Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| New England Life Insurance Company Agents Deferred Compensation Plan Tactical Asset Allocation Moderate | NA | 24.62% | 0.56% | 5.19% | 4.87% | 5.35% | 6.10% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| New England Life Insurance Company Agents Deferred Compensation Plan 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 (%) | -1.37 | 24.62 | 0.56 | 5.19 | 4.87 | 5.35 | 6.10 | … | … | 0.43 | 8.24 | 15.01 | -20.68 | 8.42 | 15.46 | 12.27 | -2.73 | 12.69 | 4.36 | -2.17 | -0.23 | 14.28 | 3.37 | 4.48 | 6.99 | 11.22 | 0.10 | 14.27 | 11.25 | 4.84 | 7.55 | 16.31 | 4.67 | 5.84 |
| Sharpe Ratio | NA | 0.32 | -0.25 | 0.17 | 0.32 | NA | NA | … | … | 0.04 | 0.17 | 1.15 | -1.28 | 0.86 | 1.67 | 2.35 | -0.54 | 2.23 | 0.87 | -0.43 | -0.04 | 1.96 | 0.62 | 0.59 | 0.62 | 1.33 | -0.19 | 1.09 | 0.96 | 0.45 | 0.88 | 1.64 | 1.32 | 1.05 |
| Standard Deviation(%) | NA | 9.67 | 12.63 | 11.48 | 9.02 | NA | NA | … | … | 10.20 | 9.71 | 9.32 | 17.26 | 9.75 | 9.09 | 4.61 | 7.44 | 5.41 | 4.77 | 5.11 | 6.24 | 7.28 | 5.31 | 7.61 | 11.20 | 8.38 | 4.30 | 10.34 | 8.36 | 5.95 | 7.54 | 9.53 | 2.71 | 3.35 |
| Draw Down(%) | NA | 5.92 | 25.02 | 27.37 | 27.37 | NA | NA | … | … | 0.87 | 5.77 | 9.74 | 27.27 | 5.75 | 8.79 | 2.34 | 8.88 | 3.42 | 4.12 | 5.75 | 5.28 | 5.21 | 4.97 | 5.36 | 9.35 | 4.78 | 7.21 | 7.77 | 10.75 | 4.47 | 7.09 | 4.99 | 1.68 | 2.24 |
| Yield(%) | NA | 3.01 | 3.75 | 3.21 | 2.36 | NA | NA | … | … | NA | 0.70 | 2.81 | 3.11 | 4.30 | 2.14 | 3.32 | 1.46 | 0.11 | 2.23 | 1.58 | 1.92 | 1.78 | 2.22 | 2.25 | 2.23 | 4.16 | 3.05 | 2.93 | 2.23 | 2.06 | 2.66 | 2.33 | 3.65 | 5.19 |
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 |
|---|---|---|---|---|
| New England Life Insurance Company Agents Deferred Compensation Plan Tactical Asset Allocation Moder |
-1.89%
Sep 2019 – Sep 2022 |
0.19%
Sep 2017 – Sep 2022 |
2.56%
Oct 2013 – Oct 2023 |
3.74%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New England Life Insurance Company Agents Deferred Compensation Plan Tactical Asset Allocation Moder |
12.63%
Oct 2004 – Oct 2007 |
11.52%
Oct 2002 – Oct 2007 |
8.76%
Apr 2001 – Apr 2011 |
7.43%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart