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 III B SHARES Tactical Asset Allocation Moderate | NA | 9.98% | 5.66% | 7.73% | 4.83% | 7.87% | NA | … | … |
Data as of 08/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Commonwealth Annuity and Life Ins Co DELAWARE MEDALLION III B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 11/20/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.26 | 9.98 | 5.66 | 7.73 | 4.83 | 7.87 | NA | … | … | 11.56 | 6.44 | 0.36 | 5.68 | 15.96 | 11.03 | 4.00 | 11.55 | 15.46 | -29.29 | 17.78 | 14.39 | 14.17 | 13.46 | 23.32 | -8.36 | -3.84 |
| Sharpe Ratio | NA | 2.32 | 0.77 | 1.03 | 0.27 | NA | NA | … | … | 2.01 | 0.77 | 0.03 | 0.66 | 2.09 | 1.40 | 0.26 | 0.74 | 0.83 | -0.80 | 1.25 | 1.22 | 1.90 | 1.56 | 3.56 | -1.06 | -0.70 |
| Standard Deviation(%) | NA | 5.67 | 8.05 | 8.02 | 16.22 | NA | NA | … | … | 5.48 | 8.05 | 9.84 | 8.54 | 7.60 | 7.86 | 15.08 | 15.49 | 18.43 | 37.61 | 11.82 | 9.13 | 6.31 | 8.04 | 6.36 | 8.97 | 8.76 |
| Draw Down(%) | NA | 2.78 | 10.02 | 10.02 | 44.95 | NA | NA | … | … | 2.78 | 5.85 | 10.02 | 5.24 | 6.21 | 6.75 | 11.37 | 9.42 | 12.02 | 44.95 | 8.73 | 12.11 | 4.29 | 10.11 | 3.38 | 18.91 | 14.35 |
| Yield(%) | NA | 3.68 | 3.87 | 3.33 | 2.41 | NA | NA | … | … | 0.21 | 4.08 | 3.64 | 4.17 | 4.88 | 0.81 | 0.54 | 0.47 | 0.48 | 0.83 | 9.87 | 14.68 | 4.29 | 3.33 | 2.80 | 2.96 | 6.59 |
Data as of 08/31/2017, 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 III B SHARES Tactical Asset Allocation Moder |
-7.43%
Apr 2006 – Apr 2009 |
-0.06%
Oct 2007 – Oct 2012 |
4.00%
Oct 2007 – Oct 2017 |
6.09%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co DELAWARE MEDALLION III B SHARES Tactical Asset Allocation Moder |
19.95%
Apr 2003 – Apr 2006 |
17.62%
Oct 2002 – Oct 2007 |
9.07%
Apr 2003 – Apr 2013 |
8.36%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart