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 FULCRUM FUND VARIABLE ANNUITY B SHARES Tactical Asset Allocation Moderate | NA | 22.40% | 2.69% | 7.85% | 5.82% | 6.68% | 7.57% | … | … |
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 FULCRUM FUND VARIABLE ANNUITY 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 (%) | -0.71 | 22.40 | 2.69 | 7.85 | 5.82 | 6.68 | 7.57 | … | … | 0.76 | 7.93 | 13.49 | -15.75 | 12.91 | 14.91 | 16.82 | -8.71 | 8.64 | 6.44 | 0.51 | 1.93 | 16.50 | 12.20 | 1.23 | 10.32 | 20.85 | -5.71 | 8.23 | 18.12 | 7.70 | 9.35 | 19.73 | -8.38 | -2.23 |
| Sharpe Ratio | NA | 0.29 | -0.23 | 0.26 | 0.31 | NA | NA | … | … | 0.09 | 0.13 | 0.93 | -1.21 | 1.10 | 0.72 | 1.67 | -0.81 | 1.52 | 0.56 | 0.05 | 0.22 | 2.07 | 1.19 | 0.08 | 0.81 | 1.24 | -0.45 | 0.47 | 1.61 | 0.83 | 1.03 | 1.94 | -1.39 | -0.42 |
| Standard Deviation(%) | NA | 10.16 | 11.56 | 13.87 | 12.07 | NA | NA | … | … | 8.19 | 10.22 | 9.90 | 14.10 | 11.74 | 20.50 | 9.22 | 12.33 | 5.28 | 11.08 | 10.70 | 8.70 | 7.97 | 10.23 | 15.73 | 12.59 | 16.75 | 14.67 | 11.21 | 9.23 | 6.67 | 8.12 | 9.81 | 6.82 | 10.90 |
| Draw Down(%) | NA | 9.91 | 18.45 | 22.07 | 22.07 | NA | NA | … | … | 0.49 | 9.91 | 9.46 | 18.93 | 4.92 | 22.07 | 4.90 | 17.48 | 2.85 | 9.71 | 9.13 | 7.70 | 3.44 | 8.92 | 13.01 | 7.64 | 9.10 | 10.67 | 7.11 | 9.49 | 4.80 | 6.70 | 9.68 | 12.50 | 14.72 |
| Yield(%) | NA | 5.24 | 5.81 | 4.36 | 3.74 | NA | NA | … | … | NA | 1.92 | 4.10 | 4.99 | 6.48 | 2.60 | 3.22 | 5.79 | 1.28 | 2.05 | 2.69 | 2.96 | 2.22 | 1.51 | 2.90 | 0.11 | 0.08 | 1.35 | 5.55 | 4.68 | 2.47 | 0.61 | 1.32 | 1.41 | 1.17 |
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 FULCRUM FUND VARIABLE ANNUITY B SHARES Tactical Asset Allocatio |
-1.05%
Mar 2017 – Mar 2020 |
0.58%
Mar 2015 – Mar 2020 |
4.10%
Oct 2013 – Oct 2023 |
5.66%
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 FULCRUM FUND VARIABLE ANNUITY B SHARES Tactical Asset Allocatio |
17.23%
Apr 2003 – Apr 2006 |
12.71%
Feb 2009 – Feb 2014 |
10.83%
Mar 2003 – Mar 2013 |
9.47%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart