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Performance Comparison
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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