Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
Prudential Annuities Life Assurance Corp ADVISORS CHOICE X Strategic Asset Allocation - Optimal Moderate | NA | 6.74% | 17.05% | 8.94% | 7.94% | 6.17% | 6.86% | 6.78% |
Data as of 12/31/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
Prudential Annuities Life Assurance Corp ADVISORS CHOICE X Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 03/18/2022 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.13 | 6.74 | 17.05 | 8.94 | 7.94 | 6.17 | 6.86 | 6.78 | -4.53 | 6.74 | 22.27 | 22.87 | -8.16 | 4.80 | 6.78 | -2.86 | 1.61 | 16.93 | 14.17 | 0.68 | 12.11 | 23.02 | -24.86 | 8.51 | 12.37 | 9.13 | 11.32 | 21.44 | -7.57 | 5.27 |
Sharpe Ratio | NA | 0.24 | 0.12 | 0.09 | 0.13 | NA | NA | 0.16 | -0.38 | 0.04 | 1.22 | 2.72 | -0.93 | 0.71 | 0.73 | -0.33 | 0.23 | 2.33 | 1.76 | 0.04 | 1.05 | 1.30 | -1.10 | 0.59 | 1.13 | 1.01 | 1.42 | 2.11 | -0.68 | 0.28 |
Standard Deviation(%) | NA | 9.87 | 90.94 | 70.70 | 50.33 | NA | NA | 35.82 | 12.00 | 156.65 | 18.05 | 7.88 | 10.22 | 5.87 | 9.01 | 8.70 | 6.78 | 7.25 | 8.03 | 15.50 | 11.41 | 17.59 | 23.42 | 9.40 | 8.08 | 6.86 | 7.31 | 9.82 | 12.68 | 10.66 |
Draw Down(%) | NA | 8.58 | 44.04 | 44.04 | 44.04 | NA | NA | 44.04 | 8.49 | 44.04 | 21.66 | 3.70 | 14.83 | 5.64 | 7.75 | 10.09 | 5.13 | 5.41 | 6.51 | 14.90 | 8.65 | 20.22 | 36.10 | 5.51 | 8.79 | 4.14 | 6.24 | 8.36 | 19.78 | 12.37 |
Yield(%) | NA | 6.83 | 5.86 | 5.02 | 4.56 | NA | NA | 4.55 | 0.07 | 6.83 | 4.84 | 5.43 | 7.18 | 0.19 | 2.29 | 9.03 | 4.06 | 1.85 | 3.81 | 1.45 | 3.50 | 3.07 | 12.13 | 8.39 | 4.07 | 4.88 | 3.48 | 2.03 | 3.30 | 3.72 |
Data as of 12/31/2021, 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 |
---|---|---|---|---|
Prudential Annuities Life Assurance Corp ADVISORS CHOICE X Strategic Asset Allocation - Optimal Moderate |
-8.75%
Feb 2006 - Feb 2009 |
-1.55%
Feb 2004 - Feb 2009 |
4.23%
May 2008 - May 2018 |
4.95%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
Prudential Annuities Life Assurance Corp ADVISORS CHOICE X Strategic Asset Allocation - Optimal Moderate |
31.60%
Jan 2018 - Jan 2021 |
22.12%
Jan 2016 - Jan 2021 |
13.19%
Jan 2011 - Jan 2021 |
10.06%
Jan 2006 - Jan 2021 |
Annualized Rolling Returns Comparison Chart