Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Monumental Life Insurance Company MARQUEE VA (A) A SHARES Tactical Asset Allocation Moderate | NA | 32.19% | 10.29% | 14.72% | 11.21% | 11.80% | 11.32% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Monumental Life Insurance Company MARQUEE VA (A) A 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 (%) | -1.65 | 32.19 | 10.29 | 14.72 | 11.21 | 11.80 | 11.32 | … | … | 0.18 | 13.36 | 15.84 | -4.81 | 16.62 | 21.20 | 24.41 | -5.56 | 17.33 | 8.04 | 2.86 | 7.36 | 24.23 | 12.93 | 2.22 | 15.35 | 18.19 | -0.18 | 11.41 | 13.11 | 6.29 | 9.93 | 9.30 | -3.25 | -1.10 |
| Sharpe Ratio | NA | 0.57 | 0.29 | 0.64 | 0.67 | NA | NA | … | … | 0.14 | 0.51 | 1.26 | -0.49 | 1.35 | 0.92 | 2.13 | -0.47 | 2.92 | 0.71 | 0.22 | 0.61 | 2.72 | 1.70 | 0.15 | 1.43 | 2.33 | -0.23 | 0.82 | 1.26 | 0.71 | 1.15 | 1.12 | -0.73 | -0.40 |
| Standard Deviation(%) | NA | 13.03 | 11.78 | 14.78 | 13.17 | NA | NA | … | … | 0.89 | 13.20 | 9.16 | 12.62 | 12.31 | 22.89 | 10.79 | 14.72 | 5.72 | 11.04 | 12.64 | 11.98 | 8.90 | 7.59 | 14.14 | 10.65 | 7.78 | 4.86 | 10.25 | 7.83 | 5.79 | 7.79 | 7.68 | 5.96 | 8.44 |
| Draw Down(%) | NA | 10.19 | 13.43 | 22.68 | 22.68 | NA | NA | … | … | 0.00 | 10.19 | 7.72 | 13.43 | 5.48 | 22.68 | 6.01 | 18.93 | 1.95 | 10.18 | 10.43 | 7.27 | 4.88 | 5.96 | 11.33 | 8.42 | 3.83 | 4.81 | 6.81 | 8.71 | 4.36 | 6.43 | 6.29 | 6.35 | 10.47 |
| Yield(%) | NA | 3.26 | 5.21 | 6.70 | 7.06 | NA | NA | … | … | NA | 0.54 | 3.86 | 2.57 | 10.17 | 12.41 | 6.52 | 9.63 | 9.47 | 5.03 | 4.80 | 10.44 | 8.31 | 2.40 | 1.81 | 2.43 | 3.01 | 3.68 | 8.81 | 6.79 | 3.61 | 3.95 | 2.43 | 4.07 | 6.17 |
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 |
|---|---|---|---|---|
| Monumental Life Insurance Company MARQUEE VA (A) A SHARES Tactical Asset Allocation Moderate |
2.22%
Aug 2001 – Aug 2004 |
4.86%
Feb 2001 – Feb 2006 |
7.42%
Sep 2001 – Sep 2011 |
7.92%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Monumental Life Insurance Company MARQUEE VA (A) A SHARES Tactical Asset Allocation Moderate |
20.70%
Dec 2018 – Dec 2021 |
15.52%
Sep 2019 – Sep 2024 |
12.57%
Aug 2011 – Aug 2021 |
12.28%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison Chart