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 Zenith Flexible Life VUL Tactical Asset Allocation Moderate | NA | 7.57% | 5.36% | 7.22% | 8.00% | 8.53% | NA | … | … |
Data as of 09/30/2016, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| New England Life Insurance Zenith Flexible Life VUL Tactical Asset Allocation Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.37 | 7.57 | 5.36 | 7.22 | 8.00 | 8.53 | NA | … | … | 9.94 | 0.63 | 4.42 | 10.98 | 12.17 | 2.26 | 9.91 | 19.97 | -3.67 | 12.33 | 12.53 | 4.46 | 10.78 | 15.04 | 5.78 | 23.92 |
| Sharpe Ratio | NA | -0.07 | -0.09 | -0.09 | -0.11 | NA | NA | … | … | -0.07 | -3.07 | -2.13 | -0.94 | -0.94 | -1.59 | -0.77 | 0.15 | -3.55 | -1.07 | -1.25 | -2.89 | -1.18 | -0.68 | -2.92 | 0.31 |
| Standard Deviation(%) | NA | 352.58 | 203.90 | 158.30 | 112.07 | NA | NA | … | … | 353.28 | 5.83 | 6.60 | 8.06 | 6.77 | 10.26 | 11.35 | 9.40 | 6.55 | 9.07 | 7.84 | 5.73 | 7.50 | 6.30 | 4.79 | 8.66 |
| Draw Down(%) | NA | 91.78 | 91.78 | 91.78 | 91.78 | NA | NA | … | … | 91.78 | 4.13 | 5.09 | 7.62 | 5.66 | 10.16 | 8.76 | 4.42 | 13.84 | 6.31 | 9.42 | 5.05 | 8.28 | 3.90 | 4.85 | 3.46 |
| Yield(%) | NA | 4.94 | 4.45 | 4.02 | 4.32 | NA | NA | … | … | 4.93 | 3.58 | 4.84 | 4.19 | 2.50 | 3.42 | 4.86 | 4.46 | 3.58 | 6.74 | 6.97 | 4.01 | 4.36 | 3.32 | 7.25 | 24.01 |
Data as of 09/30/2016, 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 Zenith Flexible Life VUL Tactical Asset Allocation Moderate |
3.72%
Apr 2013 – Apr 2016 |
5.15%
Apr 2011 – Apr 2016 |
7.38%
Apr 2006 – Apr 2016 |
8.16%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New England Life Insurance Zenith Flexible Life VUL Tactical Asset Allocation Moderate |
15.06%
Feb 2001 – Feb 2004 |
12.64%
Mar 2001 – Mar 2006 |
11.12%
Apr 2001 – Apr 2011 |
9.22%
Mar 2001 – Mar 2016 |
Annualized Rolling Returns Comparison Chart