Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Allstate Life Insurance Co PUTNAM ALLSTATE ADVISOR EDB B SHARES Tactical Asset Allocation Moderate | NA | 11.52% | 6.91% | 8.83% | 10.59% | 10.77% | NA | … | … |
Data as of 03/29/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Allstate Life Insurance Co PUTNAM ALLSTATE ADVISOR EDB B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 06/28/2018 |
| 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 (%) | 0.20 | 11.52 | 6.91 | 8.83 | 10.59 | 10.77 | NA | … | … | 3.33 | 12.27 | 13.13 | -2.55 | 5.80 | 21.95 | 12.72 | -1.74 | 12.17 | 33.59 | -1.26 | 4.13 | 13.16 | 5.20 | 13.52 | 23.61 | -4.84 | -0.26 |
| Sharpe Ratio | NA | 1.28 | 0.86 | 1.03 | 1.13 | NA | NA | … | … | 0.29 | 2.12 | 1.45 | -0.28 | 0.64 | 2.74 | 1.44 | -0.11 | 1.18 | 3.51 | -0.32 | 0.11 | 1.29 | 0.47 | 1.53 | 2.96 | -0.94 | -0.45 |
| Standard Deviation(%) | NA | 7.46 | 8.41 | 8.34 | 9.72 | NA | NA | … | … | 9.65 | 5.50 | 8.93 | 9.33 | 9.07 | 7.99 | 8.79 | 15.93 | 10.22 | 9.55 | 6.84 | 10.39 | 7.67 | 6.52 | 8.24 | 7.74 | 6.30 | 5.70 |
| Draw Down(%) | NA | 6.36 | 12.42 | 13.59 | 16.11 | NA | NA | … | … | 6.36 | 2.52 | 7.67 | 9.42 | 7.33 | 4.08 | 7.75 | 16.11 | 8.38 | 4.54 | 13.29 | 8.63 | 8.77 | 5.19 | 7.15 | 4.68 | 7.75 | 7.44 |
| Yield(%) | NA | 2.61 | 3.28 | 3.39 | 3.28 | NA | NA | … | … | 0.98 | 2.50 | 1.41 | 5.37 | 5.51 | 2.04 | 1.66 | 1.86 | 3.42 | 5.86 | 3.70 | 4.95 | 6.38 | 2.76 | 3.93 | 4.50 | 4.18 | 4.16 |
Data as of 03/29/2018, 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 |
|---|---|---|---|---|
| Allstate Life Insurance Co PUTNAM ALLSTATE ADVISOR EDB B SHARES Tactical Asset Allocation Moderate |
3.01%
Sep 2005 – Sep 2008 |
5.04%
Feb 2011 – Feb 2016 |
8.34%
Sep 2001 – Sep 2011 |
8.22%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Allstate Life Insurance Co PUTNAM ALLSTATE ADVISOR EDB B SHARES Tactical Asset Allocation Moderate |
18.09%
Apr 2008 – Apr 2011 |
16.37%
Nov 2008 – Nov 2013 |
11.81%
Mar 2003 – Mar 2013 |
11.07%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart