Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Jefferson National Variable Annuity Selected Tactical Asset Allocation Moderate | NA | 7.54% | 2.57% | 5.18% | 9.06% | 11.72% | NA | … | … |
Data as of 08/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Jefferson National Variable Annuity Selected Tactical Asset Allocation Moderate | 12/31/2000 | 11/20/2017 |
| 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 (%) | 0.68 | 7.54 | 2.57 | 5.18 | 9.06 | 11.72 | NA | … | … | 9.62 | 9.27 | -5.52 | -2.65 | 15.50 | 14.60 | -2.23 | 13.89 | 22.72 | 8.92 | 22.79 | 18.79 | 12.65 | 13.61 | 30.89 | 7.32 | 9.47 |
| Sharpe Ratio | NA | 2.29 | 0.59 | 0.68 | 0.84 | NA | NA | … | … | 1.57 | 1.09 | -0.60 | -0.28 | 1.92 | 2.01 | -0.19 | 0.99 | 1.87 | 1.51 | 1.64 | 1.39 | 1.40 | 1.31 | 5.19 | 1.62 | 1.54 |
| Standard Deviation(%) | NA | 6.05 | 7.96 | 8.28 | 9.53 | NA | NA | … | … | 5.78 | 8.29 | 9.25 | 9.55 | 8.07 | 7.24 | 11.76 | 13.94 | 12.11 | 5.29 | 12.10 | 11.18 | 7.50 | 9.70 | 5.82 | 3.85 | 4.64 |
| Draw Down(%) | NA | 4.32 | 12.72 | 15.71 | 15.71 | NA | NA | … | … | 4.32 | 6.60 | 10.96 | 12.19 | 9.05 | 4.81 | 14.45 | 10.47 | 5.48 | 2.70 | 11.04 | 15.37 | 6.31 | 14.16 | 2.19 | 2.09 | 3.19 |
| Yield(%) | NA | 5.23 | 5.09 | 4.77 | 4.74 | NA | NA | … | … | 1.80 | 5.36 | 3.21 | 6.39 | 5.29 | 3.51 | 6.32 | 3.62 | 4.43 | 4.11 | 5.78 | 8.66 | 5.90 | 5.02 | 3.43 | 4.75 | 5.76 |
Data as of 08/31/2017, 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 |
|---|---|---|---|---|
| Jefferson National Variable Annuity Selected Tactical Asset Allocation Moderate |
-0.55%
Feb 2014 – Feb 2017 |
2.38%
Feb 2011 – Feb 2016 |
7.91%
Oct 2007 – Oct 2017 |
11.30%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jefferson National Variable Annuity Selected Tactical Asset Allocation Moderate |
21.81%
Oct 2004 – Oct 2007 |
20.14%
Jan 2003 – Jan 2008 |
16.55%
Apr 2001 – Apr 2011 |
11.94%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart