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 DIRECTEDADVISORYSOLUTIONS Tactical Asset Allocation Moderate | NA | 9.57% | 7.37% | 8.08% | 9.39% | 9.08% | NA | … | … |
Data as of 03/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Commonwealth Annuity and Life Ins Co DIRECTEDADVISORYSOLUTIONS Tactical Asset Allocation Moderate | 12/31/2000 | 06/05/2017 |
| 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 (%) | 0.80 | 9.57 | 7.37 | 8.08 | 9.39 | 9.08 | NA | … | … | 4.94 | 9.83 | 4.48 | 5.71 | 19.72 | 8.05 | 0.34 | 12.79 | 17.77 | 1.72 | 16.30 | 5.62 | 5.52 | 9.00 | 19.89 | 1.61 | 6.65 |
| Sharpe Ratio | NA | 1.58 | 1.02 | 1.30 | 0.98 | NA | NA | … | … | 0.86 | 1.47 | 0.49 | 0.76 | 2.47 | 0.91 | 0.02 | 1.10 | 2.03 | 0.12 | 1.34 | 0.30 | 0.45 | 0.99 | 2.33 | 0.10 | 1.31 |
| Standard Deviation(%) | NA | 6.89 | 7.42 | 7.75 | 9.15 | NA | NA | … | … | 5.50 | 6.57 | 9.12 | 7.47 | 7.98 | 8.80 | 13.10 | 11.55 | 8.73 | 6.41 | 9.97 | 7.93 | 7.48 | 8.15 | 8.23 | 4.84 | 3.32 |
| Draw Down(%) | NA | 3.74 | 6.58 | 6.58 | 12.56 | NA | NA | … | … | 2.41 | 3.74 | 6.58 | 4.31 | 4.06 | 6.55 | 12.56 | 10.16 | 4.56 | 4.92 | 5.88 | 9.02 | 5.07 | 6.25 | 3.91 | 4.94 | 2.57 |
| Yield(%) | NA | 5.86 | 7.84 | 6.43 | 4.85 | NA | NA | … | … | 0.76 | 5.65 | 13.19 | 7.01 | 4.24 | 2.67 | 2.62 | 1.74 | 3.28 | 4.85 | 3.81 | 2.64 | 1.97 | 5.12 | 3.48 | 4.25 | 6.30 |
Data as of 03/31/2017, 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 DIRECTEDADVISORYSOLUTIONS Tactical Asset Allocation Moderate |
5.95%
Feb 2004 – Feb 2007 |
6.35%
Apr 2011 – Apr 2016 |
8.39%
Sep 2001 – Sep 2011 |
8.65%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co DIRECTEDADVISORYSOLUTIONS Tactical Asset Allocation Moderate |
13.49%
Apr 2008 – Apr 2011 |
11.73%
May 2006 – May 2011 |
10.20%
Apr 2003 – Apr 2013 |
9.20%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison Chart