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Glenbrook Life & Annuity Co ALLSTATE PROVIDER VARIABLE ANNUITY B SHARES
Glenbrook Life & Annuity Co ALLSTATE PROVIDER VARIABLE ANNUITY B SHARES Strategic Asset Allocation - Equal Weight Moderate
Glenbrook Life & Annuity Co ALLSTATE PROVIDER VARIABLE ANNUITY B SHARES Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.15% June 27
Delayed
Holdings (As of 04/30/2003)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | AGOVX (INVESCO U.S. GOVERNMENT FUND CLASS A) | 0.21% | Invesco VI Govertnment Security I | 39.69% |
| US Equity | FCNTX (Fidelity Contrafund) | 1.00% | Fidelity V2 Contrafund Init | 7.13% |
| US Equity | FEQIX (FIDELITY EQUITY-INCOME FUND FIDELITY EQUITY-INCOME FUND) | 1.86% | Fidelity VIP Equity-Income Init | 6.13% |
| High Yield Bond | SPHIX (FIDELITY HIGH INCOME FUND FIDELITY HIGH INCOME FUND) | 0.0% | Fidelity VIP High Income Init | 16.39% |
| International Equity | AIEVX (INVESCO INTERNATIONAL GROWTH FUND CLASS R5) | 1.40% | Invesco VI International Growth I | 14.14% |
| BALANCE FUND | AVBIX (VP BALANCED FUND CLASS I) | 0.88% | American Century VP Balanced I | 16.52% |
* Day change on 03/31/2003.
Previous
Beta
Performance (As of 06/27/2003)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Glenbrook Life & Annuity Co ALLSTATE PROVIDER VARIABLE ANNUITY B SHARES Strategic Asset Allocation - Equal Weight Moderate | -1.5% | -3.7% | N/A | N/A | N/A | |
| VFINX (Vanguard (S&P 500) Index) | 7.1% | 13.7% | 19.4% | 16.6% | 13.6% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.4% | 10.3% | 11.9% | 8.9% | 8.5% | 9.4% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.2 | -3.7 | NA | NA | NA | 0.0 | 0.0 | 1.8 | 6.3 | -2.0 | 0.3 |
| Sharpe Ratio | NA | 0.73 | NA | NA | NA | NA | NA | 0.04 | 1.12 | -0.46 | -0.3 |
| Draw Down(%) | NA | 6.7 | NA | NA | NA | NA | NA | 11.3 | 4.0 | 8.9 | 10.4 |
| Standard Deviation(%) | NA | 6.8 | NA | NA | NA | NA | NA | 6.5 | 5.3 | 6.8 | 6.8 |
| Treynor Ratio | NA | 0.23 | NA | NA | NA | NA | NA | 0.01 | 0.27 | -0.14 | -0.07 |
| Alpha | NA | 0.02 | NA | NA | NA | NA | NA | 0.01 | 0.03 | 0.01 | 0.01 |
| Beta | NA | 0.22 | NA | NA | NA | NA | NA | 0.24 | 0.22 | 0.22 | 0.27 |
| RSquared | NA | 0.77 | NA | NA | NA | NA | NA | 0.73 | 0.74 | 0.73 | 0.74 |
| Sortino Ratio | NA | 1.06 | NA | NA | NA | NA | NA | 0.05 | 1.71 | -0.65 | -0.39 |
| Yield(%) | N/A | 2.6 | 3.8 | 2.3 | 1.1 | 0.8 | 0.6 | 5.64 | 1.0 | 3.3 | 6.9 |
| Dividend Growth(%) | N/A | -59.6 | N/A | N/A | N/A | N/A | N/A | N/A | -69.1 | -51.7 | 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 ALLSTATE PROVIDER 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 16 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.
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