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 Strategic Asset Allocation - Equal Weight Moderate | NA | 21.17% | 2.72% | 5.80% | 4.51% | 3.85% | 3.90% | 4.75% |
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 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 (%) | -0.83 | 21.17 | 2.72 | 5.80 | 4.51 | 3.85 | 3.90 | 4.75 | NA | 4.55 | 14.82 | -10.41 | 2.95 | 11.75 | 18.50 | -8.66 | 4.13 | 6.55 | -0.27 | 1.23 | 15.06 | 11.30 | -23.37 | 10.90 | 24.66 | -22.61 | 8.68 | 9.43 | 6.07 | 12.41 | 22.13 | -3.06 | 6.18 |
| Sharpe Ratio | NA | -0.12 | -0.09 | 0.17 | 0.25 | NA | NA | 0.30 | 0.12 | -0.26 | 1.29 | -0.87 | 0.30 | 0.67 | 2.63 | -1.13 | 0.46 | 0.74 | -0.03 | 0.15 | 2.11 | 1.66 | -0.84 | 1.29 | 2.20 | -1.56 | 0.91 | 1.32 | 0.98 | 2.13 | 4.17 | -0.61 | 0.59 |
| Standard Deviation(%) | NA | 7.71 | 10.19 | 11.90 | 10.17 | NA | NA | 10.45 | 5.21 | 7.75 | 8.22 | 13.56 | 9.84 | 17.31 | 6.50 | 8.84 | 7.62 | 8.59 | 8.70 | 7.88 | 7.12 | 6.76 | 27.80 | 8.40 | 11.16 | 15.11 | 6.27 | 4.65 | 3.98 | 5.39 | 5.15 | 6.84 | 6.60 |
| Draw Down(%) | NA | 6.94 | 16.88 | 23.96 | 23.96 | NA | NA | 32.16 | 0.22 | 6.94 | 7.07 | 17.59 | 7.46 | 23.96 | 3.97 | 14.68 | 6.05 | 8.23 | 8.52 | 6.18 | 5.94 | 6.32 | 32.16 | 6.97 | 11.76 | 29.32 | 4.50 | 5.79 | 3.82 | 5.35 | 3.74 | 12.80 | 8.29 |
| Yield(%) | NA | 3.57 | 3.24 | 4.57 | 3.89 | NA | NA | 4.41 | NA | 0.72 | 3.63 | 2.37 | 7.37 | 4.54 | 3.39 | 4.71 | 0.28 | 2.92 | 2.93 | 5.24 | 3.59 | 2.38 | 1.79 | 3.58 | 3.74 | 3.85 | 6.11 | 6.53 | 8.26 | 7.36 | 4.48 | 4.66 | 6.99 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.89%
Feb 2006 - Feb 2009 |
-2.90%
May 2007 - May 2012 |
0.89%
Mar 2010 - Mar 2020 |
1.32%
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 Strategic Asset Allocation - Equal Weight Moderate |
14.50%
Sep 2002 - Sep 2005 |
12.88%
Oct 2002 - Oct 2007 |
6.82%
Apr 2001 - Apr 2011 |
5.43%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart