Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LINCOLN NATIONAL CORPORATION EMPLOYEES’ SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | -11.04% | 4.94% | 5.51% | 7.40% | 8.44% | 9.85% | … | … |
Data as of 12/30/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LINCOLN NATIONAL CORPORATION EMPLOYEES’ SAVINGS AND RETIREMENT 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 (%) | 0.02 | -11.04 | 4.94 | 5.51 | 7.40 | 8.44 | 9.85 | … | … | -0.02 | -10.94 | 9.92 | 17.98 | 21.53 | -6.30 | 14.51 | 7.09 | 0.12 | 7.63 | 17.47 | 12.55 | 0.36 | 14.61 | 30.15 | -1.96 | 9.61 | 14.71 | 9.07 | 17.58 | 19.93 | -11.83 | -15.53 |
| Sharpe Ratio | NA | -0.41 | 0.61 | 0.31 | 0.58 | NA | NA | … | … | -0.15 | -0.87 | 0.92 | 0.92 | 2.93 | -0.72 | 2.72 | 0.81 | 0.01 | 0.95 | 2.29 | 1.54 | 0.02 | 1.17 | 3.04 | -0.62 | 0.67 | 1.50 | 1.08 | 2.12 | 2.51 | -1.70 | -1.31 |
| Standard Deviation(%) | NA | 13.25 | 13.83 | 12.95 | 10.71 | NA | NA | … | … | 8.07 | 14.12 | 10.79 | 19.28 | 6.87 | 10.50 | 5.09 | 8.46 | 8.74 | 8.02 | 7.61 | 8.13 | 14.86 | 12.42 | 9.89 | 4.67 | 9.87 | 7.61 | 6.39 | 7.84 | 7.67 | 7.62 | 13.66 |
| Draw Down(%) | NA | 13.40 | 17.50 | 22.70 | 22.70 | NA | NA | … | … | 5.41 | 16.33 | 5.79 | 22.70 | 3.56 | 14.49 | 2.53 | 7.50 | 9.65 | 4.70 | 5.57 | 5.99 | 14.54 | 7.72 | 5.27 | 5.96 | 7.29 | 8.88 | 4.84 | 6.79 | 6.67 | 14.18 | 28.69 |
| Yield(%) | NA | 3.11 | 4.47 | 4.50 | 5.42 | NA | NA | … | … | 0.87 | 2.17 | 5.09 | 4.69 | 3.39 | 6.04 | 8.04 | 8.17 | 6.63 | 4.47 | 4.78 | 4.24 | 3.26 | 4.99 | 5.17 | 5.51 | 7.76 | 5.21 | 3.67 | 3.71 | 3.54 | 1.57 | 0.78 |
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 |
|---|---|---|---|---|
| LINCOLN NATIONAL CORPORATION EMPLOYEES’ SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Mode |
-1.05%
Feb 2001 – Feb 2004 |
3.41%
Mar 2015 – Mar 2020 |
6.82%
Mar 2010 – Mar 2020 |
7.60%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LINCOLN NATIONAL CORPORATION EMPLOYEES’ SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Mode |
18.57%
Mar 2003 – Mar 2006 |
15.49%
Feb 2009 – Feb 2014 |
13.20%
Mar 2003 – Mar 2013 |
11.68%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart