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 II X B SHARES Tactical Asset Allocation Moderate | NA | 17.43% | 1.04% | 4.96% | 4.28% | 5.65% | 7.71% | … | … |
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 II 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 (%) | -1.37 | 17.43 | 1.04 | 4.96 | 4.28 | 5.65 | 7.71 | … | … | 0.27 | -0.18 | 1.79 | -7.19 | 9.33 | 10.62 | 15.45 | -12.55 | 12.94 | 7.69 | 0.69 | 3.15 | 15.10 | 8.58 | 1.95 | 8.91 | 23.10 | 1.23 | 16.55 | 17.40 | 11.23 | 16.85 | 22.08 | 0.10 | 2.62 |
| Sharpe Ratio | NA | -0.62 | -0.50 | 0.01 | 0.16 | NA | NA | … | … | 0.05 | -0.66 | -0.18 | -0.63 | 0.78 | 0.50 | 1.53 | -1.51 | 1.97 | 0.69 | 0.08 | 0.44 | 2.08 | 1.08 | 0.13 | 0.81 | 2.22 | 0.07 | 1.05 | 1.49 | 1.53 | 2.21 | 3.59 | -0.23 | 0.06 |
| Standard Deviation(%) | NA | 10.16 | 12.58 | 14.51 | 12.03 | NA | NA | … | … | 4.70 | 10.19 | 13.64 | 13.70 | 11.89 | 20.87 | 9.17 | 9.18 | 6.25 | 10.86 | 8.46 | 7.18 | 7.24 | 7.87 | 14.38 | 10.88 | 10.35 | 4.30 | 12.89 | 9.47 | 5.93 | 7.21 | 5.95 | 4.39 | 5.10 |
| Draw Down(%) | NA | 9.45 | 17.30 | 24.01 | 24.01 | NA | NA | … | … | 0.31 | 9.45 | 13.98 | 15.79 | 6.53 | 24.01 | 5.53 | 18.42 | 3.00 | 6.57 | 7.52 | 7.14 | 3.50 | 6.80 | 13.97 | 8.57 | 5.16 | 2.96 | 9.89 | 12.27 | 4.71 | 8.03 | 3.81 | 5.14 | 6.26 |
| Yield(%) | NA | 7.50 | 6.84 | 5.22 | 4.77 | NA | NA | … | … | NA | 1.08 | 7.24 | 3.16 | 9.06 | 1.94 | 4.30 | 4.10 | 2.27 | 5.83 | 4.77 | 4.71 | 2.09 | 1.61 | 3.20 | 2.61 | 3.37 | 4.38 | 13.67 | 22.08 | 5.91 | 3.30 | 3.36 | 5.27 | 5.00 |
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 II X B SHARES Tactical Asset Allocation Mode |
-1.94%
Dec 2021 – Dec 2024 |
0.87%
Mar 2015 – Mar 2020 |
3.17%
Oct 2013 – Oct 2023 |
4.79%
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 MEDALLION II X B SHARES Tactical Asset Allocation Mode |
20.53%
Apr 2003 – Apr 2006 |
17.40%
Oct 2002 – Oct 2007 |
13.14%
May 2003 – May 2013 |
11.13%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart