Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co `COMBINED ANN SHARING SEP VA-A Tactical Asset Allocation Moderate | NA | 25.43% | 4.47% | 7.25% | 6.30% | 8.20% | 7.62% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Commonwealth Annuity and Life Ins Co `COMBINED ANN SHARING SEP VA-A Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.46 | 25.43 | 4.47 | 7.25 | 6.30 | 8.20 | 7.62 | … | … | 0.11 | 6.19 | 13.37 | -14.25 | 17.31 | 5.05 | 15.05 | -7.40 | 15.54 | 7.18 | -0.72 | 12.29 | 22.10 | 10.75 | 5.23 | 9.25 | 15.41 | 0.02 | 1.43 | 7.78 | 4.50 | 10.27 | 20.11 | -2.81 | 7.99 |
| Sharpe Ratio | NA | 0.02 | -0.20 | 0.17 | 0.32 | NA | NA | … | … | 0.01 | -0.03 | 1.05 | -1.17 | 1.88 | 0.24 | 1.75 | -0.88 | 3.33 | 0.89 | -0.08 | 1.52 | 2.85 | 1.40 | 0.39 | 1.08 | 2.18 | -0.24 | -0.16 | 0.65 | 0.31 | 1.23 | 2.69 | -0.57 | 1.14 |
| Standard Deviation(%) | NA | 14.33 | 12.38 | 13.66 | 11.20 | NA | NA | … | … | 9.20 | 14.37 | 8.65 | 13.36 | 9.19 | 19.67 | 7.80 | 9.88 | 4.48 | 7.84 | 9.13 | 8.10 | 7.76 | 7.65 | 13.30 | 8.47 | 7.02 | 3.81 | 9.67 | 6.95 | 7.41 | 7.61 | 7.22 | 6.89 | 5.00 |
| Draw Down(%) | NA | 12.30 | 14.80 | 23.72 | 23.72 | NA | NA | … | … | 0.91 | 12.30 | 7.58 | 15.62 | 4.23 | 23.72 | 4.77 | 16.37 | 1.42 | 7.03 | 7.56 | 5.70 | 5.31 | 6.31 | 10.64 | 7.75 | 3.55 | 6.06 | 6.45 | 5.80 | 5.06 | 4.99 | 4.31 | 10.11 | 3.76 |
| Yield(%) | NA | 3.18 | 6.79 | 5.29 | 4.42 | NA | NA | … | … | NA | 0.92 | 3.20 | 0.92 | 17.65 | 4.58 | 1.53 | 2.80 | 8.06 | 3.39 | 3.28 | 1.17 | 1.37 | 1.82 | 1.80 | 2.12 | 3.30 | 2.53 | 8.53 | 4.02 | 1.24 | 1.55 | 4.02 | 4.41 | 6.98 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co `COMBINED ANN SHARING SEP VA-A Tactical Asset Allocation Modera |
1.07%
Dec 2021 – Dec 2024 |
2.03%
Sep 2018 – Sep 2023 |
5.23%
Oct 2013 – Oct 2023 |
6.88%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co `COMBINED ANN SHARING SEP VA-A Tactical Asset Allocation Modera |
15.95%
Sep 2011 – Sep 2014 |
13.46%
Apr 2009 – Apr 2014 |
10.63%
Aug 2008 – Aug 2018 |
9.44%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart