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 Strategic Asset Allocation – Optimal Moderate | NA | 36.03% | 21.98% | 12.49% | 8.42% | 6.74% | 8.41% | … | … |
Data as of 12/31/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Jefferson National Variable Annuity Selected Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 03/18/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.18 | 36.03 | 21.98 | 12.49 | 8.42 | 6.74 | 8.41 | … | … | -3.56 | 36.03 | 16.31 | 14.71 | -8.31 | 8.67 | 2.32 | -2.60 | 2.59 | 9.86 | 11.43 | -2.89 | 15.78 | 28.33 | -28.99 | 14.77 | 14.83 | 12.45 | 14.07 | 28.42 | -0.12 | 4.04 |
| Sharpe Ratio | NA | 1.21 | 0.93 | 0.70 | 0.62 | NA | NA | … | … | -0.35 | 1.39 | 0.96 | 2.41 | -1.20 | 1.67 | 0.31 | -0.32 | 0.47 | 1.72 | 1.73 | -0.31 | 1.54 | 1.58 | -1.31 | 1.12 | 1.40 | 1.77 | 1.79 | 4.36 | -0.16 | 0.24 |
| Standard Deviation(%) | NA | 25.49 | 18.14 | 14.71 | 11.40 | NA | NA | … | … | 10.18 | 25.82 | 16.73 | 5.51 | 8.00 | 4.82 | 6.85 | 8.14 | 5.52 | 5.71 | 6.58 | 9.31 | 10.16 | 17.91 | 22.83 | 10.53 | 8.25 | 5.82 | 7.33 | 6.36 | 7.88 | 7.19 |
| Draw Down(%) | NA | 7.05 | 21.14 | 21.14 | 21.14 | NA | NA | … | … | 6.11 | 7.45 | 21.14 | 2.45 | 14.19 | 2.98 | 6.44 | 8.56 | 5.43 | 6.86 | 6.44 | 11.00 | 8.26 | 16.99 | 41.19 | 8.35 | 9.94 | 3.83 | 9.24 | 4.37 | 14.63 | 9.91 |
| Yield(%) | NA | 9.55 | 6.31 | 4.67 | 4.69 | NA | NA | … | … | 0.28 | 9.33 | 5.77 | 2.45 | 3.92 | 0.61 | 2.39 | 9.98 | 4.89 | 3.34 | 3.55 | 5.78 | 3.34 | 3.64 | 4.43 | 5.54 | 5.67 | 5.66 | 5.51 | 3.93 | 2.89 | 4.03 |
Data as of 12/31/2021, 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 Strategic Asset Allocation – Optimal Moderate |
-7.52%
Feb 2006 – Feb 2009 |
-0.27%
Mar 2015 – Mar 2020 |
3.08%
Oct 2007 – Oct 2017 |
4.33%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jefferson National Variable Annuity Selected Strategic Asset Allocation – Optimal Moderate |
21.98%
Dec 2018 – Dec 2021 |
18.07%
Oct 2002 – Oct 2007 |
10.20%
Mar 2003 – Mar 2013 |
7.98%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart