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 Strategic Asset Allocation - Optimal Moderate | NA | 25.16% | -1.04% | 7.80% | 7.18% | 8.24% | 7.50% | 7.52% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Met Life MLI USA Variable Annuity Series L Strategic Asset Allocation - Optimal 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 (%) | -1.39 | 25.16 | -1.04 | 7.80 | 7.18 | 8.24 | 7.50 | 7.52 | NA | 7.20 | 12.16 | -21.30 | 8.93 | 32.60 | 22.28 | -2.16 | 11.90 | 2.75 | 2.68 | 5.87 | 14.93 | 14.33 | 0.08 | 13.41 | 25.67 | -23.97 | 10.99 | 9.48 | 9.99 | 15.08 | 21.75 | -6.64 | 1.40 |
| Sharpe Ratio | NA | 0.23 | -0.40 | 0.28 | 0.45 | NA | NA | 0.52 | 0.05 | 0.07 | 0.84 | -1.40 | 0.60 | 1.71 | 2.63 | -0.33 | 2.50 | 0.30 | 0.34 | 0.88 | 2.30 | 1.92 | 0.00 | 1.15 | 1.60 | -1.21 | 0.82 | 0.73 | 1.15 | 1.85 | 2.46 | -0.71 | -0.09 |
| Standard Deviation(%) | NA | 9.27 | 12.09 | 14.27 | 11.59 | NA | NA | 11.30 | 10.15 | 9.33 | 9.43 | 16.17 | 14.73 | 18.95 | 7.93 | 10.51 | 4.51 | 8.51 | 7.84 | 6.67 | 6.48 | 7.44 | 14.17 | 11.57 | 15.96 | 20.60 | 9.70 | 8.50 | 6.78 | 7.63 | 8.56 | 10.88 | 10.08 |
| Draw Down(%) | NA | 6.83 | 24.39 | 30.11 | 30.11 | NA | NA | 36.67 | 0.84 | 6.83 | 10.07 | 26.00 | 6.86 | 21.71 | 3.65 | 12.33 | 2.30 | 8.17 | 6.58 | 4.52 | 5.85 | 6.44 | 12.34 | 8.26 | 15.91 | 33.35 | 5.83 | 8.96 | 4.52 | 5.67 | 7.20 | 15.17 | 14.40 |
| Yield(%) | NA | 4.27 | 6.03 | 5.88 | 4.89 | NA | NA | 4.11 | NA | 0.71 | 4.06 | 2.10 | 11.35 | 7.30 | 4.89 | 6.03 | 0.37 | 3.54 | 6.28 | 3.52 | 3.37 | 3.29 | 2.31 | 4.69 | 3.01 | 2.92 | 4.56 | 5.49 | 2.34 | 3.75 | 2.68 | 1.96 | 3.96 |
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 |
|---|---|---|---|---|
| Met Life MLI USA Variable Annuity Series L Strategic Asset Allocation - Optimal Moderate |
-7.05%
Feb 2006 - Feb 2009 |
0.09%
Feb 2004 - Feb 2009 |
5.59%
Oct 2013 - Oct 2023 |
5.81%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Met Life MLI USA Variable Annuity Series L Strategic Asset Allocation - Optimal Moderate |
20.88%
Dec 2018 - Dec 2021 |
16.68%
Feb 2009 - Feb 2014 |
11.08%
Sep 2011 - Sep 2021 |
9.97%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart