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 PREFERRED CLIENT VARIABLE ANNUITY PBC Tactical Asset Allocation Moderate | NA | 9.76% | 6.76% | 7.73% | 6.94% | 10.06% | NA | 10.09% |
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 PREFERRED CLIENT VARIABLE ANNUITY PBC 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 (%) | 0.16 | 9.76 | 6.76 | 7.73 | 6.94 | 10.06 | NA | 10.09 | 15.44 | 6.53 | -2.91 | 5.78 | 15.27 | 9.52 | -2.02 | 13.19 | 26.14 | -12.62 | 17.72 | 19.37 | 11.93 | 11.17 | 22.70 | 3.72 | 7.94 |
| Sharpe Ratio | NA | 0.03 | 0.02 | 0.04 | 0.05 | NA | NA | 0.08 | 0.03 | 1.04 | -0.46 | 0.97 | 2.43 | 1.65 | -0.18 | 0.96 | 2.53 | -2.21 | 1.08 | 1.79 | 1.46 | 1.26 | 4.80 | 0.58 | 1.48 |
| Standard Deviation(%) | NA | 468.44 | 269.79 | 209.23 | 148.12 | NA | NA | 113.80 | 469.37 | 6.10 | 6.40 | 5.93 | 6.28 | 5.74 | 11.39 | 13.61 | 10.32 | 6.12 | 13.65 | 8.98 | 6.71 | 8.14 | 4.58 | 4.49 | 3.80 |
| Draw Down(%) | NA | 96.34 | 96.34 | 96.34 | 96.34 | NA | NA | 96.34 | 96.34 | 5.98 | 8.71 | 4.29 | 5.40 | 4.53 | 11.18 | 9.44 | 4.65 | 12.88 | 11.14 | 11.74 | 5.27 | 11.46 | 1.78 | 7.74 | 3.35 |
| Yield(%) | NA | 4.94 | 3.39 | 3.70 | 2.86 | NA | NA | 3.75 | 4.91 | 3.13 | 2.14 | 3.56 | 4.66 | 3.16 | 2.37 | 1.87 | 1.51 | 1.12 | 11.06 | 5.06 | 1.84 | 1.75 | 3.04 | 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 PREFERRED CLIENT VARIABLE ANNUITY PBC Tactical Asset Allocation Moderate |
3.04%
Dec 2013 - Dec 2016 |
4.36%
Feb 2011 - Feb 2016 |
6.45%
Oct 2007 - Oct 2017 |
9.00%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Northbrook Life Insurance Co PREFERRED CLIENT VARIABLE ANNUITY PBC Tactical Asset Allocation Moderate |
20.82%
Oct 2004 - Oct 2007 |
17.67%
Oct 2002 - Oct 2007 |
11.67%
Apr 2001 - Apr 2011 |
10.07%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart