Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Protective Variable Annuity Separate Account B Series Tactical Asset Allocation Moderate | NA | 18.68% | 0.56% | 4.31% | 2.96% | 3.99% | 6.63% | 7.98% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Protective Variable Annuity Separate Account B Series 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 (%) | -1.52 | 18.68 | 0.56 | 4.31 | 2.96 | 3.99 | 6.63 | 7.98 | NA | 6.53 | 9.21 | -14.48 | 7.27 | 16.00 | -1.79 | -6.59 | 14.10 | 12.06 | -9.89 | -1.48 | 11.60 | 5.44 | 2.09 | 8.22 | 27.26 | -6.15 | 18.29 | 21.48 | 12.72 | 16.57 | 30.64 | 10.83 | 5.07 |
| Sharpe Ratio | NA | 0.19 | -0.32 | 0.20 | 0.13 | NA | NA | 0.75 | 0.07 | 0.00 | 0.65 | -1.84 | 0.71 | 1.60 | -0.57 | -0.93 | 2.46 | 1.89 | -1.57 | -0.24 | 1.58 | 0.89 | 0.22 | 0.70 | 2.51 | -1.07 | 1.28 | 2.29 | 1.66 | 1.87 | 4.87 | 2.24 | 0.24 |
| Standard Deviation(%) | NA | 12.21 | 9.74 | 9.88 | 8.38 | NA | NA | 8.47 | 14.03 | 12.21 | 7.66 | 8.65 | 10.25 | 9.86 | 5.63 | 8.52 | 5.49 | 6.27 | 6.31 | 6.36 | 7.31 | 6.04 | 9.38 | 11.54 | 10.81 | 6.62 | 11.92 | 7.95 | 6.36 | 8.34 | 6.15 | 4.34 | 11.66 |
| Draw Down(%) | NA | 9.29 | 16.92 | 19.81 | 21.37 | NA | NA | 21.37 | 1.21 | 9.29 | 6.60 | 15.07 | 6.13 | 12.05 | 5.60 | 12.73 | 2.83 | 3.20 | 12.45 | 7.43 | 6.90 | 4.79 | 8.64 | 10.69 | 5.54 | 9.32 | 9.68 | 9.49 | 5.67 | 9.57 | 3.83 | 3.16 | 8.13 |
| Yield(%) | NA | 5.46 | 5.15 | 4.40 | 4.11 | NA | NA | 4.65 | NA | 1.17 | 4.77 | 2.91 | 6.89 | 4.40 | 2.30 | 1.62 | 0.52 | 5.78 | 4.60 | 6.89 | 3.85 | 5.16 | 5.29 | 4.28 | 4.66 | 3.11 | 12.15 | 5.90 | 4.10 | 2.94 | 3.96 | 4.69 | 5.09 |
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 |
|---|---|---|---|---|
| Protective Variable Annuity Separate Account B Series Tactical Asset Allocation Moderate |
-1.75%
Oct 2017 - Oct 2020 |
-1.15%
Feb 2018 - Feb 2023 |
1.17%
Oct 2013 - Oct 2023 |
3.41%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Protective Variable Annuity Separate Account B Series Tactical Asset Allocation Moderate |
22.62%
Oct 2004 - Oct 2007 |
21.48%
Oct 2002 - Oct 2007 |
14.55%
Apr 2001 - Apr 2011 |
10.54%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart