Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Keyport Life Insurance Company KEYPORT CHARTER Tactical Asset Allocation Moderate | NA | 8.51% | 8.85% | 7.30% | 11.90% | NA | NA | 10.11% |
Data as of 10/31/2012, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Keyport Life Insurance Company KEYPORT CHARTER Tactical Asset Allocation Moderate | 12/31/2000 | 01/24/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.19 | 8.51 | 8.85 | 7.30 | 11.90 | NA | NA | 10.11 | 2.55 | 12.84 | -0.27 | 12.20 | 15.03 | 6.45 | 15.98 | 13.82 | 10.53 | 17.48 | 22.13 | -2.15 | -5.92 |
| Sharpe Ratio | NA | 1.21 | 0.74 | 0.82 | 1.15 | NA | NA | 0.87 | 0.43 | 1.35 | -0.02 | 1.07 | 1.34 | 0.91 | 1.10 | 1.20 | 1.25 | 2.01 | 3.27 | -0.62 | -0.93 |
| Standard Deviation(%) | NA | 9.40 | 12.83 | 11.52 | 10.16 | NA | NA | 9.73 | 5.87 | 9.45 | 16.91 | 11.33 | 11.11 | 6.06 | 11.86 | 8.79 | 6.68 | 8.22 | 6.55 | 5.23 | 8.82 |
| Draw Down(%) | NA | 8.08 | 15.90 | 15.90 | 15.90 | NA | NA | 15.90 | 0.47 | 8.08 | 15.90 | 10.67 | 7.94 | 3.69 | 9.54 | 12.31 | 6.31 | 10.02 | 4.11 | 7.12 | 13.65 |
| Yield(%) | NA | 8.61 | 4.63 | 4.31 | 4.52 | NA | NA | 0.00 | 0.00 | 9.08 | 2.04 | 3.09 | 3.33 | 4.33 | 8.12 | 3.95 | 2.97 | 4.58 | 3.96 | 4.27 | 4.48 |
Data as of 10/31/2012, 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 |
|---|---|---|---|---|
| Keyport Life Insurance Company KEYPORT CHARTER Tactical Asset Allocation Moderate |
7.15%
Jul 2001 - Jul 2004 |
7.30%
Oct 2007 - Oct 2012 |
10.02%
Sep 2001 - Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Keyport Life Insurance Company KEYPORT CHARTER Tactical Asset Allocation Moderate |
20.14%
Apr 2003 - Apr 2006 |
16.69%
Oct 2002 - Oct 2007 |
12.46%
Dec 2002 - Dec 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart