Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| First Great West Life & Annuity Ins SCHWAB VARIABLE ANNUITY Tactical Asset Allocation Moderate | NA | 10.48% | 2.42% | 4.72% | 3.92% | 6.54% | 6.86% | … | … |
Data as of 11/30/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| First Great West Life & Annuity Ins SCHWAB VARIABLE ANNUITY Tactical Asset Allocation Moderate | 12/31/2000 | 02/26/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.03 | 10.48 | 2.42 | 4.72 | 3.92 | 6.54 | 6.86 | … | … | 4.89 | 17.15 | -15.14 | 8.14 | 12.99 | 9.80 | -0.98 | 10.86 | -1.33 | -3.87 | 7.02 | 13.35 | 9.31 | 3.10 | 14.28 | 21.00 | -1.65 | 9.45 | 19.59 | 1.58 | 10.62 | 17.79 | 1.45 | 3.88 |
| Sharpe Ratio | NA | 1.88 | 0.21 | 0.53 | 0.46 | NA | NA | … | … | 0.44 | 1.53 | -1.52 | 0.91 | 1.43 | 2.06 | -0.27 | 2.37 | -0.30 | -0.57 | 1.26 | 1.97 | 2.08 | 0.35 | 1.21 | 2.29 | -0.59 | 0.68 | 2.16 | -0.10 | 1.34 | 3.64 | 0.08 | 0.38 |
| Standard Deviation(%) | NA | 8.22 | 9.38 | 8.68 | 7.54 | NA | NA | … | … | 9.86 | 8.44 | 10.84 | 8.93 | 8.91 | 4.07 | 8.55 | 4.32 | 5.07 | 6.84 | 5.54 | 6.77 | 4.45 | 8.72 | 11.74 | 9.15 | 4.34 | 9.56 | 7.57 | 5.93 | 7.24 | 4.69 | 4.07 | 4.10 |
| Draw Down(%) | NA | 6.76 | 16.84 | 16.84 | 16.84 | NA | NA | … | … | 1.78 | 6.76 | 16.06 | 5.27 | 6.68 | 1.83 | 9.01 | 1.88 | 4.28 | 8.30 | 4.41 | 5.74 | 3.33 | 8.69 | 8.20 | 5.01 | 6.33 | 6.07 | 5.60 | 4.25 | 9.53 | 1.85 | 6.90 | 2.88 |
| Yield(%) | NA | 2.28 | 3.94 | 3.57 | 3.06 | NA | NA | … | … | 0.21 | 2.17 | 5.64 | 3.70 | 3.70 | 2.46 | 2.42 | 0.53 | 3.15 | 4.71 | 2.13 | 1.37 | 3.42 | 1.75 | 2.77 | 3.23 | 2.86 | 2.06 | 4.69 | 2.08 | 1.88 | 2.60 | 2.20 | 4.21 |
Data as of 11/30/2023, 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 |
|---|---|---|---|---|
| First Great West Life & Annuity Ins SCHWAB VARIABLE ANNUITY Tactical Asset Allocation Moderate |
0.50%
Dec 2013 – Dec 2016 |
1.88%
Feb 2015 – Feb 2020 |
3.44%
Oct 2013 – Oct 2023 |
5.31%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| First Great West Life & Annuity Ins SCHWAB VARIABLE ANNUITY Tactical Asset Allocation Moderate |
14.43%
Apr 2009 – Apr 2012 |
12.71%
Oct 2005 – Oct 2010 |
10.62%
Apr 2003 – Apr 2013 |
8.77%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart