Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Lincoln i4Life Advantage VA Tactical Asset Allocation Moderate | NA | 22.53% | 1.44% | 4.71% | 2.75% | 4.30% | 6.81% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lincoln i4Life Advantage VA 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 (%) | -0.97 | 22.53 | 1.44 | 4.71 | 2.75 | 4.30 | 6.81 | … | … | 0.26 | 7.30 | 14.49 | -16.29 | 4.30 | 13.42 | 12.70 | -17.98 | 12.49 | 3.16 | -3.01 | 1.76 | 7.99 | 10.31 | -0.53 | 13.28 | 33.77 | -7.12 | 21.65 | 17.47 | 10.17 | 13.72 | 24.77 | 10.65 | 5.74 |
| Sharpe Ratio | NA | 0.22 | -0.24 | 0.15 | 0.06 | NA | NA | … | … | 0.02 | 0.09 | 1.25 | -1.35 | 0.42 | 1.41 | 2.17 | -1.08 | 2.10 | 0.47 | -0.41 | 0.31 | 0.98 | 1.71 | -0.05 | 1.05 | 3.28 | -1.35 | 1.52 | 1.64 | 1.26 | 1.64 | 5.15 | 2.16 | 0.89 |
| Standard Deviation(%) | NA | 8.17 | 10.08 | 9.95 | 9.82 | NA | NA | … | … | 8.12 | 8.19 | 8.17 | 13.06 | 10.08 | 9.34 | 5.20 | 17.83 | 5.65 | 6.28 | 7.34 | 5.66 | 8.10 | 6.02 | 11.14 | 12.56 | 10.28 | 5.97 | 12.25 | 8.66 | 6.37 | 7.78 | 4.67 | 4.41 | 3.84 |
| Draw Down(%) | NA | 5.71 | 19.86 | 23.17 | 23.84 | NA | NA | … | … | 0.84 | 5.71 | 7.46 | 20.82 | 7.20 | 13.34 | 3.27 | 23.84 | 2.46 | 6.45 | 10.07 | 6.32 | 9.30 | 5.15 | 11.25 | 9.85 | 4.91 | 9.91 | 10.61 | 10.21 | 5.77 | 9.80 | 1.80 | 5.31 | 2.86 |
| Yield(%) | NA | 4.45 | 5.29 | 4.95 | 3.85 | NA | NA | … | … | NA | 1.10 | 4.40 | 6.38 | 3.74 | 4.68 | 4.68 | 1.04 | 0.32 | 2.76 | 4.78 | 5.27 | 6.27 | 4.15 | 3.76 | 3.92 | 4.44 | 3.51 | 14.82 | 17.24 | 4.32 | 4.87 | 4.04 | 4.95 | 6.25 |
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 |
|---|---|---|---|---|
| Lincoln i4Life Advantage VA Tactical Asset Allocation Moderate |
-2.23%
Oct 2017 – Oct 2020 |
-2.43%
Sep 2017 – Sep 2022 |
0.94%
Oct 2013 – Oct 2023 |
3.48%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lincoln i4Life Advantage VA Tactical Asset Allocation Moderate |
20.68%
Oct 2004 – Oct 2007 |
18.33%
Oct 2002 – Oct 2007 |
14.46%
Apr 2001 – Apr 2011 |
10.49%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart