Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| N (PROTECTIVE LIFE DYNAMIC ALLOCATION SERIES – CONSERVATIVE PORTFOLIO PROTECTIVE LIFE DYNAMIC ALLOCATION SERIES – CONSERVATIVE PORTFOLIO) | NA | -99.78% | -86.31% | -67.42% | NA | NA | NA | … | … |
Data as of 10/04/2017, Common starting date is 12/21/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| N (PROTECTIVE LIFE DYNAMIC ALLOCATION SERIES – CONSERVATIVE PORTFOLIO PROTECTIVE LIFE DYNAMIC ALLOCATION SERIES – CONSERVATIVE PORTFOLIO) | 12/21/2007 | 10/04/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -99.78 | -86.31 | -67.42 | NA | NA | NA | … | … | -99.74 | 6.76 | -22.49 | 5.97 | 53.08 | 65.97 | 62.20 | 56.45 | 89.34 | -78.46 | 0.10 |
| Sharpe Ratio | NA | -0.11 | -0.27 | -0.30 | NA | NA | NA | … | … | -0.05 | -0.67 | -1.40 | -0.33 | 1.27 | 1.20 | 0.79 | 0.73 | 1.05 | -1.03 | NA |
| Standard Deviation(%) | NA | 1,104.66 | 401.42 | 294.91 | NA | NA | NA | … | … | 2,489.85 | 40.61 | 29.28 | 37.52 | 27.16 | 40.10 | 54.94 | 52.20 | 67.21 | 94.65 | NA |
| Draw Down(%) | NA | 99.81 | 99.81 | 99.82 | NA | NA | NA | … | … | 99.77 | 37.24 | 27.38 | 40.30 | 16.91 | 18.19 | 39.02 | 31.93 | 30.74 | 83.92 | NA |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/04/2017, Common starting date is 12/21/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| N (PROTECTIVE LIFE DYNAMIC ALLOCATION SERIES – CONSERVATIVE PORTFOLIO PROTECTIVE LIFE DYNAMIC ALLOCATION SERIES – CONSERVATIVE PORTFOLIO) |
-86.88%
Aug 2014 – Aug 2017 |
-64.74%
Aug 2012 – Aug 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| N (PROTECTIVE LIFE DYNAMIC ALLOCATION SERIES – CONSERVATIVE PORTFOLIO PROTECTIVE LIFE DYNAMIC ALLOCATION SERIES – CONSERVATIVE PORTFOLIO) |
93.61%
Jun 2010 – Jun 2013 |
71.94%
Jan 2009 – Jan 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart