Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AVVIX (VP LARGE COMPANY VALUE FUND CLASS I) | NA | 9.77% | 3.98% | 8.57% | 7.79% | 10.53% | NA | … | … |
Data as of 05/10/2024, Common starting date is 12/13/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AVVIX (VP LARGE COMPANY VALUE FUND CLASS I) | 12/13/2004 | 05/10/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.77 | 3.98 | 8.57 | 7.79 | 10.53 | NA | … | … | 3.93 | 3.90 | -0.23 | 21.71 | 2.75 | 27.48 | -8.04 | 11.07 | 15.25 | -3.90 | 12.88 | 31.34 | 16.40 | 1.11 | 10.98 | 12.40 | -40.36 | -2.08 | 19.52 | 0.65 | 1.91 |
| Sharpe Ratio | NA | 0.63 | 0.12 | 0.36 | 0.41 | NA | NA | … | … | 0.88 | -0.03 | -0.09 | 1.82 | 0.07 | 2.37 | -0.64 | 1.45 | 1.00 | -0.24 | 1.07 | 2.79 | 1.29 | 0.05 | 0.61 | 0.43 | -0.95 | -0.31 | 1.85 | -0.15 | 6.47 |
| Standard Deviation(%) | NA | 9.51 | 13.51 | 19.25 | 16.61 | NA | NA | … | … | 8.64 | 11.24 | 17.65 | 11.90 | 34.13 | 10.99 | 14.65 | 7.25 | 15.08 | 16.64 | 12.02 | 11.23 | 12.80 | 23.78 | 17.93 | 28.45 | 43.46 | 16.52 | 8.83 | 9.93 | 6.59 |
| Draw Down(%) | NA | 10.92 | 16.63 | 35.64 | 35.64 | NA | NA | … | … | 4.98 | 10.92 | 16.63 | 5.89 | 35.64 | 6.72 | 18.28 | 3.81 | 12.02 | 15.00 | 9.81 | 5.24 | 10.02 | 19.80 | 16.21 | 31.11 | 52.01 | 13.73 | 6.92 | 6.27 | 0.66 |
| Yield(%) | 0.00 | 3.39 | 5.08 | 4.74 | 5.55 | 7.99 | 4.05 | … | … | 1.73 | 5.32 | 7.08 | 1.63 | 2.30 | 5.09 | 7.39 | 7.13 | 8.29 | 1.66 | 1.56 | 1.73 | 2.04 | 1.60 | 1.56 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.58 |
Data as of 05/10/2024, Common starting date is 12/13/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AVVIX (VP LARGE COMPANY VALUE FUND CLASS I) |
-19.17%
Feb 2006 – Feb 2009 |
-6.68%
May 2007 – May 2012 |
2.89%
Feb 2006 – Feb 2016 |
3.52%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AVVIX (VP LARGE COMPANY VALUE FUND CLASS I) |
22.08%
Sep 2011 – Sep 2014 |
19.83%
Feb 2009 – Feb 2014 |
13.34%
Feb 2009 – Feb 2019 |
11.84%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart