Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co ALLMERICA IMMEDIATE ADVANTAGE VARIABLE ANNUITY Tactical Asset Allocation Moderate | NA | 6.01% | 3.42% | 1.96% | 5.92% | 7.41% | NA | 7.51% |
Data as of 02/28/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Commonwealth Annuity and Life Ins Co ALLMERICA IMMEDIATE ADVANTAGE VARIABLE ANNUITY Tactical Asset Allocation Moderate | 12/31/2000 | 05/05/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.81 | 6.01 | 3.42 | 1.96 | 5.92 | 7.41 | NA | 7.51 | -8.29 | 17.88 | -8.89 | 9.93 | 4.09 | -2.51 | 5.43 | 17.44 | 13.40 | 0.59 | 12.02 | 20.95 | 4.33 | 12.63 | 8.98 | 5.55 | 12.53 | 15.18 | -0.11 | 4.06 |
| Sharpe Ratio | NA | 0.00 | 0.08 | 0.09 | 0.46 | NA | NA | 0.69 | -0.38 | 2.28 | -0.93 | 1.92 | 0.46 | -0.28 | 0.74 | 2.06 | 1.76 | 0.04 | 1.13 | 2.06 | 0.58 | 0.97 | 0.76 | 0.56 | 1.39 | 1.64 | -0.21 | 0.31 |
| Standard Deviation(%) | NA | 14.32 | 10.85 | 9.97 | 9.92 | NA | NA | 9.01 | 22.18 | 7.24 | 10.97 | 4.85 | 8.48 | 8.93 | 7.33 | 8.47 | 7.59 | 14.77 | 10.57 | 10.11 | 5.91 | 9.90 | 7.49 | 6.07 | 8.35 | 8.86 | 5.82 | 5.67 |
| Draw Down(%) | NA | 21.27 | 21.27 | 21.27 | 21.27 | NA | NA | 21.27 | 21.27 | 3.70 | 16.41 | 2.64 | 7.68 | 8.24 | 4.94 | 4.78 | 5.80 | 14.24 | 9.20 | 4.90 | 4.46 | 7.45 | 8.92 | 4.76 | 7.55 | 6.46 | 4.24 | 5.75 |
| Yield(%) | NA | 11.84 | 9.40 | 6.89 | 5.41 | NA | NA | 0.00 | 2.43 | 10.40 | 10.63 | 5.58 | 3.68 | 2.89 | 7.52 | 3.73 | 1.89 | 3.57 | 3.18 | 3.62 | 6.30 | 5.87 | 5.81 | 4.12 | 1.80 | 4.08 | 4.38 | 6.26 |
Data as of 02/28/2020, 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 |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co ALLMERICA IMMEDIATE ADVANTAGE VARIABLE ANNUITY Tactical Asset Allocation Moderate |
0.66%
Mar 2017 - Mar 2020 |
0.23%
Mar 2015 - Mar 2020 |
4.55%
Mar 2010 - Mar 2020 |
6.88%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co ALLMERICA IMMEDIATE ADVANTAGE VARIABLE ANNUITY Tactical Asset Allocation Moderate |
15.32%
May 2008 - May 2011 |
13.61%
Jun 2009 - Jun 2014 |
11.45%
Jul 2003 - Jul 2013 |
9.55%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart