C000104145 Performance — EQ/Moderate Allocation Portfolio, Class K
Data updated: 2023-11-27
C000104145 returned +9.51% over one year to Sep 2023. The annualised 3-year return is +1.25%. The fund trailed its Moderate Allocation category average: $100 invested three years ago grew to $104, against $109 for the category, and to $110 over one year, against $110. Volatility over the past three years was 10.93% a year. In the 12 months to Sep 2023 the fund lost a net $76.1M, and assets reached $5.30B.
C000104145 Growth of $100
What $100 invested in EQ/Moderate Allocation Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | C000104145 | Category average |
|---|---|---|
| 1 year (Oct 2022 – Sep 2023) | $110 | $110 |
| 3 years (Oct 2020 – Sep 2023) | $104 | $109 |
| Since data start (Jul 2019 – Sep 2023) | $112 | $117 |
C000104145 Trailing Returns
Total returns to Sep 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +9.51% |
| 3 years (annualised) | +1.25% |
C000104145 Annual Returns
Calendar-year total returns of EQ/Moderate Allocation Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Sep) | +3.51% |
| 2022 | −15.24% |
| 2021 | +8.68% |
| 2020 | +11.49% |
| 2019 (Jul–Dec) | +4.92% |
C000104145 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +5.2% | −2.3% | +1.8% | +0.7% | −1.1% | +3.1% | +1.9% | −1.9% | −3.6% | — | — | — |
| 2022 | −3.8% | −1.7% | −0.4% | −5.9% | +0.3% | −5.1% | +4.9% | −3.0% | −6.6% | +3.1% | +5.2% | −2.5% |
| 2021 | +0.2% | +1.6% | +1.2% | +2.3% | +0.8% | +0.6% | +0.4% | +1.0% | −2.3% | +2.3% | −1.3% | +1.7% |
| 2020 | −0.3% | −3.6% | −5.9% | +4.3% | +2.9% | +1.6% | +2.5% | +2.9% | −1.7% | −1.0% | +6.9% | +2.8% |
| 2019 | — | — | — | — | — | — | +0.1% | −0.6% | +0.8% | +1.4% | +1.6% | +1.6% |
C000104145 Risk
Risk measures from monthly returns over Oct 2020 – Sep 2023.
- 3-year volatility (annualised): 10.93%
- 3-year Sharpe ratio: -0.30 (vs 4.5% risk-free rate)
- Best month: +6.90% (Nov 2020)
- Worst month: −6.60% (Sep 2022)
C000104145 Fund Flows
Monthly money in and out of EQ/Moderate Allocation Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$76.1M
- 12-month gross sales (incl. reinvestments): $674.6M
- Sales ÷ redemptions: 0.90×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2023 | $12.9M | $57.6M | −$44.7M |
| Aug 2023 | $11.7M | $69.2M | −$57.4M |
| Jul 2023 | $12.0M | $56.1M | −$44.1M |
| Jun 2023 | $15.0M | $60.0M | −$45.1M |
| May 2023 | $11.8M | $67.6M | −$55.7M |
| Apr 2023 | $12.0M | $57.7M | −$45.7M |
| Mar 2023 | $10.2M | $67.7M | −$57.5M |
| Feb 2023 | $11.5M | $55.5M | −$44.0M |
| Jan 2023 | $8.9M | $54.8M | −$45.9M |
| Dec 2022 | $142.2M | $78.7M | $63.5M |
| Nov 2022 | $10.5M | $68.7M | −$58.1M |
| Oct 2022 | $415.9M | $57.2M | $358.7M |
C000104145 Assets Under Management
Net assets of EQ/Moderate Allocation Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-09-30 | $5.30B |
| 2023-06-30 | $5.66B |
| 2023-03-31 | $5.66B |
| 2022-12-31 | $5.55B |
| 2022-09-30 | $5.42B |
| 2022-06-30 | $5.85B |
| 2022-03-31 | $6.70B |
| 2021-12-31 | $7.30B |
| 2021-09-30 | $7.28B |
| 2021-06-30 | $7.52B |
| 2021-03-31 | $7.40B |
| 2020-12-31 | $7.34B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.