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Lincoln National Life Insurance Company VARIABLE ANNUITY II (NATL) B SHARES
Lincoln National Life Insurance Company VARIABLE ANNUITY II (NATL) B SHARES Strategic Asset Allocation - Equal Weight Moderate
Lincoln National Life Insurance Company VARIABLE ANNUITY II (NATL) B SHARES Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.12% May 17
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
International Equity | PRITX (T. ROWE PRICE INTERNATIONAL STOCK FUND T. ROWE PRICE INTERNATIONAL STOCK FUND) | 0.20% | T Rowe Price Institutional Int St | 28.91% |
US Equity | PEOPX (DREYFUS S&P 500 INDEX FUND DREYFUS S&P 500 INDEX FUND) | 0.11% | Dreyfus Stock Index Init | 17.93% |
US Equity | EPGAX (FIDELITY ADVISOR EQUITY GROWTH FUND CLASS A) | 0.15% | Fidelity VIP Growth Init | 12.42% |
CASH | CASH (CASH) | 0.0% | CASH | 40.74% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/17/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Lincoln National Life Insurance Company VARIABLE ANNUITY II (NATL) B SHARES Strategic Asset Allocation - Equal Weight Moderate | 7.1% | 14.7% | 5.0% | 7.6% | 4.2% | 6.1% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 15.0% | 12.9% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.6% | 8.0% | 9.8% |
* 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(%) | 1.1 | 7.1 | 14.7 | 5.0 | 7.6 | 4.2 | 6.1 | 4.9 | 4.1 | 12.6 | -7.9 | 8.9 | 11.3 | 15.8 | -16.3 | 9.3 | 2.5 | 1.2 | 3.4 | 13.6 | 9.6 | -2.0 | 9.5 | 23.4 | -25.3 | 7.2 | 10.7 | 6.5 | 6.6 | 16.5 | -9.0 | -4.4 |
Sharpe Ratio | NA | 0.77 | 1.49 | 0.3 | 0.55 | 0.3 | NA | NA | 0.3 | 1.14 | -0.79 | 1.11 | 0.65 | 2.06 | -1.1 | 1.92 | 0.26 | 0.14 | 0.49 | 2.18 | 1.34 | -0.15 | 0.93 | 1.61 | -1.41 | 0.49 | 1.16 | 0.82 | 0.9 | 2.08 | -0.94 | -0.79 |
Draw Down(%) | NA | 3.4 | 6.9 | 14.3 | 19.5 | 23.5 | NA | NA | 35.8 | 6.9 | 14.3 | 4.0 | 19.5 | 3.7 | 22.4 | 3.8 | 7.3 | 8.5 | 5.5 | 4.4 | 6.3 | 12.5 | 8.4 | 13.4 | 32.2 | 5.9 | 7.3 | 4.2 | 5.5 | 7.6 | 16.5 | 14.5 |
Standard Deviation(%) | NA | 7.4 | 7.3 | 9.1 | 10.9 | 10.3 | NA | NA | 10.2 | 7.3 | 11.8 | 8.0 | 17.0 | 7.0 | 15.9 | 4.5 | 8.6 | 8.6 | 6.8 | 6.2 | 7.1 | 13.2 | 10.1 | 14.5 | 18.5 | 8.7 | 6.4 | 5.3 | 6.3 | 7.6 | 10.7 | 8.5 |
Treynor Ratio | NA | 0.09 | 0.18 | 0.06 | 0.12 | 0.06 | NA | NA | 0.06 | 0.16 | -0.2 | 0.17 | 0.23 | 0.27 | -0.34 | 0.17 | 0.04 | 0.02 | 0.06 | 0.25 | 0.18 | -0.04 | 0.17 | 0.45 | -0.6 | 0.08 | 0.13 | 0.09 | 0.11 | 0.39 | -0.27 | -0.19 |
Alpha | NA | 0.0 | -0.01 | 0.0 | 0.0 | -0.01 | NA | NA | 0.0 | -0.01 | 0.0 | -0.02 | 0.01 | 0.0 | -0.06 | 0.0 | -0.01 | 0.01 | -0.01 | -0.01 | 0.01 | -0.01 | 0.01 | 0.04 | -0.04 | 0.01 | 0.01 | 0.01 | 0.01 | 0.02 | 0.0 | -0.01 |
Beta | NA | 0.6 | 0.6 | 0.49 | 0.49 | 0.5 | NA | NA | 0.48 | 0.52 | 0.47 | 0.53 | 0.48 | 0.53 | 0.51 | 0.51 | 0.62 | 0.52 | 0.54 | 0.54 | 0.54 | 0.56 | 0.55 | 0.51 | 0.44 | 0.52 | 0.57 | 0.47 | 0.51 | 0.41 | 0.38 | 0.36 |
RSquared | NA | 0.88 | 0.89 | 0.87 | 0.9 | 0.76 | NA | NA | 0.83 | 0.88 | 0.92 | 0.76 | 0.94 | 0.9 | 0.32 | 0.57 | 0.88 | 0.89 | 0.83 | 0.92 | 0.94 | 0.96 | 0.95 | 0.94 | 0.93 | 0.91 | 0.81 | 0.84 | 0.82 | 0.84 | 0.85 | 0.81 |
Sortino Ratio | NA | 1.18 | 2.22 | 0.43 | 0.75 | 0.39 | NA | NA | 0.4 | 1.68 | -1.1 | 1.62 | 0.85 | 2.92 | -1.19 | 2.66 | 0.35 | 0.19 | 0.68 | 3.16 | 2.05 | -0.2 | 1.34 | 2.37 | -1.82 | 0.67 | 1.73 | 1.21 | 1.26 | 3.16 | -1.33 | -1.07 |
Yield(%) | N/A | 0.53 | 3.03 | 4.76 | 4.21 | 3.29 | N/A | N/A | 2.8 | 3.36 | 2.93 | 7.61 | 2.88 | 4.24 | 4.86 | 0.4 | 1.15 | 2.32 | 3.17 | 1.3 | 1.04 | 0.88 | 1.1 | 1.4 | 2.25 | 6.58 | 5.52 | 4.16 | 1.25 | 1.55 | 1.1 | 2.88 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 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 2 major asset classes: US Equity, Foreign Equity
that are covered in Lincoln National Life Insurance Company VARIABLE ANNUITY II (NATL) B SHARES. It then selects one or two funds for each of the 2 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 7 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.