Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co ALLMERICA SELECT RESOURCE I B SHARES Tactical Asset Allocation Moderate | NA | 5.40% | 3.14% | 2.02% | 6.18% | 7.21% | NA | … | … |
Data as of 02/28/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Commonwealth Annuity and Life Ins Co ALLMERICA SELECT RESOURCE I B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 05/05/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.79 | 5.40 | 3.14 | 2.02 | 6.18 | 7.21 | NA | … | … | -8.37 | 16.85 | -8.83 | 9.93 | 5.80 | -2.44 | 3.70 | 17.95 | 14.25 | 1.04 | 13.26 | 20.95 | 1.56 | 10.00 | 9.67 | 5.35 | 12.16 | 14.12 | -5.06 | 3.50 |
| Sharpe Ratio | NA | -0.04 | 0.06 | 0.10 | 0.49 | NA | NA | … | … | -0.38 | 2.19 | -0.95 | 1.92 | 0.66 | -0.27 | 0.49 | 2.13 | 1.85 | 0.07 | 1.31 | 2.06 | 0.10 | 0.75 | 0.86 | 0.52 | 1.40 | 1.54 | -0.93 | 0.20 |
| Standard Deviation(%) | NA | 14.43 | 10.74 | 9.93 | 9.91 | NA | NA | … | … | 22.41 | 7.04 | 10.64 | 4.85 | 8.51 | 9.09 | 7.55 | 8.43 | 7.68 | 14.89 | 10.06 | 10.11 | 6.30 | 9.29 | 7.48 | 6.08 | 8.01 | 8.71 | 6.61 | 5.94 |
| Draw Down(%) | NA | 21.41 | 21.41 | 21.41 | 21.41 | NA | NA | … | … | 21.41 | 3.70 | 16.15 | 2.64 | 7.68 | 8.63 | 5.39 | 4.78 | 5.75 | 13.86 | 8.79 | 4.90 | 5.40 | 7.04 | 8.66 | 4.90 | 7.54 | 6.82 | 8.08 | 6.18 |
| Yield(%) | NA | 14.10 | 10.51 | 7.51 | 5.48 | NA | NA | … | … | 2.45 | 12.77 | 11.70 | 5.58 | 3.43 | 2.58 | 5.72 | 3.52 | 1.91 | 3.58 | 3.06 | 3.62 | 5.94 | 9.00 | 5.56 | 4.46 | 3.03 | 4.22 | 3.79 | 6.23 |
Data as of 02/28/2020, 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 |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co ALLMERICA SELECT RESOURCE I B SHARES Tactical Asset Allocation |
0.37%
Mar 2017 – Mar 2020 |
0.39%
Mar 2015 – Mar 2020 |
4.83%
Mar 2010 – Mar 2020 |
6.70%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co ALLMERICA SELECT RESOURCE I B SHARES Tactical Asset Allocation |
15.74%
May 2008 – May 2011 |
14.41%
Oct 2008 – Oct 2013 |
11.06%
Mar 2003 – Mar 2013 |
9.35%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart