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 REWARD B SHARES Tactical Asset Allocation Moderate | NA | 3.92% | 8.99% | 7.48% | NA | NA | NA | … | … |
Data as of 11/30/2005, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Commonwealth Annuity and Life Ins Co ALLMERICA SELECT REWARD B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 02/27/2006 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.77 | 3.92 | 8.99 | 7.48 | NA | NA | NA | … | … | 3.09 | 4.03 | 7.15 | 17.02 | 1.40 | 5.74 |
| Sharpe Ratio | NA | 0.75 | 1.37 | 1.12 | NA | NA | NA | … | … | 0.38 | 0.35 | 0.84 | 2.96 | 0.07 | 0.93 |
| Standard Deviation(%) | NA | 5.41 | 6.29 | 5.41 | NA | NA | NA | … | … | 6.87 | 5.26 | 7.34 | 5.52 | 4.09 | 3.71 |
| Draw Down(%) | NA | 4.32 | 7.70 | 7.70 | NA | NA | NA | … | … | 2.20 | 4.32 | 7.70 | 3.59 | 3.89 | 2.48 |
| Yield(%) | NA | 3.36 | 3.27 | 3.78 | NA | NA | NA | … | … | 0.47 | 3.03 | 2.76 | 4.11 | 3.32 | 5.88 |
Data as of 11/30/2005, 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 REWARD B SHARES Tactical Asset Allocation Mode |
6.40%
Oct 2001 – Oct 2004 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co ALLMERICA SELECT REWARD B SHARES Tactical Asset Allocation Mode |
10.30%
Jan 2003 – Jan 2006 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart