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 PIONEER VISION 2 B SHARES Tactical Asset Allocation Moderate | NA | 5.25% | 4.77% | 2.08% | 4.99% | 6.05% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Commonwealth Annuity and Life Ins Co PIONEER VISION 2 B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.15 | 5.25 | 4.77 | 2.08 | 4.99 | 6.05 | NA | … | … | 6.87 | -4.50 | 11.45 | 0.39 | -4.87 | 3.75 | 16.35 | 7.26 | -2.49 | 11.82 | 20.64 | -7.47 | 8.54 | 16.05 | 5.99 | 12.16 | 20.47 | -1.58 | 1.55 |
| Sharpe Ratio | NA | 1.08 | 0.52 | 0.14 | 0.46 | NA | NA | … | … | 1.08 | -0.67 | 2.61 | 0.03 | -0.56 | 0.50 | 2.26 | 1.15 | -0.18 | 0.87 | 2.02 | -2.08 | 0.53 | 1.69 | 0.63 | 1.76 | 4.00 | -0.53 | -0.13 |
| Standard Deviation(%) | NA | 5.04 | 6.30 | 6.97 | 8.72 | NA | NA | … | … | 5.04 | 8.73 | 4.15 | 6.88 | 8.75 | 7.44 | 7.23 | 6.25 | 13.70 | 13.54 | 10.16 | 4.03 | 10.49 | 7.53 | 6.05 | 6.38 | 4.94 | 5.02 | 5.94 |
| Draw Down(%) | NA | 2.80 | 9.10 | 15.08 | 15.08 | NA | NA | … | … | 2.80 | 9.10 | 1.24 | 7.89 | 10.85 | 6.37 | 6.27 | 5.01 | 13.16 | 8.48 | 5.82 | 8.18 | 6.90 | 5.51 | 3.87 | 7.93 | 1.79 | 8.06 | 6.62 |
| Yield(%) | NA | 4.10 | 2.70 | 3.70 | 3.15 | NA | NA | … | … | 4.10 | 3.33 | 0.47 | 3.67 | 6.88 | 7.51 | 2.57 | 1.11 | 0.82 | 1.04 | 1.95 | 0.72 | 5.43 | 5.10 | 5.70 | 3.86 | 3.34 | 1.94 | 2.97 |
Data as of 10/31/2019, 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 PIONEER VISION 2 B SHARES Tactical Asset Allocation Moderate |
-0.31%
Dec 2013 – Dec 2016 |
1.07%
Dec 2013 – Dec 2018 |
4.61%
Sep 2009 – Sep 2019 |
5.78%
Mar 2004 – Mar 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Commonwealth Annuity and Life Ins Co PIONEER VISION 2 B SHARES Tactical Asset Allocation Moderate |
14.29%
Mar 2003 – Mar 2006 |
13.26%
Oct 2002 – Oct 2007 |
9.39%
Apr 2001 – Apr 2011 |
7.76%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart