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 - Optimal Moderate | NA | -8.38% | 3.91% | 3.00% | 4.65% | 4.07% | 6.42% | 6.40% |
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 - Optimal 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 (%) | 1.48 | -8.38 | 3.91 | 3.00 | 4.65 | 4.07 | 6.42 | 6.40 | 5.01 | -13.19 | 5.50 | 17.31 | 19.40 | -7.88 | 9.30 | 5.82 | -2.17 | 2.44 | 10.57 | 11.50 | -2.34 | 15.55 | 30.06 | -27.73 | 11.85 | 13.06 | 9.02 | 13.00 | 23.24 | -0.36 | 5.46 |
| Sharpe Ratio | NA | -0.59 | 0.17 | 0.28 | 0.40 | NA | NA | 0.49 | 0.58 | -1.16 | 0.59 | 0.96 | 2.82 | -1.04 | 1.67 | 0.69 | -0.25 | 0.38 | 1.48 | 1.57 | -0.17 | 1.34 | 1.72 | -1.27 | 0.86 | 1.23 | 1.27 | 1.90 | 3.51 | -0.17 | 0.41 |
| Standard Deviation(%) | NA | 12.52 | 13.65 | 11.53 | 9.72 | NA | NA | 10.78 | 7.90 | 12.55 | 9.22 | 17.70 | 6.38 | 8.82 | 5.18 | 8.18 | 8.89 | 6.37 | 7.14 | 7.29 | 14.13 | 11.55 | 17.40 | 22.63 | 10.28 | 7.98 | 5.37 | 6.36 | 6.42 | 8.64 | 7.63 |
| Draw Down(%) | NA | 17.50 | 21.61 | 21.61 | 21.61 | NA | NA | 40.43 | 1.58 | 20.37 | 6.38 | 21.61 | 3.14 | 13.94 | 4.74 | 6.79 | 9.60 | 6.31 | 7.83 | 5.91 | 15.43 | 8.92 | 17.35 | 38.09 | 8.32 | 9.80 | 3.91 | 6.94 | 6.07 | 13.82 | 11.10 |
| Yield(%) | NA | 5.62 | 7.27 | 5.89 | 4.81 | NA | NA | 4.78 | 0.08 | 5.48 | 7.77 | 8.97 | 3.91 | 3.91 | 0.38 | 2.95 | 5.04 | 6.48 | 3.96 | 3.68 | 3.41 | 4.02 | 3.04 | 4.71 | 9.73 | 6.01 | 6.03 | 4.69 | 4.01 | 2.58 | 4.28 |
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 - Optimal Moderate |
-7.73%
Feb 2006 - Feb 2009 |
-0.63%
Feb 2004 - Feb 2009 |
3.62%
Sep 2012 - Sep 2022 |
3.44%
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 Strategic Asset Allocation - Optimal Moderate |
20.58%
Feb 2009 - Feb 2012 |
15.72%
Feb 2009 - Feb 2014 |
9.26%
Mar 2003 - Mar 2013 |
7.77%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart