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 COMMONWEALTH ANNUITY ADVANTAGE X B SHARES Tactical Asset Allocation Moderate | NA | -9.55% | 2.47% | 9.34% | 7.02% | 6.89% | 9.11% | … | … |
Data as of 02/28/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Commonwealth Annuity and Life Ins Co COMMONWEALTH ANNUITY ADVANTAGE X B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 05/18/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.03 | -9.55 | 2.47 | 9.34 | 7.02 | 6.89 | 9.11 | … | … | -367,765.12 | -19.60 | 11.54 | 15.77 | 23.47 | 15.05 | 14.22 | 2.41 | -2.81 | 2.78 | 11.07 | 8.09 | -1.93 | 10.50 | 23.44 | -7.92 | 17.11 | 17.92 | 14.50 | 8.39 | 28.11 | 0.14 | 0.13 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | -1.47 | 1.11 | 1.78 | 2.28 | 1.48 | 3.10 | 0.43 | -0.48 | 0.42 | 1.44 | 1.41 | -0.17 | 0.73 | 2.06 | -1.41 | 1.17 | 1.59 | 1.97 | 0.95 | 5.31 | -0.21 | -0.48 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 14.26 | 10.37 | 8.72 | 9.69 | 9.27 | 4.38 | 5.16 | 5.87 | 6.56 | 7.69 | 5.69 | 11.67 | 14.18 | 11.35 | 6.29 | 12.10 | 9.23 | 6.27 | 7.86 | 5.16 | 4.50 | 4.59 |
| Draw Down(%) | NA | 333,183.67 | 290,357.80 | 290,357.80 | 290,357.80 | NA | NA | … | … | 344,760.75 | 22.33 | 5.49 | 4.31 | 0.00 | 5.17 | 1.74 | 3.54 | 8.07 | 7.22 | 6.29 | 4.49 | 12.46 | 10.09 | 5.58 | 9.15 | 10.05 | 11.61 | 4.82 | 10.20 | 1.93 | 7.07 | 5.57 |
| Yield(%) | NA | 36.29 | 16.30 | 18.75 | 11.23 | NA | NA | … | … | 33.91 | 3.77 | 3.66 | 13.38 | 23.31 | 17.87 | 1.50 | 1.36 | 3.09 | 7.69 | 3.46 | 1.98 | 0.69 | 2.80 | 0.63 | 0.64 | 10.72 | 7.64 | 4.40 | 2.45 | 2.69 | 2.46 | 3.78 |
Data as of 02/28/2023, 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 COMMONWEALTH ANNUITY ADVANTAGE X B SHARES Tactical Asset Alloca |
0.76%
Dec 2013 – Dec 2016 |
1.75%
Apr 2011 – Apr 2016 |
5.12%
Oct 2007 – Oct 2017 |
6.26%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co COMMONWEALTH ANNUITY ADVANTAGE X B SHARES Tactical Asset Alloca |
20.63%
Oct 2004 – Oct 2007 |
17.90%
Oct 2002 – Oct 2007 |
11.66%
Apr 2001 – Apr 2011 |
9.83%
Jun 2005 – Jun 2020 |
Annualized Rolling Returns Comparison Chart