Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Annuity Investors Life Assurance Co COMMODORE INDEPENDENCE C SHARES Tactical Asset Allocation Moderate | NA | 11.65% | 2.53% | 5.43% | 7.22% | 9.03% | NA | … | … |
Data as of 11/30/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Annuity Investors Life Assurance Co COMMODORE INDEPENDENCE C SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 02/22/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.54 | 11.65 | 2.53 | 5.43 | 7.22 | 9.03 | NA | … | … | 0.76 | 10.38 | 2.89 | -6.66 | 6.36 | 12.75 | 9.88 | 4.24 | 15.03 | 22.84 | -3.10 | 13.45 | 18.38 | 1.49 | 9.03 | 19.48 | 6.53 | 6.01 |
| Sharpe Ratio | NA | 1.25 | 0.28 | 0.72 | 0.91 | NA | NA | … | … | 0.07 | 2.39 | 0.51 | -1.05 | 1.13 | 1.96 | 1.82 | 0.48 | 1.13 | 2.43 | -0.64 | 1.08 | 2.18 | -0.11 | 1.15 | 3.47 | 1.12 | 0.79 |
| Standard Deviation(%) | NA | 5.12 | 5.61 | 5.74 | 7.57 | NA | NA | … | … | 9.23 | 4.08 | 5.25 | 6.37 | 5.62 | 6.47 | 5.41 | 8.85 | 13.17 | 9.34 | 6.33 | 9.69 | 6.92 | 6.32 | 7.01 | 5.41 | 4.84 | 4.67 |
| Draw Down(%) | NA | 5.88 | 12.01 | 12.01 | 12.01 | NA | NA | … | … | 5.88 | 2.24 | 4.34 | 12.01 | 4.62 | 5.64 | 4.07 | 8.11 | 9.65 | 4.64 | 10.69 | 6.55 | 4.60 | 4.99 | 10.10 | 2.61 | 6.38 | 3.06 |
| Yield(%) | NA | 0.00 | 1.69 | 1.96 | 3.03 | NA | NA | … | … | 0.00 | 0.00 | 1.14 | 3.95 | 3.59 | 1.29 | 2.82 | 4.16 | 2.85 | 4.58 | 6.76 | 8.29 | 6.13 | 2.77 | 2.38 | 3.91 | 5.64 | 5.08 |
Data as of 11/30/2017, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Annuity Investors Life Assurance Co COMMODORE INDEPENDENCE C SHARES Tactical Asset Allocation Modera |
0.71%
Dec 2013 – Dec 2016 |
3.47%
May 2011 – May 2016 |
6.96%
Oct 2007 – Oct 2017 |
8.44%
Nov 2001 – Nov 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Annuity Investors Life Assurance Co COMMODORE INDEPENDENCE C SHARES Tactical Asset Allocation Modera |
15.27%
Apr 2009 – Apr 2012 |
13.56%
May 2006 – May 2011 |
11.22%
Apr 2003 – Apr 2013 |
9.08%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart