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 Strategic Asset Allocation - Equal Weight Moderate | NA | -7.38% | 2.23% | 3.02% | 4.24% | 3.67% | 5.69% | 5.45% |
Data as of 11/30/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Protective Variable Annuity Separate Account B Series Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 02/17/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 1.62 | -7.38 | 2.23 | 3.02 | 4.24 | 3.67 | 5.69 | 5.45 | 4.47 | -12.68 | 6.17 | 10.49 | 17.47 | -4.34 | 11.85 | 5.69 | -1.60 | 1.73 | 7.60 | 10.15 | 0.14 | 12.02 | 28.61 | -27.19 | 6.36 | 14.31 | 7.48 | 12.65 | 20.84 | -3.61 | 3.23 |
| Sharpe Ratio | NA | -0.58 | 0.06 | 0.23 | 0.38 | NA | NA | 0.48 | 0.49 | -1.19 | 0.67 | 0.56 | 2.52 | -0.62 | 2.69 | 0.68 | -0.20 | 0.28 | 1.30 | 2.06 | 0.01 | 1.47 | 2.18 | -1.68 | 0.38 | 1.96 | 1.18 | 1.89 | 3.36 | -0.56 | 0.11 |
| Standard Deviation(%) | NA | 11.78 | 13.65 | 11.59 | 9.52 | NA | NA | 9.24 | 8.32 | 11.83 | 9.11 | 18.24 | 6.37 | 9.10 | 4.17 | 8.03 | 8.08 | 6.22 | 5.84 | 4.91 | 9.46 | 8.12 | 13.08 | 16.76 | 8.81 | 5.63 | 4.51 | 6.20 | 5.99 | 8.48 | 8.08 |
| Draw Down(%) | NA | 16.76 | 23.66 | 23.66 | 23.66 | NA | NA | 38.04 | 1.94 | 20.06 | 5.67 | 23.66 | 3.73 | 10.58 | 1.89 | 6.85 | 8.78 | 6.06 | 6.81 | 4.13 | 10.57 | 7.83 | 13.71 | 35.13 | 6.61 | 6.96 | 4.81 | 7.12 | 6.61 | 15.50 | 12.62 |
| Yield(%) | NA | 4.74 | 5.96 | 5.59 | 4.27 | NA | NA | 4.34 | 0.11 | 4.54 | 7.96 | 5.73 | 5.09 | 5.18 | 0.37 | 3.02 | 3.32 | 4.78 | 3.37 | 3.43 | 3.00 | 4.74 | 4.85 | 6.28 | 7.29 | 6.10 | 4.56 | 2.72 | 2.96 | 2.50 | 3.49 |
Data as of 11/30/2022, 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 Strategic Asset Allocation - Equal Weight Moderate |
-8.08%
Feb 2006 - Feb 2009 |
-1.13%
Feb 2004 - Feb 2009 |
3.22%
Sep 2012 - Sep 2022 |
2.97%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Protective Variable Annuity Separate Account B Series Strategic Asset Allocation - Equal Weight Moderate |
18.27%
Feb 2009 - Feb 2012 |
13.70%
Feb 2009 - Feb 2014 |
8.55%
Feb 2009 - Feb 2019 |
6.99%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart