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 DELAWARE GOLDEN MEDALLION B SHARES Tactical Asset Allocation Moderate | NA | 15.91% | 4.15% | 8.29% | 8.33% | 8.07% | 9.54% | … | … |
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 DELAWARE GOLDEN MEDALLION 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 (%) | -1.41 | 15.91 | 4.15 | 8.29 | 8.33 | 8.07 | 9.54 | … | … | 0.90 | 2.58 | 14.42 | -7.14 | 6.27 | 20.41 | 21.59 | 13.28 | 14.41 | 2.51 | -4.19 | 1.76 | 10.03 | 9.55 | -0.97 | 13.02 | 31.92 | -7.57 | 19.23 | 18.32 | 11.20 | 9.79 | 24.93 | 8.22 | 7.72 |
| Sharpe Ratio | NA | -0.27 | -0.10 | 0.49 | 0.76 | NA | NA | … | … | 0.06 | -0.47 | 1.21 | -1.06 | 0.54 | 2.18 | 2.33 | 1.21 | 2.66 | 0.43 | -0.60 | 0.29 | 1.50 | 1.90 | -0.09 | 0.89 | 3.37 | -1.37 | 1.33 | 1.85 | 1.44 | 1.16 | 5.23 | 1.68 | 1.55 |
| Standard Deviation(%) | NA | 8.73 | 8.41 | 9.29 | 8.43 | NA | NA | … | … | 15.26 | 8.61 | 8.40 | 8.02 | 11.51 | 9.25 | 8.67 | 9.92 | 5.17 | 5.40 | 7.06 | 5.93 | 6.66 | 5.00 | 10.98 | 14.52 | 9.46 | 6.18 | 12.20 | 8.12 | 6.27 | 7.64 | 4.64 | 4.23 | 3.48 |
| Draw Down(%) | NA | 6.50 | 10.14 | 12.19 | 12.19 | NA | NA | … | … | 1.40 | 6.50 | 7.22 | 10.26 | 9.07 | 4.15 | 1.32 | 6.01 | 1.86 | 5.38 | 10.29 | 5.72 | 5.35 | 3.57 | 11.84 | 10.65 | 4.91 | 7.95 | 9.88 | 8.50 | 4.86 | 9.55 | 1.59 | 5.62 | 2.10 |
| Yield(%) | NA | 4.08 | 3.86 | 8.46 | 7.49 | NA | NA | … | … | NA | 1.24 | 3.21 | 3.55 | 3.78 | 14.19 | 20.75 | 17.63 | 0.39 | 2.35 | 4.31 | 3.13 | 2.55 | 3.00 | 2.73 | 2.55 | 3.76 | 2.49 | 10.37 | 16.06 | 4.69 | 4.94 | 4.57 | 3.75 | 6.58 |
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 DELAWARE GOLDEN MEDALLION B SHARES Tactical Asset Allocation Mo |
-0.02%
Dec 2013 – Dec 2016 |
1.65%
Apr 2011 – Apr 2016 |
6.10%
Oct 2007 – Oct 2017 |
7.51%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co DELAWARE GOLDEN MEDALLION B SHARES Tactical Asset Allocation Mo |
20.93%
Apr 2018 – Apr 2021 |
17.64%
Oct 2002 – Oct 2007 |
13.78%
Apr 2001 – Apr 2011 |
10.39%
Jun 2005 – Jun 2020 |
Annualized Rolling Returns Comparison Chart