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 | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Humana Retirement and Savings Plan Tactical Asset Allocation Moderate | NA | 37.61% | 12.75% | 14.77% | 10.43% | 10.67% | 10.66% | 9.55% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Humana Retirement and Savings Plan Tactical Asset Allocation 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 (%) | -0.99 | 37.61 | 12.75 | 14.77 | 10.43 | 10.67 | 10.66 | 9.55 | NA | 20.67 | 25.32 | -6.28 | 11.91 | 17.98 | 18.75 | -4.07 | 12.06 | 12.78 | -3.63 | 5.11 | 20.99 | 13.37 | 1.23 | 11.97 | 17.42 | 2.55 | 12.47 | 12.40 | 7.36 | 13.21 | 9.64 | -3.23 | -4.41 |
| Sharpe Ratio | NA | 1.49 | 0.80 | 0.81 | 0.74 | NA | NA | 0.79 | 0.07 | 1.39 | 2.58 | -0.56 | 0.93 | 0.91 | 2.30 | -0.50 | 1.95 | 1.30 | -0.40 | 0.60 | 2.72 | 1.64 | 0.08 | 1.12 | 1.81 | 7.57 | 0.90 | 1.13 | 0.76 | 1.51 | 1.11 | -0.80 | -1.33 |
| Standard Deviation(%) | NA | 10.02 | 10.92 | 13.45 | 11.34 | NA | NA | 9.85 | 6.02 | 10.10 | 8.17 | 13.73 | 12.74 | 19.58 | 7.53 | 10.70 | 5.87 | 9.70 | 9.22 | 8.52 | 7.70 | 8.10 | 15.17 | 10.57 | 9.54 | 0.22 | 10.53 | 8.12 | 6.86 | 8.15 | 8.06 | 5.44 | 5.05 |
| Draw Down(%) | NA | 7.89 | 13.05 | 22.47 | 22.47 | NA | NA | 22.47 | 0.26 | 7.89 | 5.13 | 14.04 | 6.09 | 22.47 | 3.41 | 14.81 | 3.17 | 7.81 | 10.39 | 5.87 | 3.43 | 5.86 | 13.28 | 7.87 | 4.60 | 0.16 | 7.38 | 9.24 | 4.94 | 7.18 | 8.63 | 8.18 | 10.03 |
| Yield(%) | NA | 13.76 | 11.91 | 9.19 | 6.21 | NA | NA | 0.00 | NA | 9.24 | 12.56 | 6.42 | 6.72 | 9.04 | 2.60 | 1.15 | 6.37 | 1.81 | 3.69 | 3.17 | 1.56 | 4.05 | 2.61 | 3.29 | 3.06 | 2.57 | 7.34 | 6.09 | 4.90 | 4.88 | 3.73 | 3.90 | 3.02 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Humana Retirement and Savings Plan Tactical Asset Allocation Moderate |
2.57%
Feb 2001 - Feb 2004 |
3.52%
Mar 2015 - Mar 2020 |
6.76%
Mar 2010 - Mar 2020 |
7.32%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Humana Retirement and Savings Plan Tactical Asset Allocation Moderate |
16.17%
Dec 2018 - Dec 2021 |
15.32%
Nov 2019 - Nov 2024 |
11.74%
Jul 2003 - Jul 2013 |
11.07%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart