Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Security Life of Denver Insurance Co EXCHEQUER VARIABLE ANNUITY B SHARES Tactical Asset Allocation Moderate | NA | 15.95% | 0.00% | 3.72% | 3.83% | 6.24% | 5.87% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Security Life of Denver Insurance Co EXCHEQUER 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 (%) | -0.91 | 15.95 | 0.00 | 3.72 | 3.83 | 6.24 | 5.87 | … | … | 0.29 | 13.49 | 4.88 | -15.28 | 12.67 | 2.96 | 16.55 | -6.09 | 9.70 | 6.91 | -3.51 | 4.94 | 21.16 | 10.14 | -0.20 | 17.91 | 20.06 | -13.34 | 4.39 | 9.14 | 7.49 | 10.21 | 18.71 | -5.24 | 6.31 |
| Sharpe Ratio | NA | 0.93 | -0.39 | 0.07 | 0.24 | NA | NA | … | … | 0.03 | 0.91 | 0.09 | -1.41 | 1.32 | 0.21 | 2.14 | -0.77 | 1.55 | 0.80 | -0.42 | 0.65 | 2.78 | 1.20 | -0.02 | 1.28 | 1.54 | -0.84 | 0.15 | 0.75 | 0.55 | 0.94 | 2.34 | -0.48 | 0.45 |
| Standard Deviation(%) | NA | 7.64 | 9.16 | 10.20 | 9.13 | NA | NA | … | … | 8.04 | 7.62 | 7.30 | 11.79 | 9.57 | 13.26 | 7.07 | 9.55 | 5.84 | 8.37 | 8.49 | 7.52 | 7.61 | 8.37 | 13.90 | 13.89 | 12.99 | 17.02 | 9.59 | 7.80 | 9.74 | 9.90 | 7.71 | 13.25 | 8.92 |
| Draw Down(%) | NA | 4.22 | 16.35 | 17.16 | 17.16 | NA | NA | … | … | 0.58 | 4.22 | 5.85 | 16.73 | 4.88 | 15.87 | 3.97 | 15.78 | 2.96 | 7.09 | 7.92 | 5.17 | 3.25 | 6.42 | 13.63 | 9.21 | 5.98 | 14.76 | 6.48 | 6.84 | 6.27 | 6.62 | 3.82 | 15.34 | 9.45 |
| Yield(%) | NA | 8.71 | 5.65 | 5.25 | 5.06 | NA | NA | … | … | NA | 6.86 | 6.16 | 1.23 | 7.77 | 1.99 | 4.37 | 6.69 | 4.76 | 5.16 | 4.22 | 6.57 | 2.54 | 0.96 | 0.56 | 0.87 | 2.61 | 6.93 | 2.62 | 2.61 | 0.69 | 0.32 | 0.43 | 0.54 | 1.10 |
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 |
|---|---|---|---|---|
| Security Life of Denver Insurance Co EXCHEQUER VARIABLE ANNUITY B SHARES Tactical Asset Allocation M |
-2.20%
Apr 2006 – Apr 2009 |
0.64%
Sep 2018 – Sep 2023 |
2.86%
Nov 2013 – Nov 2023 |
5.03%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Security Life of Denver Insurance Co EXCHEQUER VARIABLE ANNUITY B SHARES Tactical Asset Allocation M |
14.97%
Mar 2009 – Mar 2012 |
13.72%
Mar 2009 – Mar 2014 |
9.04%
Sep 2008 – Sep 2018 |
8.08%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart