Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Lincoln National Life Insurance Company AMERICAN LEGACY II GMDB B SHARES Tactical Asset Allocation Moderate | NA | 24.45% | 0.50% | 7.53% | 7.26% | 7.51% | 9.07% | 8.38% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lincoln National Life Insurance Company AMERICAN LEGACY II GMDB B SHARES Tactical Asset Allocation 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 (%) | -1.03 | 24.45 | 0.50 | 7.53 | 7.26 | 7.51 | 9.07 | 8.38 | NA | 8.59 | 18.53 | -22.16 | 10.71 | 20.03 | 19.98 | -2.84 | 17.15 | 3.78 | 3.65 | 0.10 | 14.83 | 13.93 | -0.53 | 8.46 | 16.03 | 7.03 | 16.07 | 16.95 | 11.08 | 12.49 | 15.22 | -4.04 | -3.92 |
| Sharpe Ratio | NA | 0.34 | -0.21 | 0.25 | 0.49 | NA | NA | 0.73 | 0.08 | 0.18 | 1.72 | -1.42 | 1.05 | 1.10 | 2.40 | -0.39 | 3.83 | 0.43 | 0.41 | 0.01 | 2.22 | 1.88 | -0.06 | 1.01 | 1.83 | 1.03 | 1.38 | 1.95 | 1.64 | 1.49 | 2.52 | -1.05 | -0.79 |
| Standard Deviation(%) | NA | 10.86 | 12.39 | 13.39 | 11.10 | NA | NA | 9.16 | 10.67 | 10.90 | 8.32 | 16.54 | 10.18 | 18.08 | 7.75 | 10.55 | 4.32 | 8.37 | 8.76 | 7.57 | 6.66 | 7.37 | 10.02 | 8.28 | 8.69 | 5.95 | 9.49 | 7.00 | 5.42 | 7.77 | 5.77 | 4.93 | 7.84 |
| Draw Down(%) | NA | 6.56 | 22.56 | 26.39 | 26.39 | NA | NA | 26.39 | 0.82 | 6.56 | 6.50 | 24.59 | 6.72 | 21.29 | 4.16 | 12.45 | 1.45 | 7.94 | 6.90 | 9.21 | 5.26 | 5.53 | 12.18 | 8.09 | 4.66 | 3.18 | 7.47 | 8.57 | 4.76 | 7.97 | 4.44 | 8.93 | 13.18 |
| Yield(%) | NA | 6.30 | 5.12 | 4.91 | 5.26 | NA | NA | 0.00 | NA | 0.92 | 6.78 | 2.33 | 5.96 | 3.55 | 6.60 | 6.78 | 5.36 | 4.38 | 6.42 | 6.28 | 1.83 | 1.46 | 2.16 | 2.08 | 2.76 | 3.77 | 6.73 | 5.54 | 2.87 | 2.26 | 3.01 | 4.17 | 4.04 |
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 |
|---|---|---|---|---|
| Lincoln National Life Insurance Company AMERICAN LEGACY II GMDB B SHARES Tactical Asset Allocation Moderate |
0.06%
Dec 2021 - Dec 2024 |
3.53%
Feb 2018 - Feb 2023 |
5.23%
Oct 2013 - Oct 2023 |
6.70%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lincoln National Life Insurance Company AMERICAN LEGACY II GMDB B SHARES Tactical Asset Allocation Moderate |
17.70%
Oct 2004 - Oct 2007 |
15.09%
Mar 2003 - Mar 2008 |
12.29%
Jul 2003 - Jul 2013 |
10.63%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart