Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Western Reserve Life Insurance VUL No Profunds Tactical Asset Allocation Moderate | NA | 10.43% | 8.18% | 7.38% | 9.02% | 9.89% | NA | … | … |
Data as of 08/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Western Reserve Life Insurance VUL No Profunds Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.56 | 10.43 | 8.18 | 7.38 | 9.02 | 9.89 | NA | … | … | -1.27 | 11.26 | 7.38 | -2.11 | 4.32 | 14.58 | 10.30 | 4.68 | 11.16 | 17.69 | 6.92 | 12.68 | 12.43 | 8.62 | 14.43 | 21.06 | 3.69 | -3.00 |
| Sharpe Ratio | NA | -0.15 | 0.59 | 0.48 | 0.82 | NA | NA | … | … | -0.22 | 1.88 | 0.79 | -0.23 | 0.47 | 1.95 | 1.32 | 0.34 | 0.99 | 1.75 | 1.01 | 1.04 | 1.15 | 1.00 | 1.79 | 3.07 | 0.57 | -0.80 |
| Standard Deviation(%) | NA | 10.32 | 8.76 | 8.88 | 9.62 | NA | NA | … | … | 10.91 | 5.64 | 9.04 | 9.42 | 9.14 | 7.47 | 7.78 | 13.82 | 11.14 | 10.06 | 5.96 | 9.33 | 7.99 | 6.44 | 7.53 | 6.63 | 4.52 | 6.64 |
| Draw Down(%) | NA | 9.19 | 11.26 | 14.55 | 14.55 | NA | NA | … | … | 9.19 | 2.83 | 9.83 | 8.07 | 7.89 | 7.56 | 6.67 | 10.94 | 6.66 | 5.53 | 3.18 | 5.49 | 9.58 | 4.90 | 5.95 | 3.11 | 2.93 | 9.68 |
| Yield(%) | NA | 5.17 | 4.49 | 5.54 | 4.70 | NA | NA | … | … | 1.32 | 5.59 | 2.49 | 5.26 | 9.81 | 4.78 | 3.67 | 3.75 | 6.24 | 4.68 | 3.77 | 6.14 | 6.30 | 2.05 | 3.83 | 3.34 | 5.51 | 4.19 |
Data as of 08/31/2018, Common starting date is 12/31/2000
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 Tactical Asset Allocation Moderate |
2.02%
Feb 2014 – Feb 2017 |
4.09%
Apr 2011 – Apr 2016 |
8.07%
Oct 2007 – Oct 2017 |
8.63%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Western Reserve Life Insurance VUL No Profunds Tactical Asset Allocation Moderate |
16.17%
Apr 2003 – Apr 2006 |
13.91%
Oct 2002 – Oct 2007 |
12.36%
Apr 2003 – Apr 2013 |
10.47%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart