Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Genworth Life and Annuity Insurance Co COMMONWEALTH VARIABLE ANNUITY B SHARES Tactical Asset Allocation Moderate | NA | 30.34% | 8.46% | 14.10% | 10.72% | 11.25% | 10.54% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Genworth Life and Annuity Insurance Co COMMONWEALTH 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 (%) | -1.27 | 30.34 | 8.46 | 14.10 | 10.72 | 11.25 | 10.54 | … | … | 1.39 | 22.89 | 18.14 | -9.57 | 5.80 | 37.39 | 19.93 | -2.71 | 14.69 | 7.49 | 3.34 | 8.48 | 15.48 | 15.58 | 1.53 | 16.11 | 20.42 | -5.16 | 10.56 | 10.22 | 7.51 | 7.27 | 17.93 | -8.13 | -1.50 |
| Sharpe Ratio | NA | 1.59 | 0.66 | 0.80 | 0.80 | NA | NA | … | … | 0.08 | 1.42 | 1.67 | -0.91 | 0.44 | 1.72 | 2.21 | -0.31 | 2.68 | 0.86 | 0.36 | 0.94 | 2.01 | 2.12 | 0.10 | 1.41 | 1.89 | -1.01 | 0.73 | 0.83 | 0.83 | 0.74 | 1.83 | -1.19 | -0.51 |
| Standard Deviation(%) | NA | 11.49 | 10.76 | 14.09 | 11.87 | NA | NA | … | … | 17.27 | 11.44 | 8.32 | 12.08 | 13.21 | 21.56 | 8.38 | 12.84 | 5.24 | 8.46 | 9.20 | 8.96 | 7.70 | 7.31 | 14.41 | 11.40 | 10.73 | 6.05 | 10.42 | 8.36 | 6.44 | 8.54 | 9.42 | 7.78 | 7.41 |
| Draw Down(%) | NA | 6.21 | 13.57 | 22.39 | 22.39 | NA | NA | … | … | 1.53 | 6.21 | 5.31 | 15.78 | 10.67 | 22.39 | 3.73 | 14.70 | 1.96 | 7.46 | 7.23 | 5.62 | 5.26 | 5.05 | 12.60 | 8.01 | 4.58 | 12.11 | 5.51 | 9.62 | 4.45 | 9.41 | 5.72 | 11.31 | 8.75 |
| Yield(%) | NA | 2.87 | 5.99 | 6.01 | 6.18 | NA | NA | … | … | NA | 1.23 | 2.93 | 4.08 | 9.96 | 8.80 | 8.27 | 9.70 | 4.79 | 4.83 | 5.40 | 6.44 | 4.14 | 3.42 | 3.24 | 2.94 | 2.46 | 3.61 | 2.60 | 4.08 | 1.81 | 2.20 | 2.07 | 3.63 | 6.30 |
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 |
|---|---|---|---|---|
| Genworth Life and Annuity Insurance Co COMMONWEALTH VARIABLE ANNUITY B SHARES Tactical Asset Allocat |
1.73%
Aug 2001 – Aug 2004 |
4.74%
Jul 2001 – Jul 2006 |
6.88%
Sep 2001 – Sep 2011 |
7.47%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Genworth Life and Annuity Insurance Co COMMONWEALTH VARIABLE ANNUITY B SHARES Tactical Asset Allocat |
20.35%
Dec 2018 – Dec 2021 |
15.93%
Feb 2016 – Feb 2021 |
12.08%
Dec 2011 – Dec 2021 |
11.78%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart