Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Merrill Lynch Life Insurance Co PORTFOLIO PLUS (NON-QUALIFIED) X Tactical Asset Allocation Moderate | NA | 21.16% | 3.05% | 7.05% | 5.82% | 7.69% | 8.05% | 7.46% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Merrill Lynch Life Insurance Co PORTFOLIO PLUS (NON-QUALIFIED) X 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 (%) | -0.94 | 21.16 | 3.05 | 7.05 | 5.82 | 7.69 | 8.05 | 7.46 | NA | 8.02 | 12.86 | -7.60 | 8.21 | 9.18 | 18.39 | -6.58 | 6.91 | 11.50 | -2.93 | 6.91 | 21.47 | 11.17 | 1.67 | 14.44 | 14.37 | 0.89 | 9.26 | 11.72 | 8.58 | 9.10 | 10.85 | -5.86 | 3.28 |
| Sharpe Ratio | NA | 0.24 | 0.02 | 0.27 | 0.36 | NA | NA | 0.60 | 0.04 | 0.17 | 1.04 | -0.63 | 0.72 | 0.51 | 2.60 | -0.82 | 0.61 | 1.18 | -0.32 | 0.91 | 2.72 | 1.32 | 0.11 | 1.47 | 1.77 | -0.01 | 0.62 | 1.20 | 0.81 | 1.02 | 1.21 | -1.04 | 0.13 |
| Standard Deviation(%) | NA | 8.39 | 10.68 | 12.52 | 10.94 | NA | NA | 9.68 | 7.56 | 8.40 | 8.25 | 14.30 | 11.43 | 17.60 | 6.53 | 9.62 | 10.30 | 9.56 | 9.18 | 7.55 | 7.89 | 8.43 | 14.87 | 9.78 | 8.08 | 5.18 | 10.09 | 7.05 | 7.90 | 8.00 | 8.39 | 6.73 | 7.57 |
| Draw Down(%) | NA | 6.61 | 14.24 | 23.81 | 23.81 | NA | NA | 23.81 | 0.66 | 6.61 | 8.13 | 14.66 | 8.82 | 23.81 | 3.29 | 13.52 | 6.91 | 7.93 | 9.10 | 6.05 | 4.48 | 6.81 | 14.01 | 8.74 | 4.30 | 6.06 | 6.96 | 8.08 | 4.82 | 7.09 | 6.65 | 8.24 | 8.84 |
| Yield(%) | NA | 6.48 | 5.22 | 5.81 | 6.23 | NA | NA | 0.00 | NA | 4.05 | 3.44 | 3.73 | 8.85 | 5.75 | 3.99 | 9.70 | 9.58 | 3.35 | 3.10 | 7.98 | 3.49 | 5.07 | 2.17 | 2.89 | 4.59 | 3.98 | 7.10 | 5.52 | 10.13 | 1.51 | 2.07 | 3.67 | 4.79 |
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 |
|---|---|---|---|---|
| Merrill Lynch Life Insurance Co PORTFOLIO PLUS (NON-QUALIFIED) X Tactical Asset Allocation Moderate |
1.29%
Mar 2017 - Mar 2020 |
1.99%
Mar 2015 - Mar 2020 |
4.67%
Oct 2013 - Oct 2023 |
6.34%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Merrill Lynch Life Insurance Co PORTFOLIO PLUS (NON-QUALIFIED) X Tactical Asset Allocation Moderate |
14.38%
Sep 2011 - Sep 2014 |
13.50%
Mar 2009 - Mar 2014 |
10.70%
Aug 2004 - Aug 2014 |
9.26%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart