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 Strategic Asset Allocation - Equal Weight Moderate | NA | 8.44% | 8.75% | 6.60% | 6.11% | 6.32% | NA | 6.50% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Keyport Life Insurance Company KEYPORT CHARTER Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.32 | 8.44 | 8.75 | 6.60 | 6.11 | 6.32 | NA | 6.50 | 17.16 | -3.93 | 18.33 | 3.16 | 3.37 | 1.30 | 9.31 | 9.12 | -9.31 | 13.63 | 30.43 | -25.01 | 12.43 | 11.71 | 10.97 | 13.19 | 24.51 | -3.71 | -2.17 |
| Sharpe Ratio | NA | 1.84 | 1.04 | 0.67 | 0.52 | NA | NA | 0.51 | 1.83 | -0.50 | 3.01 | 0.30 | 0.26 | 0.15 | 1.22 | 0.99 | -0.59 | 1.14 | 1.94 | -1.43 | 0.97 | 1.03 | 1.43 | 1.76 | 3.79 | -0.56 | -0.45 |
| Standard Deviation(%) | NA | 8.58 | 8.58 | 9.82 | 10.46 | NA | NA | 10.59 | 8.58 | 10.57 | 5.89 | 9.94 | 12.77 | 8.79 | 7.58 | 9.13 | 15.92 | 11.91 | 15.63 | 18.09 | 9.68 | 8.15 | 6.17 | 6.95 | 6.28 | 8.54 | 9.98 |
| Draw Down(%) | NA | 4.88 | 14.36 | 15.69 | 19.03 | NA | NA | 35.86 | 4.88 | 14.36 | 2.60 | 10.79 | 9.85 | 6.74 | 5.06 | 10.77 | 19.03 | 9.75 | 13.08 | 33.63 | 6.91 | 10.58 | 5.64 | 8.25 | 4.71 | 15.25 | 16.90 |
| Yield(%) | NA | 3.34 | 2.39 | 3.39 | 3.07 | NA | NA | 3.39 | 3.35 | 3.57 | 0.24 | 2.00 | 7.85 | 4.50 | 4.87 | 1.55 | 0.47 | 2.23 | 2.35 | 2.90 | 7.51 | 4.85 | 3.68 | 3.65 | 3.46 | 2.19 | 3.11 |
Data as of 10/31/2019, 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 Strategic Asset Allocation - Equal Weight Moderate |
-5.96%
Feb 2006 - Feb 2009 |
0.59%
Oct 2007 - Oct 2012 |
3.55%
Feb 2006 - Feb 2016 |
5.40%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Keyport Life Insurance Company KEYPORT CHARTER Strategic Asset Allocation - Equal Weight Moderate |
18.55%
Mar 2003 - Mar 2006 |
16.12%
Oct 2002 - Oct 2007 |
8.79%
Feb 2009 - Feb 2019 |
7.96%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart