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 AND TRUST Asset Allocation Composite Moderate | NA | 7.88% | 7.29% | 5.32% | 5.68% | 6.64% | 6.99% | … | … |
Data as of 07/31/2025, 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 AND TRUST Asset Allocation Composite Moderate | 12/31/2000 | 10/22/2025 |
| 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 (%) | -0.12 | 7.88 | 7.29 | 5.32 | 5.68 | 6.64 | 6.99 | … | … | 14.54 | 5.21 | 10.06 | -15.53 | 9.72 | 9.79 | 18.55 | -2.29 | 16.35 | 6.69 | -2.39 | 4.16 | 15.44 | 12.17 | -1.04 | 10.96 | 16.53 | -1.03 | 12.46 | 9.37 | 7.64 | 13.22 | 18.79 | 8.43 | 6.40 |
| Sharpe Ratio | NA | 0.72 | 0.62 | 0.39 | 0.61 | NA | NA | … | … | 1.24 | 0.19 | 0.73 | -1.61 | 0.98 | 1.07 | 2.31 | -0.37 | 3.18 | 0.98 | -0.35 | 0.62 | 2.05 | 1.56 | -0.07 | 1.12 | 1.79 | -0.28 | 0.97 | 0.67 | 0.67 | 1.31 | 1.81 | 1.73 | 0.85 |
| Standard Deviation(%) | NA | 9.54 | 8.92 | 9.56 | 8.62 | NA | NA | … | … | 9.81 | 8.48 | 8.75 | 10.50 | 9.92 | 8.95 | 7.39 | 9.91 | 4.94 | 6.62 | 7.02 | 6.69 | 7.51 | 7.76 | 14.52 | 9.69 | 9.18 | 7.06 | 9.61 | 8.86 | 8.07 | 9.32 | 9.97 | 4.21 | 4.65 |
| Draw Down(%) | NA | 12.45 | 12.45 | 18.42 | 18.42 | NA | NA | … | … | 9.74 | 5.32 | 9.59 | 16.42 | 5.73 | 12.99 | 3.03 | 12.35 | 1.63 | 4.44 | 7.17 | 4.81 | 6.36 | 6.15 | 14.48 | 8.09 | 5.15 | 7.97 | 5.95 | 9.23 | 5.15 | 7.85 | 4.88 | 2.51 | 3.44 |
| Yield(%) | NA | 2.84 | 4.31 | 3.50 | 3.22 | NA | NA | … | … | NA | 0.46 | 2.72 | 3.97 | 5.71 | 2.41 | 2.28 | 2.69 | 5.07 | 2.65 | 1.42 | 3.33 | 2.53 | 2.83 | 1.94 | 2.89 | 4.46 | 4.34 | 2.77 | 2.77 | 2.23 | 2.62 | 3.40 | 5.98 | 6.22 |
Data as of 07/31/2025, 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 AND TRUST Asset Allocation Co |
-0.78%
Apr 2021 – Apr 2024 |
2.03%
Sep 2018 – Sep 2023 |
3.98%
Oct 2013 – Oct 2023 |
5.74%
Apr 2010 – Apr 2025 |
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 AND TRUST Asset Allocation Co |
15.19%
Mar 2003 – Mar 2006 |
13.17%
Oct 2002 – Oct 2007 |
10.88%
Apr 2001 – Apr 2011 |
9.34%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart