C000155845 Performance — MML Equity Momentum Fund, Class II
Data updated: 2022-11-29
C000155845 returned −16.02% over one year to Sep 2022. The annualised 3-year return is +8.69%. The fund beat its Emerging Markets Real Estate category average: $100 invested three years ago grew to $128, against $97 for the category, and to $84 over one year, against $79. Volatility over the past three years was 21.65% a year. In the 12 months to Sep 2022 the fund took in a net $7.6M, and assets reached $37.87M.
C000155845 Growth of $100
What $100 invested in MML Equity Momentum Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Real Estate category average over the same months.
| Period | C000155845 | Category average |
|---|---|---|
| 1 year (Oct 2021 – Sep 2022) | $84 | $79 |
| 3 years (Oct 2019 – Sep 2022) | $128 | $97 |
| Since data start (Jul 2019 – Sep 2022) | $129 | $98 |
C000155845 Trailing Returns
Total returns to Sep 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −16.02% |
| 3 years (annualised) | +8.69% |
C000155845 Annual Returns
Calendar-year total returns of MML Equity Momentum Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Sep) | −21.62% |
| 2021 | +21.93% |
| 2020 | +20.25% |
| 2019 (Jul–Dec) | +12.41% |
C000155845 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | +3.1% | −2.0% | −6.5% | −8.2% | +1.4% | −8.1% | −7.0% | −3.2% | +7.7% | — | — | — |
| 2021 | +1.9% | −1.7% | −0.2% | +7.1% | −1.0% | +5.5% | −4.9% | +4.5% | +2.4% | +2.7% | −2.8% | +7.3% |
| 2020 | −14.9% | −8.9% | +0.9% | +2.5% | +8.3% | +14.3% | −4.5% | +7.5% | +6.6% | +3.2% | +10.8% | −3.1% |
| 2019 | — | — | — | — | — | — | +1.5% | −1.9% | +1.1% | +4.1% | +3.9% | +3.3% |
C000155845 Risk
Risk measures from monthly returns over Oct 2019 – Sep 2022.
- 3-year volatility (annualised): 21.65%
- 3-year Sharpe ratio: 0.19 (vs 4.5% risk-free rate)
- Best month: +14.27% (Jun 2020)
- Worst month: −14.91% (Jan 2020)
C000155845 Fund Flows
Monthly money in and out of MML Equity Momentum Fund, from SEC Form N-PORT.
- 12-month net flow: $7.6M
- 12-month gross sales (incl. reinvestments): $8.3M
- Sales ÷ redemptions: 11.46×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2022 | $8K | $70K | −$62K |
| Aug 2022 | $1K | $45K | −$43K |
| Jul 2022 | $26K | $158K | −$132K |
| Jun 2022 | $30K | $84K | −$54K |
| May 2022 | $735 | $70K | −$70K |
| Apr 2022 | $869 | $42K | −$41K |
| Mar 2022 | $57K | $54K | $3K |
| Feb 2022 | $0 | $8K | −$8K |
| Jan 2022 | $3K | $23K | −$20K |
| Dec 2021 | $936 | $23K | −$22K |
| Nov 2021 | $238 | $73K | −$73K |
| Oct 2021 | $8.2M | $74K | $8.1M |
C000155845 Assets Under Management
Net assets of MML Equity Momentum Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-09-30 | $37.87M |
| 2022-06-30 | $39.26M |
| 2022-03-31 | $46.11M |
| 2021-12-31 | $48.85M |
| 2021-09-30 | $45.78M |
| 2021-06-30 | $44.96M |
| 2021-03-31 | $40.35M |
| 2020-12-31 | $40.34M |
| 2020-09-30 | $36.42M |
| 2020-06-30 | $33.35M |
| 2020-03-31 | $26.32M |
| 2019-12-31 | $33.73M |
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.