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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.62% | 2.05% | 8.67% | 7.02% | 6.28% | 6.37% | 6.67% |
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 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 (%) | -1.03 | 20.62 | 2.05 | 8.67 | 7.02 | 6.28 | 6.37 | 6.67 | NA | 6.95 | 17.58 | -16.55 | 7.78 | 25.23 | 19.03 | -4.44 | 14.57 | 2.01 | 3.10 | -7.16 | 9.69 | 11.44 | -5.24 | 11.47 | 24.61 | -21.23 | 11.47 | 14.52 | 9.08 | 10.89 | 23.31 | -2.83 | 1.65 |
| Sharpe Ratio | NA | 0.20 | -0.13 | 0.38 | 0.52 | NA | NA | 0.57 | 0.07 | 0.04 | 1.64 | -1.22 | 0.75 | 1.49 | 2.57 | -0.58 | 2.75 | 0.23 | 0.37 | -0.93 | 1.62 | 1.95 | -0.56 | 1.58 | 2.39 | -1.59 | 1.18 | 1.89 | 1.58 | 1.74 | 4.50 | -0.62 | -0.09 |
| Standard Deviation(%) | NA | 9.23 | 11.08 | 12.33 | 10.31 | NA | NA | 8.88 | 7.99 | 9.27 | 8.14 | 14.71 | 10.38 | 16.75 | 6.86 | 9.85 | 5.06 | 8.02 | 8.40 | 7.69 | 5.97 | 5.84 | 9.34 | 7.23 | 10.26 | 13.89 | 7.21 | 5.95 | 4.38 | 5.71 | 5.02 | 6.38 | 7.24 |
| Draw Down(%) | NA | 6.15 | 19.28 | 22.30 | 22.30 | NA | NA | 29.81 | 0.65 | 6.15 | 6.95 | 20.56 | 7.10 | 19.62 | 3.51 | 11.69 | 2.93 | 7.26 | 8.78 | 12.72 | 6.05 | 5.34 | 13.64 | 6.55 | 10.60 | 29.62 | 6.19 | 7.83 | 4.45 | 6.53 | 3.67 | 11.80 | 11.20 |
| Yield(%) | NA | 4.94 | 4.23 | 4.25 | 3.76 | NA | NA | 3.62 | NA | 0.55 | 5.32 | 1.65 | 5.37 | 3.69 | 5.36 | 3.95 | 0.18 | 0.84 | 6.78 | 4.90 | 2.04 | 0.90 | 1.02 | 2.58 | 2.83 | 2.69 | 7.00 | 5.38 | 3.74 | 3.39 | 4.38 | 4.12 | 4.66 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.10%
Feb 2006 - Feb 2009 |
0.96%
Feb 2011 - Feb 2016 |
3.27%
Dec 2006 - Dec 2016 |
3.85%
Oct 2007 - Oct 2022 |
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 Strategic Asset Allocation - Equal Weight Moderate |
17.12%
Dec 2018 - Dec 2021 |
14.70%
Oct 2002 - Oct 2007 |
8.49%
Mar 2003 - Mar 2013 |
7.57%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart