Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Met Life MLI USA Variable Annuity Series L Tactical Asset Allocation Moderate | NA | 10.24% | 9.21% | 8.27% | 8.97% | 9.69% | NA | 8.40% |
Data as of 08/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Met Life MLI USA Variable Annuity Series L Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.74 | 10.24 | 9.21 | 8.27 | 8.97 | 9.69 | NA | 8.40 | -1.01 | 14.42 | 4.67 | 2.35 | 4.32 | 12.95 | 11.46 | 0.12 | 10.33 | 17.69 | 6.91 | 11.77 | 11.81 | 7.14 | 14.86 | 13.90 | -2.92 | -3.37 |
| Sharpe Ratio | NA | -0.14 | 0.68 | 0.61 | 0.86 | NA | NA | 0.79 | -0.21 | 2.42 | 0.53 | 0.27 | 0.48 | 1.70 | 1.53 | 0.01 | 1.00 | 1.75 | 1.01 | 0.92 | 1.13 | 0.76 | 1.77 | 1.77 | -0.69 | -0.89 |
| Standard Deviation(%) | NA | 9.47 | 8.11 | 8.34 | 9.09 | NA | NA | 8.32 | 10.00 | 5.71 | 8.39 | 8.56 | 9.01 | 7.59 | 7.48 | 12.58 | 10.26 | 10.06 | 5.96 | 9.50 | 7.59 | 6.55 | 7.84 | 7.45 | 5.81 | 6.35 |
| Draw Down(%) | NA | 9.38 | 9.38 | 10.86 | 11.64 | NA | NA | 11.64 | 9.38 | 3.17 | 8.23 | 7.72 | 7.25 | 7.66 | 6.48 | 11.64 | 6.93 | 5.53 | 3.18 | 5.70 | 8.74 | 5.01 | 6.12 | 5.54 | 6.61 | 10.11 |
| Yield(%) | NA | 6.69 | 5.24 | 5.76 | 4.66 | NA | NA | 0.00 | 2.92 | 5.50 | 4.49 | 4.10 | 9.88 | 3.65 | 3.65 | 3.44 | 5.08 | 4.68 | 3.77 | 6.17 | 5.86 | 1.90 | 3.75 | 2.89 | 4.87 | 4.23 |
Data as of 08/31/2018, 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 |
|---|---|---|---|---|
| Met Life MLI USA Variable Annuity Series L Tactical Asset Allocation Moderate |
3.72%
Feb 2014 - Feb 2017 |
4.38%
Apr 2011 - Apr 2016 |
7.97%
Oct 2007 - Oct 2017 |
7.65%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Met Life MLI USA Variable Annuity Series L Tactical Asset Allocation Moderate |
15.36%
Apr 2003 - Apr 2006 |
12.83%
Apr 2005 - Apr 2010 |
11.48%
Apr 2003 - Apr 2013 |
10.01%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart