Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE LINCOLN NATIONAL LIFE INSURANCE COMPANY AGENTS’ SAVINGS AND PROFIT-SHARING PLAN Tactical Asset Allocation Moderate | NA | -11.49% | 4.76% | 5.36% | 7.29% | 8.52% | 9.81% | … | … |
Data as of 12/30/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE LINCOLN NATIONAL LIFE INSURANCE COMPANY AGENTS’ SAVINGS AND PROFIT-SHARING PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 03/14/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.01 | -11.49 | 4.76 | 5.36 | 7.29 | 8.52 | 9.81 | … | … | -5.38 | -11.39 | 9.92 | 17.98 | 21.54 | -6.40 | 14.04 | 7.09 | 0.21 | 7.60 | 17.38 | 13.35 | -0.13 | 16.36 | 30.65 | -2.00 | 9.11 | 13.57 | 8.88 | 17.58 | 19.77 | -11.84 | -16.60 |
| Sharpe Ratio | NA | -0.79 | 0.44 | 0.20 | 0.51 | NA | NA | … | … | -0.48 | -0.91 | 0.92 | 0.92 | 2.93 | -0.72 | 2.66 | 0.81 | 0.02 | 0.95 | 2.28 | 1.68 | -0.01 | 1.48 | 3.07 | -0.62 | 0.61 | 1.33 | 1.04 | 2.12 | 2.47 | -1.70 | -1.38 |
| Standard Deviation(%) | NA | 14.04 | 14.09 | 13.12 | 10.82 | NA | NA | … | … | 13.77 | 14.02 | 10.79 | 19.28 | 6.87 | 10.67 | 5.04 | 8.46 | 8.76 | 8.01 | 7.59 | 7.91 | 15.17 | 11.02 | 9.94 | 4.68 | 10.03 | 7.77 | 6.44 | 7.84 | 7.71 | 7.62 | 13.72 |
| Draw Down(%) | NA | 14.45 | 18.50 | 22.70 | 22.70 | NA | NA | … | … | 8.74 | 17.34 | 5.79 | 22.70 | 3.56 | 14.87 | 2.54 | 7.51 | 9.57 | 4.70 | 5.60 | 5.75 | 15.28 | 7.07 | 5.06 | 5.96 | 7.49 | 9.26 | 4.93 | 6.80 | 6.71 | 14.22 | 29.47 |
| Yield(%) | NA | 3.40 | 4.57 | 4.56 | 5.40 | NA | NA | … | … | 0.86 | 2.44 | 5.09 | 4.69 | 3.39 | 6.07 | 7.98 | 8.18 | 6.64 | 4.47 | 4.37 | 3.70 | 3.12 | 5.31 | 5.02 | 5.51 | 7.22 | 8.06 | 3.67 | 3.75 | 3.40 | 2.15 | 0.77 |
Data as of 12/30/2022, 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 |
|---|---|---|---|---|
| THE LINCOLN NATIONAL LIFE INSURANCE COMPANY AGENTS’ SAVINGS AND PROFIT-SHARING PLAN Tactical Asset |
-1.37%
Feb 2001 – Feb 2004 |
3.32%
Mar 2015 – Mar 2020 |
6.46%
Feb 2013 – Feb 2023 |
7.56%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE LINCOLN NATIONAL LIFE INSURANCE COMPANY AGENTS’ SAVINGS AND PROFIT-SHARING PLAN Tactical Asset |
18.50%
Mar 2003 – Mar 2006 |
15.95%
Feb 2009 – Feb 2014 |
13.25%
Mar 2003 – Mar 2013 |
11.70%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart