Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Charter National Life Insurance SCUDDER HORIZON PLAN X Tactical Asset Allocation Moderate | NA | 10.67% | 8.07% | 10.11% | 7.93% | 8.42% | NA | 7.28% |
Data as of 07/31/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Charter National Life Insurance SCUDDER HORIZON PLAN X Tactical Asset Allocation Moderate | 12/31/2000 | 10/30/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.06 | 10.67 | 8.07 | 10.11 | 7.93 | 8.42 | NA | 7.28 | 12.18 | 5.76 | 3.05 | 9.81 | 17.34 | 13.45 | 0.96 | 11.04 | 13.09 | -6.24 | 7.12 | 12.25 | 5.62 | 10.89 | 16.87 | -11.79 | 2.31 |
| Sharpe Ratio | NA | 3.09 | 0.99 | 1.31 | 0.82 | NA | NA | 0.76 | 2.75 | 0.67 | 0.33 | 1.22 | 2.40 | 1.56 | 0.06 | 1.13 | 1.42 | -1.42 | 0.42 | 1.15 | 0.60 | 1.31 | 2.44 | -1.88 | 0.01 |
| Standard Deviation(%) | NA | 4.56 | 7.66 | 7.65 | 8.92 | NA | NA | 8.11 | 4.25 | 8.25 | 9.09 | 8.02 | 7.22 | 8.56 | 14.46 | 9.65 | 9.15 | 5.05 | 9.84 | 7.80 | 5.75 | 7.62 | 6.62 | 6.85 | 0.05 |
| Draw Down(%) | NA | 1.49 | 10.10 | 10.10 | 12.98 | NA | NA | 13.08 | 1.49 | 7.69 | 7.87 | 4.50 | 5.38 | 7.10 | 12.66 | 7.57 | 6.07 | 9.32 | 6.72 | 8.85 | 3.77 | 6.38 | 3.52 | 13.08 | 0.00 |
| Yield(%) | NA | 5.01 | 6.17 | 5.23 | 3.77 | NA | NA | 0.00 | 0.65 | 5.31 | 6.51 | 7.72 | 5.19 | 3.08 | 1.31 | 1.62 | 2.35 | 3.06 | 4.19 | 5.65 | 3.67 | 2.09 | 2.18 | 0.70 | 2.31 |
Data as of 07/31/2017, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Charter National Life Insurance SCUDDER HORIZON PLAN X Tactical Asset Allocation Moderate |
1.18%
Jul 2001 - Jul 2004 |
4.42%
Jul 2001 - Jul 2006 |
4.93%
Sep 2001 - Sep 2011 |
6.37%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Charter National Life Insurance SCUDDER HORIZON PLAN X Tactical Asset Allocation Moderate |
14.80%
Sep 2011 - Sep 2014 |
12.54%
Jun 2009 - Jun 2014 |
9.03%
Aug 2004 - Aug 2014 |
8.53%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart