Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Metlife USA VA Tactical Asset Allocation Moderate | NA | 13.05% | -1.80% | 4.35% | -3.55% | 0.07% | 2.94% | 4.46% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Metlife USA VA 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 | Inception | YTD | 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 (%) | -1.05 | 13.05 | -1.80 | 4.35 | -3.55 | 0.07 | 2.94 | 4.46 | NA | -1.18 | 14.64 | -19.26 | 6.46 | 20.23 | 9.86 | -6.44 | 13.00 | 960.64 | -95.42 | 0.76 | 11.78 | 11.82 | -2.29 | 13.51 | 31.68 | -12.56 | 12.49 | 18.54 | 12.50 | 13.62 | 28.06 | 7.43 | 4.90 |
| Sharpe Ratio | NA | -0.64 | -0.66 | 0.09 | -0.02 | NA | NA | 0.02 | 0.05 | -0.85 | 1.27 | -2.08 | 0.65 | 2.16 | 1.75 | -0.93 | 2.14 | 1.43 | -0.15 | 0.12 | 1.57 | 2.10 | -0.21 | 1.09 | 3.18 | -1.87 | 0.83 | 1.60 | 1.64 | 1.43 | 5.41 | 1.23 | 0.58 |
| Standard Deviation(%) | NA | 9.16 | 9.13 | 9.36 | 293.03 | NA | NA | 189.26 | 10.22 | 9.18 | 8.15 | 9.92 | 9.95 | 9.25 | 4.82 | 8.35 | 5.77 | 670.36 | 639.33 | 6.42 | 7.48 | 5.61 | 11.22 | 12.27 | 9.93 | 7.23 | 11.51 | 9.52 | 6.28 | 8.89 | 5.06 | 5.16 | 4.47 |
| Draw Down(%) | NA | 7.19 | 18.94 | 21.60 | 95.63 | NA | NA | 95.76 | 0.86 | 7.19 | 7.69 | 19.84 | 5.93 | 10.14 | 3.44 | 13.28 | 2.69 | 89.72 | 95.52 | 6.40 | 7.41 | 5.60 | 11.65 | 10.28 | 4.51 | 16.96 | 8.73 | 12.91 | 5.78 | 11.35 | 2.05 | 5.94 | 4.11 |
| Yield(%) | NA | 6.23 | 5.01 | 4.67 | 3.30 | NA | NA | 5.35 | NA | 0.63 | 6.65 | 2.82 | 5.57 | 5.45 | 2.93 | 2.42 | 0.58 | 27.50 | 2.07 | 2.36 | 4.40 | 2.91 | 3.72 | 4.79 | 4.19 | 2.47 | 8.94 | 8.76 | 6.36 | 3.14 | 3.17 | 5.22 | 5.93 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Metlife USA VA Tactical Asset Allocation Moderate |
-63.00%
Jan 2013 - Jan 2016 |
-43.73%
Dec 2010 - Dec 2015 |
-21.10%
Jan 2006 - Jan 2016 |
-0.60%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Metlife USA VA Tactical Asset Allocation Moderate |
126.13%
Jan 2016 - Jan 2019 |
71.60%
Jan 2016 - Jan 2021 |
12.89%
Apr 2001 - Apr 2011 |
4.76%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart