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 B SHARES Tactical Asset Allocation Moderate | NA | 28.85% | 5.95% | 8.52% | 7.01% | 8.03% | 8.30% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Commonwealth Annuity and Life Ins Co ALLMERICA SELECT B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 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 (%) | -0.43 | 28.85 | 5.95 | 8.52 | 7.01 | 8.03 | 8.30 | … | … | 0.30 | 9.93 | 16.35 | -11.14 | 4.63 | 14.92 | 18.72 | -5.63 | 16.05 | 3.23 | 0.19 | 9.06 | 15.88 | 12.90 | 0.26 | 10.28 | 16.83 | -0.95 | 12.25 | 10.31 | 6.71 | 9.70 | 9.84 | -6.98 | -2.86 |
| Sharpe Ratio | NA | 0.37 | 0.08 | 0.28 | 0.42 | NA | NA | … | … | 0.02 | 0.26 | 1.37 | -0.98 | 0.42 | 0.77 | 1.98 | -0.64 | 3.65 | 0.37 | 0.02 | 1.11 | 2.31 | 1.65 | 0.02 | 1.04 | 2.19 | -0.51 | 0.94 | 0.86 | 0.76 | 1.09 | 1.10 | -1.09 | -0.72 |
| Standard Deviation(%) | NA | 12.99 | 11.73 | 13.44 | 11.22 | NA | NA | … | … | 12.76 | 13.08 | 8.83 | 12.72 | 11.06 | 19.17 | 8.72 | 10.85 | 4.22 | 8.19 | 8.86 | 8.14 | 6.85 | 7.77 | 13.84 | 9.77 | 7.63 | 3.67 | 9.87 | 8.20 | 5.95 | 8.05 | 8.30 | 7.42 | 7.17 |
| Draw Down(%) | NA | 9.75 | 15.30 | 21.14 | 21.14 | NA | NA | … | … | 1.20 | 9.75 | 8.25 | 16.16 | 8.39 | 21.14 | 4.23 | 13.53 | 1.87 | 7.70 | 8.32 | 4.81 | 4.87 | 5.87 | 12.25 | 7.67 | 3.64 | 5.88 | 6.38 | 9.82 | 4.84 | 6.98 | 6.41 | 10.99 | 11.72 |
| Yield(%) | NA | 3.73 | 6.32 | 8.09 | 7.86 | NA | NA | … | … | NA | 0.95 | 3.78 | 4.18 | 10.27 | 13.32 | 9.34 | 12.18 | 7.43 | 4.02 | 3.33 | 13.18 | 4.03 | 3.32 | 1.04 | 1.74 | 3.12 | 2.50 | 10.15 | 4.78 | 2.62 | 2.37 | 4.03 | 4.76 | 5.52 |
Data as of 10/31/2024, 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 B SHARES Tactical Asset Allocation Moderate |
1.40%
Sep 2001 – Sep 2004 |
3.02%
Sep 2017 – Sep 2022 |
5.27%
Oct 2013 – Oct 2023 |
6.28%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co ALLMERICA SELECT B SHARES Tactical Asset Allocation Moderate |
13.60%
Sep 2011 – Sep 2014 |
12.42%
Feb 2009 – Feb 2014 |
9.97%
Aug 2004 – Aug 2014 |
9.16%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart