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 NORTHBROOK VARIABLE ANNUITY II B SHARES Tactical Asset Allocation Moderate | NA | 9.14% | 0.54% | 2.00% | 2.15% | 4.50% | 5.40% | 4.84% |
Data as of 06/28/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Northbrook Life Insurance Co NORTHBROOK VARIABLE ANNUITY II B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 09/03/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.11 | 9.14 | 0.54 | 2.00 | 2.15 | 4.50 | 5.40 | 4.84 | 5.42 | 10.39 | -11.14 | 5.26 | -0.36 | 14.92 | -5.90 | 12.34 | 5.07 | -9.31 | 12.85 | 10.17 | 2.58 | -0.85 | 13.17 | 13.64 | -4.47 | 15.59 | 8.02 | 10.73 | 10.27 | 8.20 | -8.69 | 3.63 |
| Sharpe Ratio | NA | 1.25 | -0.26 | 0.10 | 0.14 | NA | NA | 0.47 | 0.51 | 1.06 | -1.38 | 0.99 | -0.05 | 3.54 | -1.55 | 3.06 | 0.86 | -1.12 | 1.99 | 1.49 | 0.22 | -0.06 | 1.34 | 1.82 | -1.21 | 1.13 | 0.64 | 1.12 | 1.44 | 0.96 | -1.40 | 0.23 |
| Standard Deviation(%) | NA | 5.66 | 6.96 | 7.66 | 6.83 | NA | NA | 7.82 | 5.58 | 5.79 | 9.06 | 5.29 | 11.17 | 3.82 | 4.64 | 3.83 | 5.68 | 8.35 | 6.47 | 6.79 | 11.53 | 13.84 | 9.79 | 7.43 | 4.46 | 11.10 | 7.37 | 7.65 | 6.46 | 7.82 | 7.02 | 5.68 |
| Draw Down(%) | NA | 3.73 | 16.95 | 18.20 | 18.20 | NA | NA | 18.20 | 2.47 | 5.02 | 16.31 | 2.57 | 18.20 | 1.94 | 9.77 | 1.58 | 3.71 | 12.62 | 5.84 | 7.93 | 12.12 | 10.81 | 7.21 | 3.55 | 7.54 | 6.08 | 5.35 | 5.32 | 5.26 | 7.15 | 11.25 | 6.00 |
| Yield(%) | NA | 1.52 | 2.83 | 2.87 | 4.23 | NA | NA | 0.00 | 0.37 | 1.85 | 0.80 | 5.94 | 2.85 | 2.84 | 8.05 | 5.45 | 2.12 | 1.47 | 11.92 | 10.15 | 4.47 | 1.66 | 1.86 | 2.78 | 3.70 | 5.87 | 6.98 | 4.14 | 2.68 | 3.11 | 4.64 | 6.80 |
Data as of 06/28/2024, 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 NORTHBROOK VARIABLE ANNUITY II B SHARES Tactical Asset Allocation Moderate |
-2.88%
Sep 2019 - Sep 2022 |
-0.47%
Sep 2017 - Sep 2022 |
1.54%
Sep 2012 - Sep 2022 |
3.16%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Northbrook Life Insurance Co NORTHBROOK VARIABLE ANNUITY II B SHARES Tactical Asset Allocation Moderate |
13.92%
Oct 2004 - Oct 2007 |
10.91%
Jan 2003 - Jan 2008 |
8.92%
Aug 2004 - Aug 2014 |
7.18%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart