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 Strategic Asset Allocation - Equal Weight Moderate | NA | 21.58% | 4.04% | 9.33% | 7.37% | 7.89% | 6.88% | 6.82% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.16 | 21.58 | 4.04 | 9.33 | 7.37 | 7.89 | 6.88 | 6.82 | NA | 7.90 | 16.11 | -12.38 | 12.46 | 21.17 | 17.80 | -5.54 | 17.08 | 0.11 | 1.49 | 1.72 | 13.35 | 12.05 | 1.98 | 12.56 | 23.73 | -22.66 | 7.44 | 9.48 | 6.78 | 7.95 | 19.93 | -2.08 | -0.75 |
| Sharpe Ratio | NA | 0.31 | -0.03 | 0.49 | 0.55 | NA | NA | 0.59 | 0.08 | 0.15 | 1.55 | -1.00 | 1.37 | 1.16 | 2.43 | -0.74 | 4.13 | -0.01 | 0.17 | 0.24 | 2.46 | 2.42 | 0.21 | 1.67 | 2.37 | -1.62 | 0.64 | 1.29 | 0.98 | 1.23 | 3.36 | -0.44 | -0.43 |
| Standard Deviation(%) | NA | 8.57 | 10.37 | 12.11 | 10.13 | NA | NA | 8.79 | 7.06 | 8.67 | 7.67 | 13.72 | 9.08 | 18.08 | 6.75 | 9.31 | 3.98 | 8.67 | 8.43 | 7.08 | 5.42 | 4.96 | 9.52 | 7.45 | 9.96 | 14.59 | 6.92 | 4.82 | 4.73 | 5.69 | 5.72 | 7.27 | 7.03 |
| Draw Down(%) | NA | 6.07 | 18.06 | 21.33 | 21.33 | NA | NA | 30.76 | 0.50 | 6.02 | 6.33 | 18.95 | 5.18 | 21.33 | 3.37 | 12.32 | 1.41 | 8.23 | 7.90 | 5.47 | 5.16 | 4.00 | 8.91 | 6.12 | 10.36 | 28.29 | 5.23 | 4.96 | 3.88 | 5.58 | 4.24 | 10.30 | 10.67 |
| Yield(%) | NA | 2.42 | 2.09 | 3.01 | 2.89 | NA | NA | 3.53 | NA | 0.56 | 2.74 | 1.64 | 1.80 | 6.74 | 1.60 | 4.12 | 3.62 | 1.66 | 2.43 | 2.31 | 2.82 | 2.92 | 2.82 | 3.15 | 3.31 | 2.38 | 6.53 | 6.51 | 4.49 | 3.15 | 4.33 | 4.48 | 5.15 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.61%
Feb 2006 - Feb 2009 |
-0.71%
Feb 2004 - Feb 2009 |
4.47%
Dec 2006 - Dec 2016 |
5.05%
Sep 2007 - Sep 2022 |
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 Strategic Asset Allocation - Equal Weight Moderate |
17.09%
Dec 2018 - Dec 2021 |
14.26%
Feb 2009 - Feb 2014 |
8.89%
Sep 2011 - Sep 2021 |
9.26%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart