Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Northbrook Life Insurance Co MORGAN STANLEY VAR ANNUITY II B SHARES Strategic Asset Allocation - Optimal Moderate | NA | 6.59% | 5.24% | 6.99% | 4.68% | 8.03% | NA | 6.10% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Northbrook Life Insurance Co MORGAN STANLEY VAR ANNUITY II B SHARES Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.07 | 6.59 | 5.24 | 6.99 | 4.68 | 8.03 | NA | 6.10 | 10.98 | 3.64 | 1.58 | 6.04 | 12.74 | 13.81 | 4.10 | 11.04 | 29.56 | -32.52 | 11.49 | 14.20 | 10.08 | 12.85 | 19.91 | -10.60 | -3.91 |
| Sharpe Ratio | NA | 3.73 | 0.84 | 1.14 | 0.39 | NA | NA | 0.46 | 3.68 | 0.58 | 0.21 | 0.95 | 1.89 | 2.14 | 0.36 | 1.03 | 1.65 | -1.38 | 0.79 | 1.59 | 1.26 | 1.92 | 2.49 | -0.88 | -0.59 |
| Standard Deviation(%) | NA | 2.81 | 5.72 | 6.06 | 11.76 | NA | NA | 10.77 | 2.81 | 5.95 | 7.40 | 6.34 | 6.71 | 6.43 | 11.23 | 10.65 | 17.89 | 24.29 | 10.67 | 6.86 | 6.26 | 6.21 | 7.72 | 13.31 | 10.62 |
| Draw Down(%) | NA | 1.22 | 7.75 | 7.75 | 42.20 | NA | NA | 44.08 | 1.22 | 5.26 | 6.79 | 4.71 | 7.01 | 5.35 | 9.42 | 7.23 | 16.44 | 41.35 | 6.77 | 5.85 | 4.50 | 6.80 | 7.24 | 19.52 | 14.55 |
| Yield(%) | NA | 1.06 | 2.09 | 2.82 | 4.04 | NA | NA | 4.52 | 1.06 | 2.07 | 3.17 | 3.42 | 4.35 | 4.36 | 2.83 | 2.41 | 3.10 | 13.47 | 6.27 | 6.49 | 3.83 | 2.88 | 3.23 | 4.01 | 5.36 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| Northbrook Life Insurance Co MORGAN STANLEY VAR ANNUITY II B SHARES Strategic Asset Allocation - Optimal Moderate |
-9.42%
Feb 2006 - Feb 2009 |
-1.64%
Feb 2004 - Feb 2009 |
4.42%
Oct 2007 - Oct 2017 |
5.49%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Northbrook Life Insurance Co MORGAN STANLEY VAR ANNUITY II B SHARES Strategic Asset Allocation - Optimal Moderate |
21.41%
Feb 2009 - Feb 2012 |
17.10%
Feb 2009 - Feb 2014 |
8.69%
Mar 2003 - Mar 2013 |
8.03%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart