Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Lincoln i4Life Advantage VA Strategic Asset Allocation - Optimal Moderate | NA | 20.58% | 0.81% | 6.33% | 5.71% | 7.00% | 6.68% | 7.13% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lincoln i4Life Advantage VA Strategic Asset Allocation - Optimal 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 (%) | -1.23 | 20.58 | 0.81 | 6.33 | 5.71 | 7.00 | 6.68 | 7.13 | NA | 3.96 | 11.02 | -15.21 | 2.13 | 24.70 | 21.35 | -7.66 | 12.94 | 5.09 | -0.05 | 3.24 | 10.13 | 12.26 | 0.86 | 15.68 | 28.14 | -27.12 | 13.01 | 14.91 | 7.85 | 15.45 | 25.69 | -1.91 | 0.41 |
| Sharpe Ratio | NA | -0.15 | -0.41 | 0.17 | 0.35 | NA | NA | 0.49 | 0.07 | -0.31 | 0.93 | -1.27 | 0.22 | 1.29 | 2.98 | -0.93 | 2.69 | 0.57 | -0.01 | 0.51 | 1.41 | 1.71 | 0.06 | 1.32 | 1.48 | -1.22 | 1.01 | 1.60 | 1.05 | 2.17 | 3.72 | -0.36 | -0.24 |
| Standard Deviation(%) | NA | 8.38 | 9.91 | 12.23 | 10.26 | NA | NA | 10.82 | 7.30 | 8.44 | 7.31 | 13.03 | 9.49 | 18.99 | 6.70 | 9.61 | 4.57 | 8.57 | 8.60 | 6.34 | 7.14 | 7.15 | 13.53 | 11.81 | 18.98 | 22.99 | 9.89 | 7.27 | 5.41 | 6.70 | 6.72 | 8.29 | 7.86 |
| Draw Down(%) | NA | 8.24 | 20.61 | 24.06 | 24.06 | NA | NA | 40.25 | 0.53 | 8.24 | 6.69 | 21.49 | 7.13 | 23.37 | 3.39 | 13.84 | 1.72 | 7.68 | 9.58 | 5.81 | 7.49 | 6.02 | 13.57 | 8.99 | 17.14 | 38.11 | 7.14 | 8.24 | 4.40 | 7.97 | 6.02 | 12.92 | 11.03 |
| Yield(%) | NA | 3.33 | 3.37 | 3.50 | 3.08 | NA | NA | 3.94 | NA | 0.71 | 3.02 | 3.51 | 2.78 | 5.16 | 2.98 | 1.70 | 0.23 | 3.14 | 4.64 | 2.98 | 2.55 | 2.49 | 3.76 | 4.04 | 2.68 | 4.29 | 10.26 | 10.09 | 4.08 | 3.75 | 3.50 | 3.15 | 5.15 |
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 |
|---|---|---|---|---|
| Lincoln i4Life Advantage VA Strategic Asset Allocation - Optimal Moderate |
-6.77%
Feb 2006 - Feb 2009 |
0.12%
Feb 2004 - Feb 2009 |
4.23%
Oct 2013 - Oct 2023 |
4.20%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lincoln i4Life Advantage VA Strategic Asset Allocation - Optimal Moderate |
21.75%
Feb 2009 - Feb 2012 |
16.22%
Oct 2002 - Oct 2007 |
10.31%
Mar 2003 - Mar 2013 |
8.89%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart