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 INVESTORS SELECT VARIABLE ANNUITY X B SHARES Tactical Asset Allocation Moderate | NA | 12.23% | 7.56% | 9.36% | 9.19% | 8.87% | NA | 8.11% |
Data as of 07/31/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
Lincoln Benefit Life Company INVESTORS SELECT VARIABLE ANNUITY X B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 10/30/2017 |
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 (%) | -0.10 | 12.23 | 7.56 | 9.36 | 9.19 | 8.87 | NA | 8.11 | 14.38 | 5.20 | 1.93 | 7.41 | 17.61 | 11.63 | 1.87 | 10.06 | 16.50 | 3.47 | 14.10 | 9.58 | 6.42 | 8.13 | 10.64 | -0.99 | -2.17 |
Sharpe Ratio | NA | 3.39 | 1.01 | 1.19 | 0.96 | NA | NA | 0.84 | 2.77 | 0.60 | 0.21 | 0.85 | 2.23 | 1.55 | 0.13 | 1.10 | 1.87 | 0.40 | 1.17 | 0.80 | 0.65 | 0.85 | 1.20 | -0.36 | -0.70 |
Standard Deviation(%) | NA | 5.05 | 7.74 | 7.93 | 8.83 | NA | NA | 8.32 | 5.02 | 8.26 | 8.96 | 8.69 | 7.88 | 7.47 | 13.95 | 9.09 | 8.78 | 6.28 | 9.47 | 7.85 | 6.50 | 8.49 | 8.32 | 5.85 | 6.41 |
Draw Down(%) | NA | 1.39 | 11.16 | 11.16 | 13.10 | NA | NA | 13.10 | 1.39 | 7.84 | 8.28 | 6.07 | 4.41 | 6.11 | 13.10 | 7.79 | 4.16 | 3.87 | 6.35 | 8.91 | 4.64 | 8.46 | 5.39 | 4.47 | 9.00 |
Yield(%) | NA | 1.77 | 5.49 | 4.45 | 4.12 | NA | NA | 0.00 | 1.13 | 4.58 | 5.67 | 6.73 | 3.21 | 3.98 | 3.74 | 1.71 | 4.09 | 4.42 | 4.29 | 4.32 | 2.03 | 3.28 | 1.72 | 4.68 | 4.96 |
Data as of 07/31/2017, 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 INVESTORS SELECT VARIABLE ANNUITY X B SHARES Tactical Asset Allocation Moderate |
2.63%
Oct 2001 - Oct 2004 |
5.19%
Jul 2001 - Jul 2006 |
7.10%
Sep 2001 - Sep 2011 |
7.42%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
Lincoln Benefit Life Company INVESTORS SELECT VARIABLE ANNUITY X B SHARES Tactical Asset Allocation Moderate |
13.20%
Sep 2011 - Sep 2014 |
12.53%
Feb 2009 - Feb 2014 |
10.53%
Apr 2005 - Apr 2015 |
8.87%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart