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 VAR ANNUITY II B SHARES Tactical Asset Allocation Moderate | NA | 9.56% | 7.29% | 8.70% | 7.80% | 10.53% | NA | 10.53% |
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 VAR ANNUITY II 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 | 9.56 | 7.29 | 8.70 | 7.80 | 10.53 | NA | 10.53 | 16.88 | 6.07 | -0.76 | 9.08 | 14.81 | 10.72 | -0.78 | 13.15 | 25.70 | -12.57 | 18.75 | 19.26 | 11.19 | 11.96 | 21.53 | 3.72 | 7.94 |
| Sharpe Ratio | NA | 0.03 | 0.02 | 0.04 | 0.05 | NA | NA | 0.08 | 0.03 | 0.96 | -0.12 | 1.64 | 2.43 | 1.97 | -0.07 | 0.96 | 2.49 | -2.23 | 1.18 | 1.86 | 1.28 | 1.40 | 4.80 | 0.58 | 1.48 |
| Standard Deviation(%) | NA | 483.39 | 278.40 | 215.91 | 152.83 | NA | NA | 117.41 | 484.36 | 6.12 | 6.55 | 5.54 | 6.08 | 5.41 | 11.13 | 13.57 | 10.30 | 6.06 | 13.37 | 8.57 | 7.06 | 7.89 | 4.34 | 4.49 | 3.80 |
| Draw Down(%) | NA | 96.71 | 96.71 | 96.71 | 96.71 | NA | NA | 96.71 | 96.71 | 6.21 | 7.36 | 4.79 | 5.53 | 3.91 | 11.23 | 9.42 | 4.63 | 12.74 | 10.49 | 10.94 | 6.08 | 11.47 | 1.85 | 7.74 | 3.35 |
| Yield(%) | NA | 6.35 | 4.67 | 4.26 | 3.22 | NA | NA | 3.98 | 6.32 | 3.11 | 4.57 | 2.60 | 4.63 | 3.84 | 2.38 | 1.87 | 1.62 | 1.17 | 9.73 | 5.64 | 2.47 | 1.96 | 2.91 | 4.60 | 4.24 |
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 VAR ANNUITY II B SHARES Tactical Asset Allocation Moderate |
4.54%
Apr 2006 - Apr 2009 |
5.64%
Oct 2007 - Oct 2012 |
7.31%
Oct 2007 - Oct 2017 |
9.49%
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 VAR ANNUITY II B SHARES Tactical Asset Allocation Moderate |
20.38%
Oct 2004 - Oct 2007 |
17.35%
Oct 2002 - Oct 2007 |
11.74%
Apr 2001 - Apr 2011 |
10.61%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart