Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 01/31/2017.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Glenbrook Life & Annuity Co ALLSTATE PROVIDER VARIABLE ANNUITY 1 B SHARES Tactical Asset Allocation Moderate | NA | 11.88% | 4.35% | 7.70% | 8.56% | 9.51% | NA | 9.30% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Glenbrook Life & Annuity Co ALLSTATE PROVIDER VARIABLE ANNUITY 1 B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 04/28/2017 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 01/31/2017.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | 0.08 | 11.88 | 4.35 | 7.70 | 8.56 | 9.51 | NA | 9.30 | 4.55 | 6.78 | -2.97 | 7.52 | 17.96 | 11.36 | 0.56 | 14.87 | 14.71 | 9.63 | 8.56 | 21.05 | 5.72 | 13.54 | 12.31 | 2.62 | 5.45 |
| Sharpe Ratio | NA | 1.34 | 0.73 | 0.89 | 0.89 | NA | NA | 1.00 | 0.78 | 0.85 | -0.36 | 0.88 | 2.44 | 1.52 | 0.04 | 1.34 | 1.34 | 1.61 | 0.57 | 2.26 | 0.51 | 1.63 | 1.86 | 0.27 | 0.64 |
| Standard Deviation(%) | NA | 6.56 | 7.60 | 7.84 | 9.24 | NA | NA | 8.36 | 5.63 | 7.72 | 8.40 | 8.56 | 7.36 | 7.43 | 13.79 | 10.99 | 10.92 | 5.41 | 9.82 | 7.86 | 6.92 | 7.71 | 6.25 | 5.68 | 4.91 |
| Draw Down(%) | NA | 3.97 | 11.76 | 11.76 | 12.25 | NA | NA | 12.25 | 2.34 | 5.77 | 10.69 | 6.46 | 6.90 | 5.36 | 12.25 | 7.93 | 6.81 | 2.62 | 7.29 | 6.11 | 4.63 | 8.55 | 4.66 | 3.82 | 4.25 |
| Yield(%) | NA | 3.02 | 3.65 | 3.22 | 3.93 | NA | NA | 0.00 | 0.00 | 3.28 | 2.20 | 6.07 | 1.92 | 3.13 | 3.64 | 4.05 | 6.55 | 4.60 | 4.81 | 6.88 | 3.24 | 2.56 | 2.68 | 3.74 | 5.69 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Glenbrook Life & Annuity Co ALLSTATE PROVIDER VARIABLE ANNUITY 1 B SHARES Tactical Asset Allocation Moderate |
3.35%
Feb 2014 - Feb 2017 |
4.98%
Feb 2011 - Feb 2016 |
8.56%
Jan 2007 - Jan 2017 |
9.05%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Glenbrook Life & Annuity Co ALLSTATE PROVIDER VARIABLE ANNUITY 1 B SHARES Tactical Asset Allocation Moderate |
16.17%
May 2008 - May 2011 |
14.68%
Apr 2005 - Apr 2010 |
12.12%
Apr 2003 - Apr 2013 |
9.66%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart