Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Lincoln Benefit Life Company CONSULTANT I VA INCOME BENEFIT B SHARES Tactical Asset Allocation Moderate | NA | 8.63% | 3.66% | 6.66% | 7.33% | 8.37% | NA | 8.20% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lincoln Benefit Life Company CONSULTANT I VA INCOME BENEFIT B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.19 | 8.63 | 3.66 | 6.66 | 7.33 | 8.37 | NA | 8.20 | -4.34 | 4.57 | -3.31 | 4.02 | 17.94 | 5.13 | 2.64 | 13.07 | 22.09 | -0.63 | 14.48 | 10.46 | 6.02 | 6.83 | 16.81 | 1.84 | 2.71 |
| Sharpe Ratio | NA | -0.30 | -0.14 | 0.37 | 0.69 | NA | NA | 0.79 | -0.30 | 1.05 | -0.57 | 0.56 | 2.51 | 1.18 | 0.36 | 1.57 | 3.06 | -0.31 | 1.23 | 1.00 | 0.65 | 0.76 | 2.71 | 0.19 | 0.08 |
| Standard Deviation(%) | NA | 16.78 | 10.51 | 9.33 | 8.07 | NA | NA | 7.51 | 16.82 | 4.16 | 5.84 | 7.12 | 7.14 | 4.30 | 7.32 | 8.26 | 7.19 | 5.02 | 9.30 | 7.17 | 5.88 | 7.78 | 5.94 | 3.91 | 4.76 |
| Draw Down(%) | NA | 15.69 | 15.69 | 15.69 | 15.69 | NA | NA | 15.69 | 15.69 | 3.60 | 7.95 | 5.58 | 4.85 | 4.29 | 5.37 | 5.93 | 4.21 | 7.41 | 6.29 | 8.63 | 4.50 | 8.08 | 3.69 | 2.37 | 4.68 |
| Yield(%) | NA | 2.87 | 4.30 | 5.09 | 5.04 | NA | NA | 4.66 | 2.86 | 3.15 | 6.72 | 5.66 | 6.88 | 7.23 | 5.26 | 5.03 | 4.63 | 2.78 | 5.67 | 4.17 | 2.34 | 2.58 | 2.77 | 2.45 | 4.36 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| Lincoln Benefit Life Company CONSULTANT I VA INCOME BENEFIT B SHARES Tactical Asset Allocation Moderate |
-1.18%
Nov 2014 - Nov 2017 |
3.65%
Nov 2012 - Nov 2017 |
5.70%
Nov 2007 - Nov 2017 |
7.47%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lincoln Benefit Life Company CONSULTANT I VA INCOME BENEFIT B SHARES Tactical Asset Allocation Moderate |
14.20%
Oct 2008 - Oct 2011 |
12.49%
Feb 2009 - Feb 2014 |
10.29%
Aug 2004 - Aug 2014 |
8.54%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart