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NEW ENGLAND LIFE INSURANCE COMPANY AGENTS` DEFERRED COMPENSATION PLAN AND TRUST
NEW ENGLAND LIFE INSURANCE COMPANY AGENTS` DEFERRED COMPENSATION PLAN AND TRUST Strategic Asset Allocation - Optimal Moderate
NEW ENGLAND LIFE INSURANCE COMPANY AGENTS` DEFERRED COMPENSATION PLAN AND TRUST Strategic Asset Allocation - Optimal Moderate
live (public) 0.40% June 04
Delayed
Holdings (As of 03/31/2025)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | VBMFX (VANGUARD TOTAL BOND MARKET INDEX FUND INVESTOR SHARES) | 0.21% | Metropolitan Life Insurance Company Vanguard Total Bond Market Index Fund | 41.30% |
| US Equity | VINIX (VANGUARD INSTITUTIONAL INDEX FUND INSTITUTIONAL SHARES) | 0.56% | Metropolitan Life Insurance Company Vanguard Institutional Index Fund | 20.07% |
| US Equity | TRBCX (T. ROWE PRICE BLUE CHIP GROWTH FUND INC. T. ROWE PRICE BLUE CHIP GROWTH FUND INC.) | 0.07% | Metropolitan Life Insurance Company T. Rowe Price Blue Chip Growth Fund | 19.53% |
| International Equity | JETIX (ABERDEEN SELECT INTERNATIONAL EQUITY FUND II INSTITUTIONAL CLASS) | 0.35% | Metropolitan Life Insurance Company Artio International Equity II -1 Fund | 19.10% |
| CASH | CASH (CASH) | 0.0% | CASH | 0.00% |
* Day change on 03/31/2025.
Previous
Beta
Performance (As of 06/04/2025)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| NEW ENGLAND LIFE INSURANCE COMPANY AGENTS` DEFERRED COMPENSATION PLAN AND TRUST Strategic Asset Allocation - Optimal Moderate | -1.2% | 2.1% | 2.6% | 8.0% | 5.8% | 6.6% |
| VFINX (Vanguard (S&P 500) Index) | 8.7% | 24.8% | 21.6% | 13.5% | 15.3% | 14.3% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.4% | 16.7% | 14.3% | 7.5% | 9.5% | 9.2% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
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(%) | -1.9 | 2.1 | 2.6 | 8.0 | 5.8 | 6.6 | 6.3 | 6.5 | 4.6 | 8.9 | 10.0 | -15.1 | 7.9 | 21.2 | 20.3 | -3.8 | 13.2 | 5.7 | -1.4 | 3.3 | 14.4 | 12.1 | -0.3 | 14.4 | 22.4 | -23.1 | 10.8 | 10.3 | 7.5 | 14.2 | 17.6 | -7.6 | 6.7 |
| Sharpe Ratio | NA | 0.29 | 0.32 | 0.38 | 0.46 | NA | NA | 0.47 | 0.23 | 0.58 | 0.7 | -1.12 | 0.82 | 1.15 | 2.64 | -0.5 | 2.79 | 0.68 | -0.16 | 0.46 | 2.01 | 1.57 | -0.02 | 1.22 | 1.38 | -1.21 | 0.83 | 0.82 | 0.65 | 1.51 | 1.43 | -0.63 | 0.32 |
| Draw Down(%) | NA | 12.9 | 12.9 | 22.8 | 22.8 | NA | NA | 36.1 | 10.0 | 5.8 | 9.3 | 22.2 | 6.7 | 21.1 | 2.9 | 12.6 | 1.5 | 6.9 | 9.8 | 4.9 | 6.1 | 6.1 | 14.5 | 8.7 | 17.2 | 32.4 | 6.1 | 8.7 | 5.1 | 7.0 | 7.1 | 19.9 | 14.4 |
| Standard Deviation(%) | NA | 11.7 | 11.3 | 11.3 | 10.9 | NA | NA | 11.4 | 14.4 | 9.0 | 9.0 | 14.8 | 9.5 | 18.2 | 7.1 | 10.4 | 4.5 | 8.1 | 8.5 | 7.1 | 7.2 | 7.7 | 14.8 | 11.7 | 16.2 | 19.9 | 9.2 | 8.4 | 8.1 | 8.7 | 11.8 | 13.9 | 13.2 |
| Treynor Ratio | NA | 0.06 | 0.06 | 0.07 | 0.09 | NA | NA | 0.1 | 0.06 | 0.08 | 0.1 | -0.28 | 0.12 | 0.41 | 0.35 | -0.09 | 0.23 | 0.09 | -0.03 | 0.06 | 0.24 | 0.21 | -0.01 | 0.23 | 0.39 | -0.52 | 0.14 | 0.09 | 0.07 | 0.19 | 0.27 | -0.18 | 0.08 |
| Alpha | NA | -0.01 | -0.01 | -0.01 | 0.0 | NA | NA | 0.01 | 0.03 | -0.03 | -0.02 | -0.02 | -0.03 | 0.04 | 0.02 | 0.0 | 0.01 | 0.0 | 0.0 | -0.01 | -0.01 | 0.02 | 0.0 | 0.02 | 0.03 | -0.02 | 0.03 | 0.0 | 0.02 | 0.03 | 0.0 | 0.01 | 0.05 |
| Beta | NA | 0.56 | 0.6 | 0.59 | 0.55 | NA | NA | 0.55 | 0.54 | 0.65 | 0.62 | 0.58 | 0.64 | 0.5 | 0.54 | 0.57 | 0.56 | 0.59 | 0.51 | 0.57 | 0.6 | 0.58 | 0.6 | 0.62 | 0.57 | 0.46 | 0.54 | 0.77 | 0.71 | 0.7 | 0.62 | 0.49 | 0.55 |
| RSquared | NA | 0.9 | 0.88 | 0.87 | 0.88 | NA | NA | 0.87 | 0.96 | 0.83 | 0.82 | 0.91 | 0.77 | 0.92 | 0.89 | 0.88 | 0.69 | 0.92 | 0.86 | 0.84 | 0.88 | 0.92 | 0.91 | 0.92 | 0.93 | 0.91 | 0.88 | 0.84 | 0.82 | 0.78 | 0.81 | 0.84 | 0.8 |
| Sortino Ratio | NA | 0.41 | 0.46 | 0.54 | 0.63 | NA | NA | 0.65 | 0.34 | 0.8 | 1.01 | -1.52 | 1.15 | 1.53 | 3.9 | -0.64 | 4.34 | 0.94 | -0.22 | 0.63 | 2.89 | 2.41 | -0.03 | 1.77 | 1.97 | -1.57 | 1.15 | 1.21 | 0.92 | 2.16 | 2.12 | -0.88 | 0.47 |
| Yield(%) | N/A | 1.3 | 2.9 | 2.7 | 3.3 | 4.6 | 5.0 | 2.73 | 0.2 | 2.1 | 2.7 | 3.4 | 1.8 | 2.1 | 2.5 | 3.3 | 0.4 | 2.3 | 5.1 | 3.5 | 3.1 | 2.8 | 1.9 | 2.3 | 3.4 | 2.7 | 2.9 | 2.8 | 2.2 | 2.6 | 2.5 | 2.6 | 2.9 |
| Dividend Growth(%) | N/A | -53.6 | 56.8 | 30.4 | 71.7 | N/A | N/A | N/A | -87.9 | -15.2 | -32.6 | 111.9 | 1.6 | -0.9 | -26.3 | 834.7 | -81.8 | -55.5 | 51.9 | 29.2 | 23.2 | 44.9 | -3.2 | -18.6 | -3.2 | 4.3 | 13.7 | 37.9 | -4.0 | 21.2 | -9.0 | -5.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Optimal
strategy. Asset weights of available asset classes
in NEW ENGLAND LIFE INSURANCE COMPANY AGENTS` DEFERRED COMPENSATION PLAN AND TRUST are derived based on long term asset trends and their correlations.
For each major asset class, one or two funds are selected:
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the fixed income asset should be at least 40%.
2. Asset weights:
3. Fund selection: one or two top performing funds among 21 available funds in the plan are chosen for each asset.
They are usually equally weighted within the asset by default. Volatile funds or ETFs with small trading volume are ignored.
4. Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary.
5.
Simulation: Performance data before this portfolio went public are obtained from historical simulation. They are hypothetical.
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