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 Strategic Asset Allocation - Optimal Moderate | NA | 35.96% | 11.91% | 12.50% | 8.85% | 9.66% | 8.68% | 8.45% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HUMANA RETIREMENT AND SAVINGS PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.76 | 35.96 | 11.91 | 12.50 | 8.85 | 9.66 | 8.68 | 8.45 | NA | 23.60 | 21.44 | -5.11 | 8.78 | 15.36 | 16.17 | -4.45 | 9.59 | 5.16 | 1.60 | 6.11 | 17.22 | 15.45 | 0.78 | 13.54 | 27.08 | -23.72 | 10.17 | 12.88 | 8.50 | 11.92 | 23.06 | -9.61 | 4.63 |
| Sharpe Ratio | NA | 2.27 | 0.90 | 0.81 | 0.69 | NA | NA | 0.62 | 0.14 | 2.13 | 2.16 | -0.48 | 0.89 | 0.81 | 1.90 | -0.56 | 1.65 | 0.58 | 0.18 | 0.89 | 2.39 | 1.90 | 0.05 | 1.16 | 1.62 | -1.10 | 0.76 | 1.26 | 1.02 | 1.50 | 2.68 | -0.92 | 0.21 |
| Standard Deviation(%) | NA | 7.89 | 10.19 | 12.34 | 10.52 | NA | NA | 11.10 | 4.74 | 7.98 | 7.97 | 13.58 | 9.87 | 18.74 | 7.76 | 10.32 | 5.43 | 8.53 | 8.87 | 6.84 | 7.19 | 8.12 | 14.45 | 11.62 | 16.64 | 22.37 | 9.45 | 7.62 | 6.18 | 7.30 | 8.35 | 11.65 | 10.84 |
| Draw Down(%) | NA | 4.97 | 13.49 | 22.26 | 22.26 | NA | NA | 36.50 | 0.18 | 4.97 | 5.80 | 14.69 | 5.33 | 22.26 | 3.65 | 13.42 | 3.11 | 8.12 | 9.29 | 5.15 | 5.87 | 5.96 | 15.63 | 8.27 | 17.05 | 35.73 | 5.47 | 7.42 | 3.87 | 6.33 | 8.50 | 18.63 | 13.86 |
| Yield(%) | NA | 13.83 | 10.12 | 6.96 | 5.74 | NA | NA | 4.92 | NA | 4.57 | 12.65 | 6.57 | 5.47 | 2.52 | 2.09 | 5.10 | 0.76 | 3.28 | 8.04 | 5.78 | 4.05 | 3.70 | 2.36 | 3.81 | 3.72 | 5.52 | 6.10 | 5.43 | 5.40 | 5.40 | 2.85 | 3.28 | 4.70 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HUMANA RETIREMENT AND SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-6.32%
Feb 2006 - Feb 2009 |
-0.09%
Feb 2004 - Feb 2009 |
5.88%
Mar 2010 - Mar 2020 |
5.57%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HUMANA RETIREMENT AND SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
20.42%
Feb 2009 - Feb 2012 |
17.33%
Feb 2009 - Feb 2014 |
10.85%
Feb 2009 - Feb 2019 |
10.82%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart