Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Integrity Life Insurance Co GRANDMASTER (INTEGRITY) X B SHARES Tactical Asset Allocation Moderate | NA | 30.08% | 7.77% | 10.98% | 9.12% | 9.62% | 9.60% | 8.99% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Integrity Life Insurance Co GRANDMASTER (INTEGRITY) X B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.30 | 30.08 | 7.77 | 10.98 | 9.12 | 9.62 | 9.60 | 8.99 | NA | 18.70 | 16.78 | -10.83 | 14.45 | 15.03 | 19.53 | -1.82 | 15.88 | 7.21 | 0.61 | 6.24 | 17.76 | 13.46 | 1.75 | 11.15 | 22.09 | -7.35 | 12.66 | 12.96 | 7.15 | 9.19 | 12.66 | -0.33 | 0.37 |
| Sharpe Ratio | NA | 1.27 | 0.40 | 0.62 | 0.71 | NA | NA | 0.80 | 0.08 | 1.13 | 1.50 | -0.98 | 1.47 | 0.77 | 2.55 | -0.32 | 3.40 | 0.86 | 0.06 | 0.76 | 2.48 | 1.75 | 0.13 | 1.18 | 2.71 | -1.50 | 0.96 | 1.27 | 0.80 | 1.03 | 1.71 | -0.25 | -0.31 |
| Standard Deviation(%) | NA | 10.66 | 10.63 | 12.70 | 10.59 | NA | NA | 9.25 | 9.75 | 10.72 | 8.33 | 12.45 | 9.84 | 19.18 | 7.10 | 9.83 | 4.48 | 8.17 | 9.21 | 8.16 | 7.14 | 7.66 | 13.58 | 9.41 | 8.12 | 5.51 | 10.10 | 7.63 | 6.23 | 8.04 | 7.02 | 5.80 | 6.18 |
| Draw Down(%) | NA | 6.69 | 14.35 | 20.27 | 20.27 | NA | NA | 20.27 | 0.79 | 6.69 | 6.44 | 15.54 | 6.10 | 20.27 | 3.57 | 12.61 | 1.38 | 7.40 | 7.76 | 5.53 | 4.70 | 5.59 | 11.91 | 7.54 | 4.00 | 11.97 | 7.52 | 8.42 | 5.04 | 7.09 | 4.72 | 4.20 | 7.94 |
| Yield(%) | NA | 2.83 | 3.01 | 4.68 | 4.24 | NA | NA | 0.00 | NA | 0.97 | 2.93 | 1.72 | 4.86 | 11.06 | 3.60 | 2.54 | 7.19 | 4.89 | 3.56 | 1.93 | 3.89 | 2.46 | 1.74 | 2.24 | 4.01 | 3.72 | 5.82 | 5.49 | 3.46 | 2.95 | 2.86 | 6.01 | 4.96 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Integrity Life Insurance Co GRANDMASTER (INTEGRITY) X B SHARES Tactical Asset Allocation Moderate |
4.30%
Apr 2006 - Apr 2009 |
5.45%
Dec 2013 - Dec 2018 |
7.22%
Oct 2013 - Oct 2023 |
7.59%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Integrity Life Insurance Co GRANDMASTER (INTEGRITY) X B SHARES Tactical Asset Allocation Moderate |
16.31%
Dec 2018 - Dec 2021 |
13.95%
Feb 2009 - Feb 2014 |
10.66%
Sep 2011 - Sep 2021 |
10.28%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart