | 4.67 | 16.45 | 21.14 | 21.49 | NA | NA | … | … | 0.46 | 4.67 | 5.80 | 16.80 | 8.16 | 21.14 | 4.24 | 13.60 | 1.36 | 6.37 | 8.18 | 4.83 | 5.19 | 6.11 | 15.14 | 9.20 | 16.02 | 34.60 | 6.02 | 8.74 | 3.79 | 5.99 | 7.89 | 18.57 | 12.82 |
| Yield(%) | NA | 18.31 | 11.18 | 7.80 | 5.34 | NA | NA | … | … | NA | 4.62 | 17.20 | 7.04 | 3.95 | 3.85 | 1.58 | 5.32 | 0.52 | 1.89 | 4.63 | 2.24 | 1.75 | 2.52 | 1.43 | 1.59 | 1.99 | 2.77 | 4.06 | 3.16 | 5.86 | 2.24 | 2.12 | 1.57 | 3.33 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| HEALTH NET, INC. 401(k) SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-8.22%
Feb 2006 – Feb 2009 |
-1.40%
Feb 2004 – Feb 2009 |
4.73%
Jan 2006 – Jan 2016 |
4.31%
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 – Optimal Moderate |
25.83%
Sep 2022 – Sep 2025 |
15.74%
Feb 2009 – Feb 2014 |
10.41%
Sep 2015 – Sep 2025 |
9.58%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart