Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AXA Equitable Incentive Life Legacy Strategic Asset Allocation – Optimal Moderate | NA | 23.16% | 3.76% | 6.65% | 5.62% | 6.46% | 6.48% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AXA Equitable Incentive Life Legacy Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -1.31 | 23.16 | 3.76 | 6.65 | 5.62 | 6.46 | 6.48 | … | … | 0.12 | 5.49 | 11.73 | -10.50 | 5.90 | 14.64 | 17.45 | -4.84 | 7.53 | 7.01 | 1.33 | 1.37 | 8.43 | 11.44 | -2.35 | 14.32 | 29.75 | -24.65 | 10.06 | 14.07 | 11.03 | 15.53 | 27.83 | -2.47 | 4.08 |
| Sharpe Ratio | NA | -0.03 | -0.22 | 0.24 | 0.39 | NA | NA | … | … | 0.01 | -0.14 | 0.99 | -1.02 | 0.70 | 0.89 | 2.53 | -0.74 | 1.36 | 0.85 | 0.15 | 0.23 | 1.26 | 1.72 | -0.19 | 1.32 | 1.76 | -1.17 | 0.71 | 1.42 | 1.68 | 2.18 | 3.97 | -0.41 | 0.21 |
| Standard Deviation(%) | NA | 7.91 | 9.23 | 10.84 | 9.28 | NA | NA | … | … | 6.59 | 7.98 | 7.52 | 11.61 | 8.37 | 16.17 | 6.35 | 8.32 | 5.09 | 8.02 | 8.65 | 5.82 | 6.66 | 6.63 | 12.61 | 10.78 | 16.89 | 21.91 | 9.92 | 7.62 | 5.28 | 6.70 | 6.83 | 8.65 | 8.58 |
| Draw Down(%) | NA | 7.54 | 17.30 | 21.28 | 21.28 | NA | NA | … | … | 0.66 | 7.52 | 7.34 | 17.30 | 5.58 | 21.28 | 3.11 | 10.57 | 3.52 | 6.24 | 6.37 | 5.84 | 7.84 | 5.40 | 14.51 | 8.90 | 17.47 | 36.22 | 7.92 | 9.86 | 4.29 | 7.51 | 5.42 | 12.73 | 11.07 |
| Yield(%) | NA | 4.73 | 6.10 | 5.46 | 4.36 | NA | NA | … | … | NA | 0.72 | 5.98 | 8.05 | 3.67 | 5.38 | 3.30 | 4.70 | 0.56 | 2.29 | 4.17 | 4.78 | 2.98 | 3.88 | 3.48 | 2.60 | 2.77 | 4.39 | 10.45 | 7.86 | 5.84 | 5.18 | 3.81 | 3.26 | 3.77 |
Data as of 10/31/2024, 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 Incentive Life Legacy Strategic Asset Allocation – Optimal Moderate |
-6.78%
Feb 2006 – Feb 2009 |
0.61%
Feb 2004 – Feb 2009 |
3.80%
Oct 2013 – Oct 2023 |
3.85%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AXA Equitable Incentive Life Legacy Strategic Asset Allocation – Optimal Moderate |
20.64%
Mar 2003 – Mar 2006 |
16.45%
Oct 2002 – Oct 2007 |
10.29%
Mar 2003 – Mar 2013 |
8.44%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart