Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Valley Forge Life Insurance Co CAPITAL SELECT PLUS B SHARES Tactical Asset Allocation Moderate | NA | 7.11% | 2.85% | 5.14% | 5.25% | 8.24% | NA | 7.89% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Valley Forge Life Insurance Co CAPITAL SELECT PLUS 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 (%) | -0.22 | 7.11 | 2.85 | 5.14 | 5.25 | 8.24 | NA | 7.89 | 11.50 | 6.18 | -6.97 | 2.64 | 14.27 | 5.57 | -4.51 | 7.99 | 31.57 | -8.72 | 17.08 | 18.47 | 11.42 | 7.66 | 19.45 | 0.95 | 1.35 |
| Sharpe Ratio | NA | 0.06 | 0.03 | 0.07 | 0.09 | NA | NA | 0.16 | 0.06 | 1.37 | -1.26 | 0.39 | 2.33 | 1.36 | -0.51 | 0.77 | 3.18 | -1.79 | 1.38 | 1.97 | 1.79 | 0.88 | 3.74 | -0.03 | -0.29 |
| Standard Deviation(%) | NA | 172.32 | 99.31 | 77.11 | 54.83 | NA | NA | 42.30 | 172.67 | 4.37 | 5.54 | 6.65 | 6.12 | 4.07 | 8.85 | 10.26 | 9.88 | 5.38 | 10.17 | 7.69 | 5.17 | 7.61 | 5.01 | 5.03 | 3.33 |
| Draw Down(%) | NA | 70.47 | 70.47 | 70.47 | 70.47 | NA | NA | 70.47 | 70.47 | 4.73 | 10.07 | 5.73 | 3.44 | 4.90 | 10.59 | 9.12 | 5.18 | 11.60 | 8.29 | 10.67 | 4.80 | 11.41 | 2.58 | 7.58 | 4.06 |
| Yield(%) | NA | 2.59 | 3.52 | 3.79 | 4.09 | NA | NA | 4.14 | 2.58 | 3.40 | 4.58 | 6.75 | 1.62 | 7.22 | 4.71 | 2.71 | 3.49 | 2.48 | 7.85 | 7.35 | 4.97 | 2.88 | 1.78 | 0.57 | 1.24 |
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 |
|---|---|---|---|---|
| Valley Forge Life Insurance Co CAPITAL SELECT PLUS B SHARES Tactical Asset Allocation Moderate |
0.28%
Feb 2014 - Feb 2017 |
1.69%
Apr 2011 - Apr 2016 |
4.94%
Oct 2007 - Oct 2017 |
7.40%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Valley Forge Life Insurance Co CAPITAL SELECT PLUS B SHARES Tactical Asset Allocation Moderate |
18.92%
Oct 2004 - Oct 2007 |
15.49%
Oct 2002 - Oct 2007 |
10.52%
Apr 2001 - Apr 2011 |
8.40%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart