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 Strategic Asset Allocation - Equal Weight Moderate | NA | 7.98% | 5.15% | 7.55% | 5.30% | 6.53% | NA | 5.91% |
Data as of 09/30/2016, 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 Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.46 | 7.98 | 5.15 | 7.55 | 5.30 | 6.53 | NA | 5.91 | 4.56 | 0.09 | 6.39 | 9.57 | 10.61 | 1.89 | 12.26 | 20.96 | -24.71 | 10.67 | 15.73 | 11.34 | 11.78 | 19.62 | -8.87 | -3.67 |
| Sharpe Ratio | NA | 0.79 | 0.61 | 1.00 | 0.34 | NA | NA | 0.44 | 0.83 | 0.01 | 1.09 | 1.54 | 1.65 | 0.15 | 1.18 | 1.13 | -1.10 | 0.74 | 1.81 | 1.46 | 1.75 | 2.84 | -1.14 | -0.72 |
| Standard Deviation(%) | NA | 5.23 | 5.94 | 6.08 | 11.98 | NA | NA | 10.46 | 5.23 | 6.67 | 5.84 | 6.20 | 6.40 | 12.31 | 10.36 | 18.42 | 23.25 | 10.34 | 6.85 | 6.29 | 6.20 | 6.66 | 8.76 | 8.33 |
| Draw Down(%) | NA | 4.87 | 7.09 | 7.09 | 38.60 | NA | NA | 38.60 | 4.68 | 6.27 | 4.65 | 6.25 | 5.23 | 10.98 | 6.81 | 16.34 | 34.94 | 7.04 | 6.77 | 4.50 | 7.05 | 5.98 | 16.42 | 13.57 |
| Yield(%) | NA | 1.24 | 2.18 | 2.59 | 3.86 | NA | NA | 3.54 | 1.24 | 1.64 | 3.70 | 3.97 | 2.36 | 1.78 | 3.40 | 1.60 | 12.19 | 6.68 | 6.81 | 2.33 | 1.44 | 1.61 | 2.01 | 3.84 |
Data as of 09/30/2016, 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 Strategic Asset Allocation - Equal Weight Moderate |
-6.30%
Feb 2006 - Feb 2009 |
0.53%
Feb 2004 - Feb 2009 |
4.50%
Nov 2006 - Nov 2016 |
5.50%
Feb 2001 - Feb 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 Strategic Asset Allocation - Equal Weight Moderate |
18.18%
Feb 2009 - Feb 2012 |
14.88%
Oct 2002 - Oct 2007 |
8.65%
Mar 2003 - Mar 2013 |
6.53%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart