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 II B SHARES Tactical Asset Allocation Moderate | NA | 2.77% | 4.16% | 3.11% | 4.95% | 5.29% | NA | … | … |
Data as of 10/31/2019, 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 II B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.54 | 2.77 | 4.16 | 3.11 | 4.95 | 5.29 | NA | … | … | 6.36 | -1.87 | 10.16 | 4.83 | -3.21 | 4.51 | 16.16 | 3.53 | -1.48 | 8.83 | 12.70 | -1.53 | 9.67 | 7.27 | 2.37 | 7.78 | 17.37 | -0.59 | 5.75 |
| Sharpe Ratio | NA | 1.10 | 0.70 | 0.48 | 0.66 | NA | NA | … | … | 1.10 | -0.50 | 2.21 | 0.94 | -0.72 | 0.70 | 2.08 | 0.71 | -0.21 | 0.85 | 1.54 | -0.61 | 0.72 | 0.65 | 0.04 | 0.95 | 3.04 | -0.39 | 0.93 |
| Standard Deviation(%) | NA | 4.50 | 5.17 | 5.00 | 6.41 | NA | NA | … | … | 4.50 | 6.43 | 4.31 | 4.92 | 4.53 | 6.40 | 7.76 | 4.88 | 7.36 | 10.33 | 8.21 | 4.05 | 9.20 | 6.09 | 5.64 | 7.19 | 5.49 | 4.30 | 3.71 |
| Draw Down(%) | NA | 3.67 | 7.93 | 7.93 | 8.72 | NA | NA | … | … | 3.67 | 7.93 | 1.98 | 3.61 | 5.88 | 5.03 | 4.78 | 4.54 | 7.74 | 8.72 | 5.30 | 6.34 | 7.35 | 6.96 | 4.14 | 7.24 | 3.65 | 5.27 | 2.49 |
| Yield(%) | NA | 6.02 | 2.50 | 1.87 | 2.47 | NA | NA | … | … | 6.02 | 1.39 | 0.09 | 1.01 | 0.74 | 3.21 | 3.07 | 3.47 | 2.35 | 3.24 | 2.59 | 2.84 | 5.79 | 4.88 | 2.87 | 1.55 | 3.62 | 3.22 | 5.88 |
Data as of 10/31/2019, 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 II B SHARES Tactical Asset Allocation |
1.97%
Dec 2013 – Dec 2016 |
2.77%
Dec 2013 – Dec 2018 |
4.68%
Sep 2009 – Sep 2019 |
5.02%
Nov 2004 – Nov 2019 |
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 II B SHARES Tactical Asset Allocation |
9.69%
Mar 2003 – Mar 2006 |
9.44%
Oct 2002 – Oct 2007 |
7.21%
Apr 2001 – Apr 2011 |
6.65%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart