Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ameritas Life Insurance Corp OVERTURE MEDLEY B SHARES Strategic Asset Allocation - Optimal Moderate | NA | 8.55% | 5.77% | 6.87% | 4.90% | 8.53% | NA | 7.32% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ameritas Life Insurance Corp OVERTURE MEDLEY B SHARES Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.36 | 8.55 | 5.77 | 6.87 | 4.90 | 8.53 | NA | 7.32 | 11.49 | 7.24 | -0.04 | 5.12 | 11.71 | 16.46 | -3.61 | 17.13 | 34.34 | -32.33 | 10.03 | 14.20 | 11.59 | 14.26 | 26.07 | -6.26 | -0.04 |
| Sharpe Ratio | NA | 2.92 | 0.82 | 1.05 | 0.41 | NA | NA | 0.54 | 2.85 | 0.90 | -0.01 | 0.82 | 1.80 | 2.06 | -0.24 | 1.42 | 1.82 | -1.41 | 0.63 | 1.41 | 1.50 | 1.73 | 3.14 | -0.65 | -0.20 |
| Standard Deviation(%) | NA | 3.81 | 6.83 | 6.64 | 12.53 | NA | NA | 11.33 | 3.82 | 7.80 | 8.05 | 6.19 | 6.47 | 7.95 | 14.86 | 11.97 | 18.84 | 23.63 | 11.08 | 7.71 | 6.28 | 7.68 | 8.08 | 11.27 | 11.82 |
| Draw Down(%) | NA | 1.89 | 11.00 | 11.00 | 42.78 | NA | NA | 45.48 | 1.89 | 7.28 | 8.46 | 5.47 | 6.78 | 6.37 | 16.90 | 8.85 | 17.52 | 41.55 | 8.51 | 9.38 | 5.01 | 9.06 | 6.13 | 16.11 | 15.55 |
| Yield(%) | NA | 3.55 | 3.39 | 3.46 | 3.70 | NA | NA | 4.02 | 3.40 | 3.08 | 3.60 | 2.89 | 4.18 | 2.38 | 3.38 | 3.51 | 3.03 | 7.26 | 7.16 | 5.82 | 3.79 | 3.16 | 1.97 | 2.34 | 3.34 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| Ameritas Life Insurance Corp OVERTURE MEDLEY B SHARES Strategic Asset Allocation - Optimal Moderate |
-10.16%
Feb 2006 - Feb 2009 |
-1.57%
Feb 2004 - Feb 2009 |
4.68%
Oct 2007 - Oct 2017 |
6.42%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ameritas Life Insurance Corp OVERTURE MEDLEY B SHARES Strategic Asset Allocation - Optimal Moderate |
23.18%
Feb 2009 - Feb 2012 |
17.74%
Feb 2009 - Feb 2014 |
9.93%
Mar 2003 - Mar 2013 |
8.53%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart