Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AXA Equitable 401(k) Plan Tactical Asset Allocation Moderate | NA | -6.44% | -0.18% | 3.42% | 4.77% | 6.64% | NA | … | … |
Data as of 09/30/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AXA Equitable 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.67 | -6.44 | -0.18 | 3.42 | 4.77 | 6.64 | NA | … | … | 0.03 | 13.43 | -1.13 | 5.97 | 6.76 | -4.21 | 5.76 | 11.94 | 13.09 | 2.96 | 11.86 | 25.73 | -3.18 | 7.34 | 13.40 | 3.86 | 9.72 | 21.03 | 1.89 | 4.69 |
| Sharpe Ratio | NA | 0.08 | 0.39 | 0.57 | 0.68 | NA | NA | … | … | -0.02 | 2.21 | -0.25 | 0.78 | 1.21 | -0.61 | 0.98 | 1.53 | 2.11 | 0.31 | 0.99 | 2.83 | -0.65 | 0.52 | 1.29 | 0.24 | 1.26 | 3.49 | 0.15 | 0.55 |
| Standard Deviation(%) | NA | 9.46 | 8.50 | 7.65 | 7.48 | NA | NA | … | … | 9.65 | 5.43 | 9.86 | 6.82 | 5.41 | 6.90 | 5.84 | 7.80 | 6.16 | 9.35 | 11.87 | 9.07 | 6.28 | 8.36 | 7.85 | 7.00 | 6.95 | 5.83 | 5.09 | 4.33 |
| Draw Down(%) | NA | 17.94 | 17.94 | 17.94 | 17.94 | NA | NA | … | … | 17.94 | 2.45 | 12.28 | 6.99 | 3.64 | 9.73 | 3.92 | 9.01 | 5.70 | 9.28 | 8.80 | 5.20 | 6.88 | 5.00 | 5.66 | 5.31 | 9.20 | 2.44 | 8.13 | 3.12 |
| Yield(%) | NA | 3.80 | 5.79 | 5.51 | 4.88 | NA | NA | … | … | 3.65 | 4.69 | 8.95 | 0.38 | 6.15 | 6.00 | 5.45 | 4.01 | 6.71 | 2.37 | 2.68 | 4.92 | 3.50 | 2.82 | 5.77 | 4.19 | 4.25 | 3.88 | 4.60 | 5.54 |
Data as of 09/30/2020, 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 |
|---|---|---|---|---|
| AXA Equitable 401(k) Plan Tactical Asset Allocation Moderate |
-0.97%
Oct 2017 – Oct 2020 |
0.88%
Mar 2015 – Mar 2020 |
4.39%
Oct 2010 – Oct 2020 |
6.54%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AXA Equitable 401(k) Plan Tactical Asset Allocation Moderate |
15.20%
Apr 2009 – Apr 2012 |
13.47%
Feb 2009 – Feb 2014 |
10.56%
Apr 2003 – Apr 2013 |
9.06%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart