Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Charter National Life Insurance SCUDDER HORIZON PLAN X Strategic Asset Allocation – Optimal Moderate | NA | 7.91% | 6.20% | 8.40% | 4.55% | 6.68% | NA | … | … |
Data as of 09/29/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Charter National Life Insurance SCUDDER HORIZON PLAN X Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.59 | 7.91 | 6.20 | 8.40 | 4.55 | 6.68 | NA | … | … | 14.56 | 0.31 | 5.37 | 6.67 | 18.40 | 12.29 | -0.85 | 11.60 | 23.20 | -30.57 | 6.68 | 10.39 | 7.01 | 8.83 | 17.84 | -13.33 | -8.17 |
| Sharpe Ratio | NA | 3.36 | 0.81 | 1.21 | 0.40 | NA | NA | … | … | 3.42 | 0.01 | 0.59 | 0.92 | 2.57 | 1.52 | -0.06 | 1.05 | 1.51 | -1.42 | 0.41 | 1.01 | 0.83 | 1.12 | 1.97 | -1.09 | -0.96 |
| Standard Deviation(%) | NA | 4.08 | 7.43 | 7.34 | 11.78 | NA | NA | … | … | 4.08 | 8.18 | 9.06 | 7.21 | 7.15 | 8.06 | 14.28 | 10.98 | 15.25 | 22.15 | 9.02 | 7.02 | 5.87 | 7.01 | 8.71 | 13.26 | 10.94 |
| Draw Down(%) | NA | 1.43 | 8.74 | 8.74 | 40.04 | NA | NA | … | … | 1.43 | 8.09 | 8.04 | 4.61 | 5.81 | 7.10 | 13.14 | 8.69 | 15.41 | 38.73 | 5.99 | 6.96 | 3.80 | 5.66 | 6.95 | 20.33 | 18.37 |
| Yield(%) | NA | 4.92 | 4.84 | 5.49 | 3.79 | NA | NA | … | … | 4.90 | 0.84 | 8.74 | 7.21 | 5.62 | 2.44 | 1.66 | 1.62 | 2.30 | 2.36 | 6.71 | 5.51 | 3.68 | 2.04 | 0.46 | 0.69 | 1.22 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| Charter National Life Insurance SCUDDER HORIZON PLAN X Strategic Asset Allocation – Optimal Moderate |
-10.13%
Feb 2006 – Feb 2009 |
-3.42%
Feb 2004 – Feb 2009 |
2.76%
Feb 2001 – Feb 2011 |
3.99%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Charter National Life Insurance SCUDDER HORIZON PLAN X Strategic Asset Allocation – Optimal Moderate |
17.35%
Feb 2009 – Feb 2012 |
15.23%
Feb 2009 – Feb 2014 |
6.32%
Mar 2003 – Mar 2013 |
6.68%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart