Find A Portfolio/Ticker
Comparison Box
JAASX: ALTERNATIVE ASSET ALLOCATION FUND CLASS R4 (MUTUAL FUND)
Basic Info 15.61 0(0.0%) March 28
Asset Class: | EQUITY |
MyPlanIQ Rating: | (73%) |
Start Date: | 07/02/2013 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 2.98% |
Expenses | 1.66% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.3 | 3.2 | 8.4 | 3.1 | 4.1 | 2.7 | 3.7 | 6.1 | -3.1 | 5.0 | 4.6 | 9.1 | -4.0 | 6.3 | 3.2 | -1.5 | 0.7 | 2.9 |
Sharpe Ratio | NA | 3.08 | 1.5 | 0.22 | 0.46 | 0.36 | 0.43 | 0.54 | -0.84 | 1.22 | 0.51 | 2.64 | -1.47 | 2.67 | 0.74 | -0.32 | 0.16 | 1.9 |
Draw Down(%) | NA | 0.6 | 2.4 | 6.2 | 12.7 | 12.7 | 12.7 | 2.4 | 6.0 | 2.2 | 12.7 | 1.3 | 6.6 | 0.7 | 4.2 | 5.3 | 5.3 | 1.3 |
Standard Deviation(%) | NA | 3.1 | 3.1 | 4.2 | 5.3 | 4.6 | 4.5 | 3.5 | 5.3 | 4.1 | 8.6 | 2.9 | 3.6 | 2.1 | 4.1 | 4.8 | 4.4 | 3.1 |
Treynor Ratio | NA | 0.41 | 0.23 | 0.05 | 0.12 | 0.08 | 0.09 | 0.09 | -0.24 | 0.23 | 0.19 | 0.45 | -0.27 | 0.23 | 0.11 | -0.06 | 0.03 | 0.22 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.01 | -0.02 | 0.0 | 0.0 | -0.01 | -0.01 | -0.01 |
Beta | NA | 0.23 | 0.21 | 0.19 | 0.21 | 0.22 | 0.22 | 0.2 | 0.19 | 0.22 | 0.22 | 0.17 | 0.2 | 0.25 | 0.27 | 0.28 | 0.25 | 0.27 |
RSquared | NA | 0.77 | 0.64 | 0.67 | 0.75 | 0.73 | 0.73 | 0.64 | 0.77 | 0.55 | 0.84 | 0.55 | 0.84 | 0.67 | 0.83 | 0.81 | 0.44 | 0.78 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See EQUITY Asset Class Trend Rankings |