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 PREFERRED ADVISOR X B SHARES Strategic Asset Allocation - Equal Weight Moderate | NA | 27.98% | 1.86% | 19.07% | 13.21% | 11.79% | 9.72% | 9.03% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Keyport Life Insurance Company PREFERRED ADVISOR 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 (%) | -0.59 | 27.98 | 1.86 | 19.07 | 13.21 | 11.79 | 9.72 | 9.03 | NA | 16.28 | 23.25 | -22.94 | 8.12 | 92.73 | 23.34 | -9.18 | 9.22 | 2.42 | 18.77 | 3.21 | 19.16 | 12.56 | -2.32 | 12.19 | 18.14 | -21.64 | 8.41 | 11.59 | 5.38 | 9.13 | 19.58 | -6.93 | -0.72 |
| Sharpe Ratio | NA | 1.10 | 0.09 | 0.63 | 0.56 | NA | NA | 0.48 | 0.07 | 0.86 | 1.83 | -1.22 | 0.59 | 1.96 | 2.22 | -0.69 | 0.94 | 0.22 | 0.73 | 0.31 | 2.30 | 1.49 | -0.16 | 1.13 | 1.30 | -1.21 | 0.58 | 1.19 | 0.58 | 1.26 | 2.77 | -0.59 | -0.33 |
| Standard Deviation(%) | NA | 11.13 | 14.50 | 24.81 | 20.62 | NA | NA | 15.69 | 13.90 | 11.21 | 10.38 | 19.98 | 13.63 | 47.31 | 9.87 | 15.21 | 9.14 | 10.21 | 25.76 | 10.24 | 8.33 | 8.40 | 14.98 | 10.74 | 13.85 | 18.69 | 9.41 | 7.02 | 5.49 | 6.48 | 6.81 | 13.54 | 9.27 |
| Draw Down(%) | NA | 6.95 | 22.24 | 28.44 | 28.44 | NA | NA | 33.50 | 1.09 | 6.95 | 8.02 | 25.45 | 8.57 | 23.75 | 4.72 | 21.91 | 7.77 | 12.61 | 10.87 | 8.77 | 4.59 | 6.85 | 15.81 | 8.61 | 13.85 | 30.69 | 6.47 | 7.79 | 4.07 | 6.27 | 6.11 | 19.46 | 11.10 |
| Yield(%) | NA | 3.05 | 3.75 | 5.92 | 7.12 | NA | NA | 5.79 | NA | 0.55 | 3.38 | 0.54 | 7.22 | 11.66 | 7.45 | 0.60 | 0.27 | 0.34 | 31.77 | 9.84 | 7.48 | 1.64 | 3.56 | 2.71 | 2.69 | 2.61 | 10.44 | 8.42 | 4.34 | 2.63 | 2.79 | 2.86 | 7.47 |
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 |
|---|---|---|---|---|
| Keyport Life Insurance Company PREFERRED ADVISOR X B SHARES Strategic Asset Allocation - Equal Weight Moderate |
-5.88%
Feb 2006 - Feb 2009 |
-0.68%
Feb 2004 - Feb 2009 |
4.57%
Sep 2001 - Sep 2011 |
5.88%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Keyport Life Insurance Company PREFERRED ADVISOR X B SHARES Strategic Asset Allocation - Equal Weight Moderate |
36.98%
Dec 2018 - Dec 2021 |
22.08%
Feb 2016 - Feb 2021 |
16.32%
Sep 2011 - Sep 2021 |
12.85%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart