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 Strategic Asset Allocation – Optimal Moderate | NA | 2.08% | 2.57% | 7.96% | 5.80% | 6.62% | 6.30% | … | … |
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 Strategic Asset Allocation – Optimal 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 (%) | -1.91 | 2.08 | 2.57 | 7.96 | 5.80 | 6.62 | 6.30 | … | … | 4.59 | 8.85 | 9.95 | -15.11 | 7.85 | 21.17 | 20.30 | -3.76 | 13.22 | 5.71 | -1.36 | 3.25 | 14.42 | 12.14 | -0.32 | 14.38 | 22.38 | -23.10 | 10.84 | 10.31 | 7.51 | 14.20 | 17.57 | -7.63 | 6.68 |
| Sharpe Ratio | NA | 0.29 | 0.32 | 0.38 | 0.46 | NA | NA | … | … | 0.23 | 0.58 | 0.70 | -1.12 | 0.82 | 1.15 | 2.64 | -0.50 | 2.79 | 0.68 | -0.16 | 0.46 | 2.01 | 1.57 | -0.02 | 1.22 | 1.38 | -1.21 | 0.83 | 0.82 | 0.65 | 1.51 | 1.43 | -0.63 | 0.32 |
| Standard Deviation(%) | NA | 11.74 | 11.28 | 11.26 | 10.88 | NA | NA | … | … | 14.38 | 9.01 | 9.01 | 14.77 | 9.50 | 18.16 | 7.14 | 10.38 | 4.50 | 8.08 | 8.52 | 7.07 | 7.16 | 7.69 | 14.80 | 11.75 | 16.18 | 19.86 | 9.25 | 8.40 | 8.08 | 8.73 | 11.79 | 13.85 | 13.15 |
| Draw Down(%) | NA | 12.93 | 12.93 | 22.78 | 22.78 | NA | NA | … | … | 9.96 | 5.80 | 9.27 | 22.19 | 6.75 | 21.12 | 2.94 | 12.58 | 1.49 | 6.93 | 9.78 | 4.92 | 6.08 | 6.09 | 14.54 | 8.74 | 17.22 | 32.42 | 6.10 | 8.66 | 5.14 | 7.03 | 7.08 | 19.94 | 14.40 |
| Yield(%) | NA | 3.19 | 3.03 | 2.66 | 2.79 | NA | NA | … | … | NA | 0.83 | 2.72 | 3.43 | 1.75 | 2.07 | 2.52 | 3.28 | 0.40 | 2.35 | 5.14 | 3.52 | 3.05 | 2.79 | 1.93 | 2.26 | 3.39 | 2.75 | 2.91 | 2.79 | 2.22 | 2.61 | 2.51 | 2.59 | 2.92 |
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 Strategic Asset All |
-7.20%
Feb 2006 – Feb 2009 |
-0.27%
Feb 2004 – Feb 2009 |
4.51%
Oct 2013 – Oct 2023 |
4.78%
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 Strategic Asset All |
18.83%
Feb 2009 – Feb 2012 |
15.59%
Feb 2009 – Feb 2014 |
9.78%
Feb 2009 – Feb 2019 |
8.89%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart