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 Strategic Asset Allocation - Equal Weight Moderate | NA | 8.11% | 3.77% | 2.87% | 1.72% | 5.13% | 4.66% | 4.05% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 0.04 | 8.11 | 3.77 | 2.87 | 1.72 | 5.13 | 4.66 | 4.05 | 2.40 | 8.73 | 1.38 | -0.63 | 2.92 | 3.42 | 0.17 | 1.97 | 1.77 | -4.81 | 12.08 | 9.26 | 9.80 | 5.40 | 11.65 | 23.90 | -25.36 | 13.62 | 7.44 | 10.29 | 9.15 | 15.85 | -10.84 | -4.27 |
| Sharpe Ratio | NA | 1.48 | 0.70 | 0.54 | 0.11 | NA | NA | 0.36 | -0.11 | 1.68 | 0.00 | -0.51 | 0.96 | 1.57 | -1.07 | 1.12 | 1.16 | -0.71 | 1.83 | 1.59 | 1.59 | 0.50 | 1.19 | 1.70 | -1.35 | 1.15 | 0.64 | 1.24 | 1.38 | 1.91 | -1.08 | -0.69 |
| Standard Deviation(%) | NA | 2.89 | 1.74 | 1.94 | 3.09 | NA | NA | 7.85 | 1.43 | 2.65 | 0.06 | 1.27 | 2.79 | 1.28 | 1.07 | 1.19 | 1.35 | 6.84 | 6.60 | 5.79 | 6.12 | 10.74 | 9.69 | 14.03 | 19.49 | 9.28 | 6.57 | 6.53 | 5.93 | 7.95 | 11.01 | 9.55 |
| Draw Down(%) | NA | 1.43 | 1.43 | 4.02 | 6.64 | NA | NA | 33.87 | 0.78 | 1.43 | 0.00 | 1.31 | 4.02 | 0.90 | 1.21 | 0.66 | 1.70 | 6.64 | 5.84 | 6.30 | 5.18 | 8.26 | 6.38 | 12.46 | 31.70 | 5.13 | 4.83 | 4.36 | 4.86 | 6.19 | 17.96 | 13.68 |
| Yield(%) | NA | 3.88 | 2.35 | 1.99 | 2.59 | NA | NA | 3.90 | 0.82 | 4.82 | 1.38 | 0.32 | 1.87 | 1.47 | 1.02 | 0.71 | 1.15 | 1.43 | 11.83 | 8.73 | 4.53 | 3.16 | 5.12 | 2.21 | 7.29 | 4.69 | 7.41 | 4.13 | 2.74 | 3.34 | 3.84 | 5.68 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.53%
Feb 2006 - Feb 2009 |
0.05%
Feb 2004 - Feb 2009 |
1.59%
Aug 2014 - Aug 2024 |
2.84%
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 Strategic Asset Allocation - Equal Weight Moderate |
18.19%
Feb 2009 - Feb 2012 |
13.86%
Feb 2009 - Feb 2014 |
8.08%
Sep 2002 - Sep 2012 |
6.54%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart