Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AUSA Life Insurance Co Inc DIVERSIFIED INVESTORS VA B SHARES Tactical Asset Allocation Moderate | NA | 0.95% | 0.68% | 3.82% | 3.05% | 5.02% | NA | … | … |
Data as of 07/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AUSA Life Insurance Co Inc DIVERSIFIED INVESTORS VA B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.95 | 0.68 | 3.82 | 3.05 | 5.02 | NA | … | … | 0.72 | 6.99 | -2.38 | -0.43 | 12.37 | 8.79 | -8.64 | 8.18 | 10.84 | -4.32 | 4.67 | 12.26 | 0.72 | 7.24 | 16.72 | 0.82 | 4.23 |
| Sharpe Ratio | NA | 0.34 | 0.41 | 0.65 | 0.31 | NA | NA | … | … | 0.12 | 1.66 | -0.48 | -0.08 | 1.79 | 1.73 | -0.76 | 0.80 | 1.47 | -1.13 | 0.16 | 1.19 | -0.26 | 0.80 | 2.99 | -0.06 | 0.47 |
| Standard Deviation(%) | NA | 2.67 | 3.97 | 5.06 | 6.94 | NA | NA | … | … | 2.03 | 4.08 | 5.03 | 5.35 | 6.87 | 5.04 | 11.46 | 10.17 | 7.29 | 4.67 | 10.13 | 7.50 | 5.57 | 7.86 | 5.36 | 4.49 | 4.06 |
| Draw Down(%) | NA | 2.20 | 6.49 | 7.74 | 14.03 | NA | NA | … | … | 1.55 | 2.20 | 6.49 | 6.73 | 5.66 | 3.93 | 14.03 | 7.62 | 3.58 | 7.01 | 7.87 | 8.60 | 5.65 | 7.01 | 3.17 | 6.47 | 3.56 |
| Yield(%) | NA | 0.22 | 2.37 | 2.28 | 2.42 | NA | NA | … | … | 0.22 | 1.75 | 2.07 | 4.46 | 1.28 | 4.20 | 1.07 | 2.03 | 1.95 | 3.17 | 4.70 | 9.29 | 5.33 | 3.00 | 3.12 | 4.34 | 5.15 |
Data as of 07/31/2017, 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 |
|---|---|---|---|---|
| AUSA Life Insurance Co Inc DIVERSIFIED INVESTORS VA B SHARES Tactical Asset Allocation Moderate |
0.22%
Aug 2014 – Aug 2017 |
1.29%
May 2007 – May 2012 |
2.69%
Sep 2007 – Sep 2017 |
4.48%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUSA Life Insurance Co Inc DIVERSIFIED INVESTORS VA B SHARES Tactical Asset Allocation Moderate |
10.05%
Apr 2003 – Apr 2006 |
9.88%
Oct 2002 – Oct 2007 |
6.35%
Apr 2001 – Apr 2011 |
5.02%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart