Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Northbrook Life Insurance Co MORGAN STANLEY VARIABLE ANNUITY II IB B SHARES Tactical Asset Allocation Moderate | NA | 10.60% | 5.50% | 7.18% | 5.57% | 8.67% | NA | 8.80% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Northbrook Life Insurance Co MORGAN STANLEY VARIABLE ANNUITY II IB B SHARES Tactical Asset Allocation 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 (%) | 0.12 | 10.60 | 5.50 | 7.18 | 5.57 | 8.67 | NA | 8.80 | 16.35 | 2.33 | -1.35 | 6.34 | 15.18 | 7.37 | -2.22 | 11.63 | 23.87 | -18.10 | 17.64 | 19.87 | 10.47 | 10.64 | 18.98 | 3.72 | 7.72 |
| Sharpe Ratio | NA | 0.03 | 0.02 | 0.03 | 0.03 | NA | NA | 0.06 | 0.03 | 0.40 | -0.20 | 1.11 | 2.49 | 1.31 | -0.21 | 0.86 | 2.15 | -3.03 | 1.13 | 1.95 | 1.21 | 1.24 | 4.28 | 0.57 | 1.78 |
| Standard Deviation(%) | NA | 483.39 | 278.40 | 215.90 | 152.83 | NA | NA | 117.40 | 484.36 | 5.29 | 7.02 | 5.68 | 6.09 | 5.59 | 10.96 | 13.34 | 11.08 | 6.27 | 12.90 | 8.50 | 6.84 | 7.81 | 4.27 | 4.64 | 3.04 |
| Draw Down(%) | NA | 96.71 | 96.71 | 96.71 | 96.71 | NA | NA | 96.71 | 96.71 | 4.58 | 8.35 | 4.83 | 4.94 | 4.40 | 11.35 | 9.67 | 5.01 | 18.67 | 9.87 | 10.88 | 6.08 | 11.27 | 1.94 | 7.57 | 2.49 |
| Yield(%) | NA | 6.33 | 3.65 | 3.45 | 3.19 | NA | NA | 3.71 | 6.31 | 1.47 | 3.16 | 1.88 | 4.33 | 2.28 | 1.81 | 1.63 | 1.14 | 7.89 | 9.58 | 5.56 | 2.61 | 1.16 | 1.33 | 2.62 | 4.64 |
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 |
|---|---|---|---|---|
| Northbrook Life Insurance Co MORGAN STANLEY VARIABLE ANNUITY II IB B SHARES Tactical Asset Allocation Moderate |
1.97%
Apr 2006 - Apr 2009 |
2.67%
Oct 2007 - Oct 2012 |
5.05%
Oct 2007 - Oct 2017 |
7.85%
Nov 2001 - Nov 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Northbrook Life Insurance Co MORGAN STANLEY VARIABLE ANNUITY II IB B SHARES Tactical Asset Allocation Moderate |
20.07%
Oct 2004 - Oct 2007 |
16.37%
Oct 2002 - Oct 2007 |
10.20%
Apr 2001 - Apr 2011 |
8.75%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart