Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Western Reserve Life Insurance VUL No Profunds Asset Allocation Composite Moderate | NA | 17.98% | -2.39% | 3.18% | 4.97% | 6.27% | 7.25% | 8.59% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Western Reserve Life Insurance VUL No Profunds Asset Allocation Composite Moderate | 12/31/2000 | 02/28/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | 1.12 | 17.98 | -2.39 | 3.18 | 4.97 | 6.27 | 7.25 | 8.59 | NA | 9.29 | 3.23 | -21.61 | 13.57 | 10.44 | 21.32 | -2.84 | 13.44 | 7.40 | -1.41 | 4.68 | 13.76 | 15.59 | -0.48 | 9.63 | 22.50 | -0.93 | 12.86 | 8.68 | 8.68 | 15.01 | 22.68 | 9.36 | 8.65 |
| Sharpe Ratio | NA | 0.73 | -0.45 | 0.08 | 0.37 | NA | NA | 0.85 | 0.40 | 0.31 | -0.13 | -2.08 | 1.53 | 1.28 | 2.93 | -0.45 | 2.70 | 1.09 | -0.22 | 0.73 | 1.86 | 1.99 | -0.04 | 1.00 | 2.51 | -0.25 | 1.05 | 0.66 | 0.96 | 1.85 | 3.48 | 2.12 | 1.17 |
| Standard Deviation(%) | NA | 8.58 | 9.04 | 8.95 | 8.04 | NA | NA | 8.09 | 8.47 | 8.59 | 7.98 | 11.07 | 8.87 | 7.95 | 6.79 | 9.14 | 4.74 | 6.57 | 6.47 | 6.41 | 7.36 | 7.81 | 14.31 | 9.54 | 8.94 | 7.42 | 9.38 | 8.19 | 6.75 | 7.59 | 6.32 | 3.90 | 5.43 |
| Draw Down(%) | NA | 5.62 | 22.59 | 28.54 | 28.54 | NA | NA | 28.54 | 3.28 | 5.16 | 8.19 | 22.31 | 4.68 | 11.31 | 2.98 | 11.42 | 2.22 | 4.14 | 6.68 | 5.14 | 7.43 | 6.26 | 12.33 | 8.19 | 3.90 | 7.38 | 5.39 | 9.15 | 4.48 | 5.69 | 3.12 | 2.44 | 4.10 |
| Yield(%) | NA | 3.56 | 4.41 | 4.52 | 4.25 | NA | NA | 4.60 | NA | 0.76 | 3.32 | 3.89 | 5.09 | 5.09 | 4.61 | 4.87 | 5.95 | 2.49 | 3.29 | 3.76 | 4.15 | 3.92 | 3.52 | 4.35 | 4.69 | 4.23 | 5.87 | 5.48 | 2.32 | 3.72 | 3.58 | 7.97 | 8.82 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Western Reserve Life Insurance VUL No Profunds Asset Allocation Composite Moderate |
-5.49%
Apr 2021 - Apr 2024 |
0.95%
Sep 2018 - Sep 2023 |
3.39%
Oct 2013 - Oct 2023 |
5.89%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Western Reserve Life Insurance VUL No Profunds Asset Allocation Composite Moderate |
16.44%
Jan 2003 - Jan 2006 |
14.29%
Oct 2002 - Oct 2007 |
12.09%
Apr 2001 - Apr 2011 |
10.11%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart