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 ACCLAIM B SHARES Tactical Asset Allocation Moderate | NA | 2.79% | 3.95% | 2.44% | 4.66% | 5.19% | 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 ACCLAIM 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 | 2.79 | 3.95 | 2.44 | 4.66 | 5.19 | NA | … | … | 6.36 | -1.83 | 11.62 | 1.88 | -4.20 | 2.06 | 17.82 | 3.74 | -1.66 | 9.67 | 12.70 | -0.83 | 10.27 | 9.01 | 2.27 | 3.90 | 17.04 | -1.84 | 5.75 |
| Sharpe Ratio | NA | 1.10 | 0.80 | 0.38 | 0.63 | NA | NA | … | … | 1.10 | -0.49 | 2.67 | 0.36 | -0.92 | 0.33 | 2.38 | 0.76 | -0.22 | 0.96 | 1.54 | -0.44 | 0.81 | 0.97 | 0.02 | 0.41 | 2.88 | -0.65 | 0.93 |
| Standard Deviation(%) | NA | 4.50 | 5.12 | 4.92 | 6.30 | NA | NA | … | … | 4.50 | 6.41 | 4.12 | 4.62 | 4.61 | 6.15 | 7.48 | 4.83 | 7.63 | 9.99 | 8.21 | 4.02 | 8.98 | 5.87 | 5.47 | 7.13 | 5.67 | 4.48 | 3.71 |
| Draw Down(%) | NA | 3.67 | 7.89 | 7.89 | 8.53 | NA | NA | … | … | 3.67 | 7.89 | 1.99 | 5.25 | 6.41 | 5.04 | 4.42 | 4.49 | 8.08 | 8.31 | 5.30 | 6.34 | 7.22 | 6.31 | 4.68 | 7.16 | 3.68 | 6.26 | 2.49 |
| Yield(%) | NA | 6.02 | 2.50 | 1.94 | 2.33 | NA | NA | … | … | 6.02 | 1.38 | 0.09 | 1.37 | 0.74 | 1.90 | 2.36 | 3.48 | 2.27 | 3.56 | 2.59 | 2.87 | 5.84 | 7.33 | 2.74 | 2.48 | 3.61 | 3.20 | 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 ACCLAIM B SHARES Tactical Asset Allocation Mod |
-0.13%
Dec 2013 – Dec 2016 |
1.77%
Dec 2013 – Dec 2018 |
4.40%
Sep 2009 – Sep 2019 |
4.80%
Feb 2004 – Feb 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 ACCLAIM B SHARES Tactical Asset Allocation Mod |
9.15%
Jun 2008 – Jun 2011 |
9.01%
Jun 2009 – Jun 2014 |
7.06%
Apr 2001 – Apr 2011 |
6.38%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart