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Glenbrook Life & Annuity Co AIM LIFETIME PLUS VARIABLE ANNUITY B SHARES
Glenbrook Life & Annuity Co AIM LIFETIME PLUS VARIABLE ANNUITY B SHARES Strategic Asset Allocation - Equal Weight Moderate
Glenbrook Life & Annuity Co AIM LIFETIME PLUS VARIABLE ANNUITY B SHARES Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.42% May 23
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
CASH | CASH (CASH) | 0.0% | Invesco VI Money Market I | 0.00% |
General Bond | AGOVX (INVESCO U.S. GOVERNMENT FUND CLASS A) | 0.14% | Invesco VI Govertnment Security I | 34.24% |
US Equity | CHTRX (INVESCO CHARTER FUND CLASS A) | 0.11% | Invesco VI Core Plus Equity I | 35.18% |
International Equity | AIEVX (INVESCO INTERNATIONAL GROWTH FUND CLASS R5) | 0.28% | Invesco VI International Growth I | 30.58% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/23/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Glenbrook Life & Annuity Co AIM LIFETIME PLUS VARIABLE ANNUITY B SHARES Strategic Asset Allocation - Equal Weight Moderate | 6.1% | 15.3% | 3.6% | 5.0% | 3.4% | 5.8% |
VFINX (Vanguard (S&P 500) Index) | 11.8% | 30.7% | 9.7% | 15.3% | 12.8% | 14.7% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.8% | 18.2% | 3.6% | 8.7% | 7.9% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
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(%) | -0.7 | 6.1 | 15.3 | 3.6 | 5.0 | 3.4 | 5.8 | 5.5 | 4.3 | 15.8 | -13.1 | 10.6 | -2.4 | 19.6 | -7.4 | 8.6 | 0.1 | 1.2 | 0.0 | 15.5 | 9.2 | 0.3 | 11.6 | 21.0 | -19.2 | 9.9 | 13.0 | 8.0 | 11.2 | 17.7 | -10.5 | -12.0 |
Sharpe Ratio | NA | 0.61 | 1.51 | 0.13 | 0.25 | 0.21 | NA | NA | 0.29 | 1.46 | -1.08 | 1.19 | -0.14 | 1.28 | -0.7 | 1.57 | -0.02 | 0.14 | 0.0 | 2.3 | 1.27 | 0.02 | 1.12 | 1.62 | -1.12 | 0.7 | 1.36 | 1.02 | 1.33 | 2.44 | -1.15 | -0.84 |
Draw Down(%) | NA | 4.2 | 7.5 | 19.6 | 34.5 | 34.5 | NA | NA | 34.5 | 7.5 | 18.8 | 4.0 | 30.7 | 8.0 | 13.1 | 3.3 | 6.2 | 9.5 | 4.7 | 5.2 | 6.0 | 11.6 | 8.6 | 12.7 | 28.0 | 7.3 | 8.2 | 4.5 | 6.0 | 5.7 | 16.2 | 27.0 |
Standard Deviation(%) | NA | 7.6 | 7.6 | 10.2 | 13.2 | 11.1 | NA | NA | 10.9 | 7.9 | 13.4 | 8.9 | 18.7 | 14.1 | 12.5 | 5.1 | 8.7 | 8.8 | 6.0 | 6.7 | 7.2 | 12.9 | 10.3 | 12.8 | 18.0 | 9.9 | 7.2 | 5.7 | 7.7 | 7.0 | 10.1 | 16.9 |
Treynor Ratio | NA | 0.07 | 0.19 | 0.02 | 0.06 | 0.05 | NA | NA | 0.07 | 0.21 | -0.27 | 0.18 | -0.05 | 0.37 | -0.2 | 0.16 | 0.0 | 0.03 | 0.0 | 0.27 | 0.17 | 0.0 | 0.21 | 0.47 | -0.48 | 0.12 | 0.16 | 0.13 | 0.18 | 0.5 | -0.34 | -0.19 |
Alpha | NA | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | NA | NA | 0.0 | 0.0 | -0.02 | -0.02 | -0.04 | 0.02 | -0.02 | 0.0 | -0.02 | 0.01 | -0.02 | 0.0 | 0.01 | 0.0 | 0.02 | 0.03 | -0.01 | 0.02 | 0.01 | 0.02 | 0.02 | 0.03 | -0.01 | -0.02 |
Beta | NA | 0.63 | 0.62 | 0.55 | 0.52 | 0.5 | NA | NA | 0.48 | 0.56 | 0.53 | 0.58 | 0.49 | 0.49 | 0.45 | 0.51 | 0.56 | 0.42 | 0.43 | 0.57 | 0.53 | 0.53 | 0.53 | 0.44 | 0.42 | 0.57 | 0.62 | 0.47 | 0.59 | 0.34 | 0.35 | 0.74 |
RSquared | NA | 0.88 | 0.87 | 0.86 | 0.7 | 0.64 | NA | NA | 0.74 | 0.87 | 0.92 | 0.74 | 0.85 | 0.18 | 0.37 | 0.45 | 0.7 | 0.53 | 0.68 | 0.88 | 0.87 | 0.93 | 0.89 | 0.89 | 0.91 | 0.86 | 0.74 | 0.71 | 0.71 | 0.68 | 0.79 | 0.87 |
Sortino Ratio | NA | 0.93 | 2.31 | 0.18 | 0.34 | 0.28 | NA | NA | 0.4 | 2.22 | -1.48 | 1.65 | -0.17 | 1.89 | -0.9 | 2.03 | -0.02 | 0.2 | 0.0 | 3.35 | 1.95 | 0.03 | 1.62 | 2.38 | -1.49 | 0.96 | 2.04 | 1.54 | 1.88 | 3.81 | -1.56 | -1.16 |
Yield(%) | N/A | 0.6 | 4.5 | 7.0 | 7.9 | 6.5 | 8.0 | 8.5 | 3.9 | 4.8 | 4.6 | 12.0 | 4.8 | 11.4 | 5.7 | 0.3 | 1.2 | 8.1 | 4.9 | 3.4 | 1.9 | 1.8 | 2.2 | 2.4 | 2.5 | 4.7 | 2.5 | 2.9 | 1.5 | 1.8 | 1.7 | 2.0 |
Dividend Growth(%) | N/A | -84.4 | -16.0 | 11.9 | 105.3 | 271.0 | N/A | N/A | N/A | -10.8 | -57.2 | 140.4 | -49.1 | 85.4 | 2308.2 | -78.0 | -85.4 | 65.7 | 64.7 | 97.9 | 7.1 | -11.7 | 11.3 | -22.0 | -40.8 | 106.2 | -2.5 | 112.8 | -5.5 | -2.8 | -24.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 3 major asset classes: Fixed Income, Foreign Equity, US Equity
that are covered in Glenbrook Life & Annuity Co AIM LIFETIME PLUS VARIABLE ANNUITY B SHARES. It then selects one or two funds for each of the 3 major asset classes.
1.Risk allocation: the risk profile of this portfolio 40.
The total allocation of the fixed income assets should be at least 40%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 6 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4.Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary.
5.
Simulation: Performance data before this portfolio went public are obtained from historical simulation. They are hypothetical.