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 Select Funds Strategic Asset Allocation – Optimal Moderate | NA | 5.41% | 12.40% | 7.95% | 7.48% | 5.87% | 7.34% | … | … |
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 Select Funds 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 (%) | 0.38 | 5.41 | 12.40 | 7.95 | 7.48 | 5.87 | 7.34 | … | … | -3.09 | 5.41 | 12.97 | 19.24 | -7.93 | 12.51 | 5.51 | 2.17 | 3.90 | 11.92 | 12.63 | -3.79 | 16.19 | 24.80 | -26.06 | 9.92 | 12.43 | 9.78 | 14.25 | 28.63 | -3.45 | 3.00 |
| Sharpe Ratio | NA | 0.34 | 0.61 | 0.56 | 0.69 | NA | NA | … | … | -0.30 | 0.61 | 0.73 | 2.75 | -1.02 | 2.91 | 0.73 | 0.24 | 0.69 | 2.03 | 1.83 | -0.31 | 1.60 | 1.29 | -1.23 | 0.69 | 1.35 | 1.35 | 1.72 | 3.75 | -0.47 | 0.10 |
| Standard Deviation(%) | NA | 8.28 | 12.08 | 10.46 | 8.89 | NA | NA | … | … | 10.37 | 8.87 | 17.55 | 6.50 | 9.07 | 4.08 | 7.31 | 8.93 | 5.65 | 5.87 | 6.89 | 12.46 | 10.08 | 19.09 | 21.88 | 10.01 | 6.78 | 5.65 | 7.73 | 7.44 | 9.70 | 7.20 |
| Draw Down(%) | NA | 6.71 | 23.60 | 23.60 | 23.60 | NA | NA | … | … | 6.37 | 6.56 | 23.60 | 2.76 | 14.56 | 1.76 | 7.03 | 6.29 | 4.84 | 6.28 | 6.21 | 15.28 | 8.19 | 18.34 | 37.23 | 8.38 | 7.55 | 3.72 | 7.91 | 5.01 | 15.12 | 8.40 |
| Yield(%) | NA | 6.68 | 5.88 | 4.58 | 4.68 | NA | NA | … | … | 0.64 | 6.11 | 6.71 | 2.91 | 4.95 | 0.48 | 4.06 | 7.24 | 6.55 | 3.29 | 3.46 | 4.09 | 3.49 | 3.35 | 4.43 | 5.25 | 5.96 | 5.08 | 5.50 | 2.97 | 2.80 | 4.82 |
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 Select Funds Strategic Asset Allocation – Optimal Moderate |
-8.06%
Feb 2006 – Feb 2009 |
-0.70%
Feb 2004 – Feb 2009 |
4.65%
Oct 2007 – Oct 2017 |
5.05%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jefferson National Variable Annuity Select Funds Strategic Asset Allocation – Optimal Moderate |
19.49%
Mar 2003 – Mar 2006 |
15.54%
Oct 2002 – Oct 2007 |
9.72%
Feb 2009 – Feb 2019 |
8.59%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart