Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AXA Equitable Incentive Life Legacy Tactical Asset Allocation Moderate | NA | 14.59% | 1.60% | 4.41% | 2.63% | 4.01% | 5.63% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AXA Equitable Incentive Life Legacy Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -1.32 | 14.59 | 1.60 | 4.41 | 2.63 | 4.01 | 5.63 | … | … | 1.05 | 5.53 | 3.18 | -4.61 | 7.12 | 11.35 | -0.57 | -6.44 | 7.57 | 9.90 | -6.38 | -3.12 | 12.65 | 12.07 | -4.70 | 14.37 | 22.37 | -13.52 | 17.40 | 14.28 | 12.01 | 14.41 | 22.27 | 7.06 | 5.36 |
| Sharpe Ratio | NA | 0.14 | -0.25 | 0.22 | 0.11 | NA | NA | … | … | 0.10 | -0.11 | -0.15 | -0.68 | 0.64 | 1.22 | -0.39 | -1.01 | 1.25 | 1.54 | -1.07 | -0.46 | 1.66 | 1.92 | -0.48 | 1.16 | 2.17 | -2.26 | 1.25 | 1.20 | 1.50 | 1.47 | 3.70 | 1.52 | 0.69 |
| Standard Deviation(%) | NA | 9.82 | 8.74 | 9.31 | 7.90 | NA | NA | … | … | 9.47 | 9.90 | 7.26 | 8.80 | 11.02 | 9.10 | 5.11 | 7.67 | 5.56 | 6.28 | 6.00 | 6.79 | 7.58 | 6.26 | 9.93 | 12.34 | 10.26 | 6.39 | 11.53 | 9.19 | 6.58 | 9.14 | 5.83 | 3.91 | 4.42 |
| Draw Down(%) | NA | 6.59 | 15.74 | 15.74 | 20.92 | NA | NA | … | … | 0.73 | 6.59 | 5.96 | 11.42 | 8.94 | 12.19 | 5.34 | 12.78 | 2.96 | 2.79 | 9.43 | 8.59 | 7.17 | 5.32 | 13.11 | 8.72 | 5.43 | 15.14 | 9.46 | 12.64 | 5.28 | 12.86 | 3.67 | 4.36 | 2.37 |
| Yield(%) | NA | 5.47 | 6.85 | 5.70 | 4.71 | NA | NA | … | … | NA | 0.64 | 5.45 | 11.96 | 3.47 | 5.65 | 2.05 | 7.84 | 0.26 | 2.92 | 1.77 | 6.00 | 10.05 | 5.18 | 5.88 | 9.00 | 3.78 | 2.50 | 10.16 | 12.22 | 5.24 | 2.45 | 2.21 | 3.44 | 6.83 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| AXA Equitable Incentive Life Legacy Tactical Asset Allocation Moderate |
-3.72%
Oct 2017 – Oct 2020 |
-0.94%
Mar 2015 – Mar 2020 |
1.19%
Oct 2013 – Oct 2023 |
3.07%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AXA Equitable Incentive Life Legacy Tactical Asset Allocation Moderate |
19.50%
Jul 2004 – Jul 2007 |
17.22%
Oct 2002 – Oct 2007 |
11.69%
Apr 2001 – Apr 2011 |
8.54%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart