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 Tactical Asset Allocation Moderate | NA | 1.55% | 4.65% | 8.39% | 6.12% | 7.58% | 8.35% | … | … |
Data as of 03/31/2025, 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 Tactical Asset Allocation Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | -2.11 | 1.55 | 4.65 | 8.39 | 6.12 | 7.58 | 8.35 | … | … | 3.39 | 11.42 | 10.90 | -7.03 | 8.40 | 10.94 | 19.35 | -4.30 | 13.38 | 7.52 | -0.46 | 4.93 | 18.51 | 10.64 | 3.41 | 16.04 | 13.55 | 0.42 | 12.20 | 12.61 | 10.25 | 10.15 | 18.93 | -0.85 | 7.48 |
| Sharpe Ratio | NA | 0.30 | 0.44 | 0.55 | 0.48 | NA | NA | … | … | 0.13 | 0.82 | 0.86 | -0.67 | 0.72 | 0.56 | 2.32 | -0.51 | 2.43 | 0.83 | -0.05 | 0.59 | 2.43 | 1.23 | 0.23 | 1.48 | 1.35 | -0.10 | 0.93 | 1.14 | 1.06 | 0.94 | 1.76 | -0.31 | 1.02 |
| Standard Deviation(%) | NA | 13.12 | 11.14 | 11.24 | 11.29 | NA | NA | … | … | 16.32 | 9.55 | 8.43 | 12.68 | 11.56 | 18.98 | 7.72 | 11.11 | 5.24 | 8.83 | 9.22 | 8.27 | 7.61 | 8.59 | 14.79 | 10.81 | 9.98 | 5.74 | 9.76 | 8.08 | 7.57 | 9.75 | 10.34 | 6.56 | 4.97 |
| Draw Down(%) | NA | 13.46 | 13.46 | 13.46 | 20.93 | NA | NA | … | … | 11.36 | 5.68 | 7.02 | 13.00 | 6.62 | 20.93 | 3.50 | 16.14 | 2.33 | 7.23 | 10.43 | 6.31 | 3.90 | 5.93 | 13.16 | 8.32 | 5.28 | 5.43 | 6.83 | 10.05 | 5.74 | 9.85 | 4.96 | 7.79 | 3.44 |
| Yield(%) | NA | 3.38 | 4.26 | 3.69 | 3.39 | NA | NA | … | … | NA | 1.17 | 3.39 | 3.83 | 4.74 | 2.28 | 4.35 | 4.48 | 5.35 | 1.77 | 2.05 | 1.61 | 1.13 | 3.50 | 1.76 | 2.36 | 4.68 | 4.38 | 3.10 | 1.96 | 1.64 | 2.14 | 3.35 | 4.24 | 6.50 |
Data as of 03/31/2025, 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 Tactical Asset Allo |
2.86%
Oct 2013 – Oct 2016 |
3.82%
Sep 2018 – Sep 2023 |
5.23%
Oct 2013 – Oct 2023 |
7.05%
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 AND TRUST Tactical Asset Allo |
14.95%
Apr 2003 – Apr 2006 |
13.74%
Oct 2002 – Oct 2007 |
11.15%
Jul 2003 – Jul 2013 |
10.26%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart