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 Strategic Asset Allocation - Equal Weight Moderate | NA | 9.14% | 5.70% | 8.23% | 6.16% | 7.09% | NA | 6.47% |
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 VAR ANNUITY II 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 (%) | -0.09 | 9.14 | 5.70 | 8.23 | 6.16 | 7.09 | NA | 6.47 | 4.26 | -0.46 | 7.61 | 8.22 | 13.67 | 3.53 | 13.42 | 22.86 | -24.03 | 10.56 | 14.44 | 12.10 | 12.66 | 18.72 | -8.87 | -3.67 |
| Sharpe Ratio | NA | 0.75 | 0.62 | 1.07 | 0.42 | NA | NA | 0.49 | 0.79 | -0.07 | 1.27 | 1.27 | 2.36 | 0.31 | 1.33 | 1.33 | -1.12 | 0.70 | 1.62 | 1.59 | 1.92 | 2.73 | -1.14 | -0.72 |
| Standard Deviation(%) | NA | 5.11 | 6.02 | 6.06 | 11.48 | NA | NA | 10.10 | 5.12 | 6.86 | 5.97 | 6.42 | 5.78 | 11.34 | 10.00 | 17.13 | 22.25 | 10.68 | 6.89 | 6.24 | 6.09 | 6.60 | 8.76 | 8.33 |
| Draw Down(%) | NA | 4.51 | 7.59 | 7.59 | 36.76 | NA | NA | 36.76 | 4.33 | 7.06 | 4.65 | 7.37 | 4.54 | 10.13 | 6.19 | 15.49 | 33.40 | 7.40 | 6.71 | 4.47 | 6.97 | 5.98 | 16.42 | 13.57 |
| Yield(%) | NA | 1.42 | 2.53 | 3.10 | 4.37 | NA | NA | 4.02 | 1.43 | 2.34 | 3.84 | 3.88 | 3.98 | 2.72 | 4.42 | 2.05 | 12.09 | 6.88 | 6.79 | 3.47 | 2.57 | 2.00 | 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 VAR ANNUITY II B SHARES Strategic Asset Allocation - Equal Weight Moderate |
-6.04%
Feb 2006 - Feb 2009 |
0.89%
Feb 2004 - Feb 2009 |
5.21%
Nov 2006 - Nov 2016 |
5.99%
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 Strategic Asset Allocation - Equal Weight Moderate |
19.59%
Feb 2009 - Feb 2012 |
15.35%
Feb 2009 - Feb 2014 |
9.44%
Mar 2003 - Mar 2013 |
7.09%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart