Equities

EQ/COMMON STOCK INDEX PORTFOLIO CLASS IA

By 
June 29, 2025
2 mins read


Alpha 1 Year -0.49 Alpha 10 Years -0.58 Alpha 15 Years -0.53 Alpha 20 Years -1.30 Alpha 3 Years -0.53 Alpha 5 Years -0.57 Average Gain 1 Year 3.54 Average Gain 10 Years 3.49 Average Gain 15 Years 3.39 Average Gain 20 Years 3.41 Average Gain 3 Years 4.39 Average Gain 5 Years 4.33 Average Loss 1 Year -2.49 Average Loss 10 Years -4.05 Average Loss 15 Years -3.66 Average Loss 20 Years -4.01 Average Loss 3 Years -4.03 Average Loss 5 Years -3.78 Batting Average 1 Year 25.00 Batting Average 10 Years 25.83 Batting Average 15 Years 26.11 Batting Average 20 Years 30.83 Batting Average 3 Years 25.00 Batting Average 5 Years 25.00 Beta 1 Year 0.99 Beta 10 Years 1.00 Beta 15 Years 0.99 Beta 20 Years 1.01 Beta 3 Years 1.00 Beta 5 Years 1.00 Capture Ratio Down 1 Year 101.06 Capture Ratio Down 10 Years 100.67 Capture Ratio Down 15 Years 100.60 Capture Ratio Down 20 Years 104.52 Capture Ratio Down 3 Years 100.72 Capture Ratio Down 5 Years 101.00 Capture Ratio Up 1 Year 98.33 Capture Ratio Up 10 Years 98.16 Capture Ratio Up 15 Years 98.13 Capture Ratio Up 20 Years 98.22 Capture Ratio Up 3 Years 98.69 Capture Ratio Up 5 Years 98.61 Correlation 1 Year 99.99 Correlation 10 Years 99.99 Correlation 15 Years 99.99 Correlation 20 Years 99.33 Correlation 3 Years 99.99 Correlation 5 Years 99.99 High 1 Year 54.78 Information Ratio 1 Year -2.66 Information Ratio 10 Years -2.93 Information Ratio 15 Years -2.87 Information Ratio 20 Years -0.72 Information Ratio 3 Years -2.69 Information Ratio 5 Years -2.78 Low 1 Year 41.78 Maximum Loss 1 Year -8.32 Maximum Loss 10 Years -24.84 Maximum Loss 15 Years -24.84 Maximum Loss 20 Years -56.93 Maximum Loss 3 Years -12.76 Maximum Loss 5 Years -24.84 Performance Current Year 3.57 Performance since Inception 20,846.16 Risk adjusted Return 10 Years 6.09 Risk adjusted Return 3 Years 3.00 Risk adjusted Return 5 Years 8.30 Risk adjusted Return Since Inception 6.14 R-Squared (R²) 1 Year 99.97 R-Squared (R²) 10 Years 99.98 R-Squared (R²) 15 Years 99.98 R-Squared (R²) 20 Years 98.66 R-Squared (R²) 3 Years 99.98 R-Squared (R²) 5 Years 99.98 Sortino Ratio 1 Year 1.03 Sortino Ratio 10 Years 0.98 Sortino Ratio 15 Years 1.28 Sortino Ratio 20 Years 0.74 Sortino Ratio 3 Years 0.84 Sortino Ratio 5 Years 1.20 Tracking Error 1 Year 0.23 Tracking Error 10 Years 0.24 Tracking Error 15 Years 0.23 Tracking Error 20 Years 1.86 Tracking Error 3 Years 0.23 Tracking Error 5 Years 0.25 Trailing Performance 1 Month 4.91 Trailing Performance 1 Week 1.78 Trailing Performance 1 Year 12.39 Trailing Performance 10 Years 206.37 Trailing Performance 2 Years 41.28 Trailing Performance 3 Months 5.40 Trailing Performance 3 Years 57.44 Trailing Performance 4 Years 40.35 Trailing Performance 5 Years 100.95 Trailing Performance 6 Months 0.96 Trailing Return 1 Month 6.25 Trailing Return 1 Year 12.51 Trailing Return 10 Years 11.52 Trailing Return 15 Years 12.97 Trailing Return 2 Months 5.48 Trailing Return 2 Years 19.48 Trailing Return 20 Years 8.96 Trailing Return 3 Months -0.67 Trailing Return 3 Years 13.14 Trailing Return 4 Years 8.62 Trailing Return 5 Years 14.63 Trailing Return 6 Months -2.58 Trailing Return 6 Years 14.00 Trailing Return 7 Years 12.23 Trailing Return 8 Years 12.45 Trailing Return 9 Months 5.02 Trailing Return 9 Years 12.92 Trailing Return Since Inception 11.36 Trailing Return YTD – Year to Date 0.53 Treynor Ratio 1 Year 7.76 Treynor Ratio 10 Years 9.52 Treynor Ratio 15 Years 11.66 Treynor Ratio 20 Years 7.14 Treynor Ratio 3 Years 8.37 Treynor Ratio 5 Years 11.76



Source link

Leave a Reply

Your email address will not be published. Required fields are marked *