Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Glenbrook Life & Annuity Co AIM LIFETIME PLUS II VARIABLE ANNUITY B SHARES Tactical Asset Allocation Moderate | NA | 5.45% | 1.84% | 1.28% | 3.18% | 5.52% | NA | 5.59% |
Data as of 02/28/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Glenbrook Life & Annuity Co AIM LIFETIME PLUS II VARIABLE ANNUITY B SHARES 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 (%) | -7.74 | 5.45 | 1.84 | 1.28 | 3.18 | 5.52 | NA | 5.59 | -18.53 | 17.83 | -11.50 | 9.51 | 4.95 | -5.14 | -0.83 | 13.98 | 0.46 | 2.60 | 8.89 | 12.21 | 10.90 | 10.33 | 14.06 | 5.50 | 11.05 | 8.93 | -2.60 | 5.45 |
| Sharpe Ratio | NA | -0.84 | -0.41 | -0.25 | 0.12 | NA | NA | 0.47 | -0.75 | 2.24 | -1.40 | 2.46 | 0.65 | -0.66 | -0.15 | 2.16 | 0.05 | 0.35 | 1.02 | 1.47 | 1.86 | 0.75 | 1.40 | 0.58 | 1.34 | 1.23 | -0.58 | 0.64 |
| Standard Deviation(%) | NA | 15.90 | 10.96 | 9.63 | 8.53 | NA | NA | 7.88 | 24.81 | 7.33 | 9.12 | 3.61 | 7.32 | 7.87 | 5.71 | 6.46 | 8.12 | 7.39 | 8.65 | 8.24 | 5.36 | 9.80 | 7.70 | 5.77 | 7.55 | 6.71 | 6.34 | 4.91 |
| Draw Down(%) | NA | 27.49 | 27.49 | 27.49 | 27.49 | NA | NA | 27.49 | 27.49 | 4.25 | 17.37 | 1.64 | 4.29 | 9.45 | 4.31 | 4.33 | 9.51 | 6.64 | 7.66 | 5.99 | 2.62 | 6.74 | 9.04 | 4.32 | 5.95 | 4.87 | 8.16 | 4.25 |
| Yield(%) | NA | 17.42 | 8.47 | 7.94 | 5.41 | NA | NA | 0.00 | 5.25 | 13.42 | 5.82 | 1.57 | 7.08 | 7.57 | 6.97 | 2.64 | 1.70 | 1.29 | 2.09 | 3.67 | 4.72 | 4.39 | 2.63 | 2.92 | 1.47 | 2.46 | 3.60 | 5.69 |
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 |
|---|---|---|---|---|
| Glenbrook Life & Annuity Co AIM LIFETIME PLUS II VARIABLE ANNUITY B SHARES Tactical Asset Allocation Moderate |
-4.12%
Mar 2017 - Mar 2020 |
-2.19%
Mar 2015 - Mar 2020 |
1.07%
Mar 2010 - Mar 2020 |
4.37%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Glenbrook Life & Annuity Co AIM LIFETIME PLUS II VARIABLE ANNUITY B SHARES Tactical Asset Allocation Moderate |
13.13%
Oct 2004 - Oct 2007 |
12.19%
Oct 2005 - Oct 2010 |
9.39%
Jul 2003 - Jul 2013 |
7.38%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart