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 MEDALLION I X B SHARES Tactical Asset Allocation Moderate | NA | 26.63% | 3.73% | 9.00% | 6.49% | 7.20% | 8.02% | … | … |
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 MEDALLION I X 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 (%) | -0.97 | 26.63 | 3.73 | 9.00 | 6.49 | 7.20 | 8.02 | … | … | 1.34 | 19.84 | 15.96 | -14.23 | 3.16 | 23.48 | 18.20 | -5.82 | 14.86 | 0.97 | -2.60 | 4.72 | 16.59 | 9.26 | -1.30 | 10.70 | 23.13 | -9.12 | 13.30 | 15.21 | 9.99 | 12.79 | 17.23 | -11.68 | 2.31 |
| Sharpe Ratio | NA | 1.33 | 0.29 | 0.39 | 0.37 | NA | NA | … | … | 0.06 | 1.15 | 1.38 | -1.12 | 0.15 | 1.06 | 1.66 | -0.46 | 2.60 | 0.08 | -0.18 | 0.52 | 2.01 | 0.94 | -0.09 | 1.01 | 2.43 | -1.51 | 1.01 | 1.48 | 1.24 | 1.41 | 1.95 | -1.96 | 0.01 |
| Standard Deviation(%) | NA | 11.62 | 11.57 | 16.15 | 14.10 | NA | NA | … | … | 20.01 | 11.51 | 8.48 | 13.91 | 20.36 | 22.02 | 10.13 | 15.63 | 5.47 | 9.61 | 14.83 | 9.12 | 8.23 | 9.76 | 15.44 | 10.47 | 9.47 | 6.66 | 10.18 | 8.06 | 6.33 | 8.40 | 8.50 | 6.52 | 0.05 |
| Draw Down(%) | NA | 7.24 | 17.28 | 25.18 | 25.18 | NA | NA | … | … | 1.81 | 7.24 | 6.84 | 19.13 | 14.68 | 21.86 | 6.27 | 22.64 | 1.86 | 9.99 | 11.40 | 6.78 | 3.55 | 8.92 | 15.25 | 9.05 | 4.02 | 10.73 | 6.80 | 9.32 | 4.58 | 7.27 | 5.60 | 12.80 | 0.00 |
| Yield(%) | NA | 4.43 | 8.02 | 7.84 | 7.05 | NA | NA | … | … | NA | 1.88 | 3.82 | 3.73 | 14.73 | 6.89 | 10.39 | 10.69 | 1.66 | 4.35 | 8.87 | 6.65 | 3.94 | 6.65 | 0.36 | 1.43 | 1.44 | 0.61 | 3.04 | 1.89 | 1.50 | 0.34 | 1.71 | 0.77 | 2.31 |
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 MEDALLION I X B SHARES Tactical Asset Allocation Moder |
0.53%
Jan 2021 – Jan 2024 |
1.42%
Mar 2015 – Mar 2020 |
4.63%
Oct 2013 – Oct 2023 |
5.18%
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 DELAWARE MEDALLION I X B SHARES Tactical Asset Allocation Moder |
16.85%
Oct 2004 – Oct 2007 |
14.16%
Oct 2002 – Oct 2007 |
10.39%
Feb 2003 – Feb 2013 |
9.17%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart