Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
Ameritas Advisor VUL Tactical Asset Allocation Moderate | NA | 12.03% | 19.03% | 16.96% | 8.98% | 8.66% | 10.25% | 11.16% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
Ameritas Advisor VUL 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 (%) | -1.11 | 12.03 | 19.03 | 16.96 | 8.98 | 8.66 | 10.25 | 11.16 | NA | 7.24 | 63.62 | -8.20 | 16.52 | 13.54 | 8.98 | -8.03 | 10.15 | 5.53 | -6.93 | 1.02 | 13.74 | 11.95 | -1.45 | 11.56 | 25.74 | -6.33 | 25.04 | 19.22 | 11.27 | 12.49 | 32.92 | 9.18 | 7.30 |
Sharpe Ratio | NA | 0.23 | 0.45 | 0.56 | 0.39 | NA | NA | 0.70 | 0.01 | 0.07 | 1.18 | -0.71 | 1.32 | 1.49 | 1.50 | -1.16 | 1.75 | 0.85 | -1.13 | 0.16 | 1.86 | 2.17 | -0.14 | 0.84 | 2.25 | -0.75 | 1.76 | 1.71 | 1.32 | 1.17 | 5.68 | 1.51 | 1.08 |
Standard Deviation(%) | NA | 8.76 | 30.38 | 24.48 | 17.87 | NA | NA | 13.40 | 9.65 | 8.70 | 50.22 | 13.46 | 12.47 | 8.93 | 5.06 | 8.05 | 5.43 | 6.27 | 6.15 | 6.13 | 7.38 | 5.49 | 10.60 | 13.70 | 11.41 | 9.66 | 12.55 | 9.33 | 6.90 | 9.86 | 5.68 | 5.33 | 4.60 |
Draw Down(%) | NA | 6.01 | 17.37 | 17.37 | 17.37 | NA | NA | 17.37 | 0.89 | 6.01 | 6.85 | 17.37 | 8.55 | 9.12 | 2.31 | 15.32 | 2.66 | 6.87 | 10.15 | 7.42 | 6.98 | 4.19 | 13.12 | 10.44 | 5.37 | 15.20 | 10.37 | 12.78 | 6.18 | 14.43 | 2.88 | 6.99 | 3.03 |
Yield(%) | NA | 5.69 | 10.35 | 7.34 | 5.42 | NA | NA | 5.47 | NA | 4.28 | 3.83 | 14.25 | 10.72 | 1.62 | 4.28 | 2.87 | 0.46 | 4.31 | 4.83 | 5.31 | 2.97 | 5.45 | 6.66 | 4.11 | 3.56 | 4.21 | 9.78 | 8.55 | 3.60 | 3.28 | 5.42 | 3.46 | 8.06 |
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 |
---|---|---|---|---|
Ameritas Advisor VUL Tactical Asset Allocation Moderate |
-0.45%
Feb 2014 - Feb 2017 |
-0.10%
Feb 2014 - Feb 2019 |
3.58%
Apr 2010 - Apr 2020 |
4.90%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
Ameritas Advisor VUL Tactical Asset Allocation Moderate |
26.32%
Mar 2020 - Mar 2023 |
20.80%
Feb 2003 - Feb 2008 |
15.23%
Apr 2001 - Apr 2011 |
10.78%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart