Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Western Reserve Life Assurance Company JANUS RETIREMENT ADVANTAGE Tactical Asset Allocation Moderate | NA | 25.05% | 3.82% | 7.67% | 7.88% | 9.38% | 9.32% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Western Reserve Life Assurance Company JANUS RETIREMENT ADVANTAGE 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 | Common | Inception | 2025 | 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 (%) | -1.19 | 25.05 | 3.82 | 7.67 | 7.88 | 9.38 | 9.32 | … | … | 0.39 | 14.49 | 17.20 | -16.34 | 11.45 | 11.83 | 22.06 | -2.00 | 17.18 | 5.10 | 2.09 | 10.01 | 18.29 | 15.33 | 0.97 | 14.65 | 19.15 | 0.76 | 11.57 | 11.08 | 4.42 | 6.30 | 9.05 | -9.39 | -13.64 |
| Sharpe Ratio | NA | 0.97 | 0.09 | 0.32 | 0.55 | NA | NA | … | … | 0.03 | 0.86 | 1.55 | -1.05 | 1.11 | 0.60 | 2.90 | -0.32 | 3.72 | 0.59 | 0.24 | 1.30 | 2.56 | 1.85 | 0.07 | 1.74 | 2.31 | -0.02 | 0.86 | 1.04 | 0.37 | 0.73 | 1.07 | -1.45 | -1.49 |
| Standard Deviation(%) | NA | 9.15 | 12.10 | 13.54 | 11.14 | NA | NA | … | … | 9.50 | 9.24 | 8.36 | 16.91 | 10.26 | 19.19 | 7.12 | 10.51 | 4.44 | 8.34 | 8.72 | 7.67 | 7.14 | 8.26 | 13.87 | 8.35 | 8.24 | 7.33 | 9.97 | 7.50 | 5.99 | 7.32 | 7.84 | 7.23 | 10.73 |
| Draw Down(%) | NA | 4.90 | 18.61 | 24.19 | 24.19 | NA | NA | … | … | 0.84 | 4.90 | 6.66 | 20.40 | 4.78 | 24.19 | 3.57 | 12.84 | 1.67 | 6.72 | 7.92 | 5.24 | 4.51 | 6.26 | 12.52 | 6.56 | 4.02 | 5.57 | 5.87 | 7.09 | 4.90 | 7.92 | 6.25 | 10.63 | 20.14 |
| Yield(%) | NA | 4.44 | 5.38 | 5.23 | 5.03 | NA | NA | … | … | NA | 3.66 | 3.47 | 8.14 | 6.56 | 2.40 | 7.21 | 2.69 | 2.87 | 5.83 | 5.97 | 6.07 | 2.98 | 3.10 | 4.06 | 5.59 | 2.49 | 4.48 | 2.28 | 2.02 | 2.97 | 1.68 | 0.02 | 0.32 | 0.29 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Western Reserve Life Assurance Company JANUS RETIREMENT ADVANTAGE Tactical Asset Allocation Moderate |
-3.29%
Feb 2001 – Feb 2004 |
0.16%
Feb 2001 – Feb 2006 |
5.64%
Sep 2001 – Sep 2011 |
6.38%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Western Reserve Life Assurance Company JANUS RETIREMENT ADVANTAGE Tactical Asset Allocation Moderate |
15.05%
Sep 2011 – Sep 2014 |
14.12%
Jun 2009 – Jun 2014 |
11.31%
Apr 2005 – Apr 2015 |
10.93%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart