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 Strategic Asset Allocation - Equal Weight Moderate | NA | 8.89% | 4.85% | 6.03% | 5.14% | 7.04% | NA | 6.07% |
Data as of 09/29/2017, 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 Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/29/2017 |
| 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 (%) | 0.33 | 8.89 | 4.85 | 6.03 | 5.14 | 7.04 | NA | 6.07 | 12.21 | 3.24 | 1.26 | 2.51 | 12.81 | 9.80 | 1.46 | 13.23 | 24.61 | -20.19 | 5.85 | 11.86 | 5.71 | 10.63 | 18.38 | -5.59 | 0.07 |
| Sharpe Ratio | NA | 2.83 | 0.69 | 0.89 | 0.61 | NA | NA | 0.65 | 2.88 | 0.37 | 0.15 | 0.34 | 2.06 | 1.77 | 0.14 | 1.64 | 2.41 | -1.51 | 0.41 | 1.67 | 0.75 | 1.79 | 3.15 | -0.99 | -0.35 |
| Standard Deviation(%) | NA | 4.02 | 7.14 | 6.98 | 8.59 | NA | NA | 7.60 | 4.02 | 8.10 | 8.43 | 7.26 | 6.20 | 5.50 | 9.91 | 7.99 | 10.16 | 13.95 | 6.85 | 5.12 | 4.71 | 5.40 | 5.61 | 6.78 | 6.49 |
| Draw Down(%) | NA | 1.35 | 13.00 | 13.00 | 28.50 | NA | NA | 28.53 | 1.35 | 8.21 | 8.93 | 5.98 | 5.72 | 4.92 | 9.78 | 6.79 | 10.49 | 28.50 | 5.23 | 5.27 | 3.96 | 5.51 | 5.04 | 12.56 | 9.31 |
| Yield(%) | NA | 2.80 | 3.22 | 4.97 | 4.40 | NA | NA | 5.15 | 2.80 | 1.09 | 5.71 | 7.57 | 7.56 | 4.43 | 2.93 | 3.33 | 4.53 | 3.79 | 9.19 | 8.50 | 5.54 | 3.94 | 3.58 | 3.00 | 4.85 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co SCUDDER GATEWAY CUSTOM (ALLMERICA) B SHARES Strategic Asset Allocation - Equal Weight Moderate |
-4.46%
Feb 2006 - Feb 2009 |
0.36%
Feb 2004 - Feb 2009 |
4.84%
Dec 2006 - Dec 2016 |
5.19%
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 Strategic Asset Allocation - Equal Weight Moderate |
16.65%
Feb 2009 - Feb 2012 |
13.66%
Feb 2009 - Feb 2014 |
8.09%
Mar 2003 - Mar 2013 |
7.04%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart