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 SCUDDER GATEWAY CUSTOM (ALLMERICA) B SHARES Tactical Asset Allocation Moderate | NA | 0.47% | 5.74% | 5.29% | 8.59% | 8.85% | NA | 7.66% |
Data as of 05/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Commonwealth Annuity and Life Ins Co SCUDDER GATEWAY CUSTOM (ALLMERICA) B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 08/02/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.13 | 0.47 | 5.74 | 5.29 | 8.59 | 8.85 | NA | 7.66 | 13.32 | -7.01 | 10.45 | 6.87 | 3.50 | 5.94 | 19.67 | 11.77 | 2.40 | 9.09 | 21.24 | 3.20 | 6.52 | 15.48 | 5.88 | 14.19 | 14.88 | -3.75 | -5.69 |
| Sharpe Ratio | NA | 0.15 | 0.69 | 0.68 | 0.85 | NA | NA | 0.77 | 2.03 | -0.76 | 2.08 | 0.77 | 0.38 | 0.71 | 2.37 | 1.33 | 0.15 | 0.87 | 2.27 | 0.36 | 0.34 | 1.51 | 0.50 | 1.72 | 2.01 | -0.86 | -1.12 |
| Standard Deviation(%) | NA | 9.55 | 7.92 | 8.40 | 9.68 | NA | NA | 8.76 | 6.11 | 11.02 | 4.71 | 8.61 | 9.20 | 8.31 | 8.29 | 8.80 | 15.34 | 10.29 | 9.32 | 6.29 | 10.26 | 8.09 | 7.38 | 7.71 | 7.07 | 5.68 | 7.17 |
| Draw Down(%) | NA | 14.89 | 14.89 | 14.89 | 14.89 | NA | NA | 14.89 | 1.82 | 14.89 | 1.86 | 7.55 | 8.10 | 4.91 | 6.02 | 7.77 | 13.85 | 8.78 | 4.55 | 4.92 | 8.03 | 9.10 | 6.27 | 6.95 | 4.59 | 6.68 | 12.73 |
| Yield(%) | NA | 9.47 | 5.41 | 6.03 | 4.75 | NA | NA | 0.00 | 2.69 | 7.78 | 5.69 | 1.50 | 6.64 | 8.05 | 6.53 | 3.52 | 1.88 | 2.65 | 4.02 | 5.06 | 9.15 | 10.11 | 7.44 | 2.35 | 2.90 | 4.25 | 4.80 |
Data as of 05/31/2019, 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 SCUDDER GATEWAY CUSTOM (ALLMERICA) B SHARES Tactical Asset Allocation Moderate |
3.15%
Dec 2015 - Dec 2018 |
3.77%
Dec 2013 - Dec 2018 |
7.85%
Sep 2001 - Sep 2011 |
7.82%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co SCUDDER GATEWAY CUSTOM (ALLMERICA) B SHARES Tactical Asset Allocation Moderate |
15.19%
Apr 2003 - Apr 2006 |
13.03%
Oct 2008 - Oct 2013 |
11.43%
Jul 2003 - Jul 2013 |
10.28%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart