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JEC: Jacobs Engineering Group Inc (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 01/12/1990 |
Last Dividend Date: | 10/03/2019 |
12-Mo. Yield | 1.14% |
Expenses | - |
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Performance Analytics (As of 07/30/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/12/1990 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 9.3 | 20.4 | 2.0 | 2.6 | 4.8 | 9.4 | 11.4 | 55.3 | -10.6 | -41.4 | 35.9 | -6.1 | -29.1 | 48.0 | 4.9 | -11.5 | 21.9 | -21.8 | -49.7 | 134.5 | 20.1 | 42.0 | -0.5 | 34.9 | 7.9 | 42.9 | 42.1 | -20.2 | 60.6 | 7.4 | -5.5 | 35.1 | -22.5 | -11.6 | -0.0 | 111.8 | 72.2 |
Sharpe Ratio | NA | 2.29 | -0.21 | 0.05 | 0.08 | NA | NA | 0.26 | 2.67 | -0.4 | -0.59 | 1.35 | -0.23 | -1.32 | 2.17 | 0.19 | -0.3 | 0.64 | -0.37 | -0.61 | 3.79 | 0.53 | 1.47 | -0.06 | 1.22 | 0.17 | 1.0 | 1.24 | -0.9 | 2.09 | 0.17 | -0.33 | 1.26 | -0.94 | -0.52 | -0.07 | 2.62 | 1.69 |
Draw Down(%) | NA | 12.6 | 59.5 | 59.7 | 62.5 | NA | NA | 75.3 | 12.6 | 31.7 | 59.5 | 16.4 | 24.0 | 39.9 | 12.8 | 27.7 | 40.5 | 30.6 | 43.9 | 74.1 | 14.6 | 25.9 | 14.9 | 22.5 | 15.3 | 38.3 | 32.5 | 18.4 | 30.3 | 25.3 | 22.7 | 32.5 | 14.6 | 36.4 | 31.9 | 39.9 | 19.6 | 42.1 |
Standard Deviation(%) | NA | 21.9 | 46.1 | 39.5 | 34.7 | NA | NA | 36.6 | 21.4 | 30.0 | 71.0 | 26.4 | 26.5 | 22.0 | 22.1 | 25.7 | 38.4 | 34.3 | 59.0 | 82.2 | 34.9 | 31.9 | 27.1 | 25.1 | 27.9 | 39.2 | 41.4 | 30.8 | 26.2 | 27.5 | 23.0 | 27.0 | 24.9 | 27.0 | 26.3 | 34.9 | 41.0 | 41.5 |
Treynor Ratio | NA | 0.51 | -0.09 | 0.02 | 0.02 | NA | NA | 0.09 | 0.55 | -0.1 | -0.38 | 0.28 | -0.06 | -0.26 | 0.35 | 0.03 | -0.08 | 0.15 | -0.14 | -0.3 | 0.9 | 0.09 | 0.28 | -0.02 | 0.47 | 0.07 | 0.72 | 0.73 | -0.86 | 1.25 | 0.12 | -0.17 | 0.57 | -0.51 | -0.28 | -0.03 | 1.29 | 0.83 |
Alpha | NA | 0.09 | -0.06 | -0.02 | -0.04 | NA | NA | 0.02 | 0.08 | -0.01 | -0.22 | 0.08 | -0.02 | -0.19 | 0.01 | -0.06 | -0.04 | 0.01 | -0.2 | 0.12 | 0.33 | -0.01 | 0.13 | -0.03 | 0.06 | 0.14 | 0.2 | 0.17 | -0.11 | 0.15 | -0.01 | -0.06 | 0.05 | -0.1 | -0.06 | 0.0 | 0.24 | 0.25 |
Beta | NA | 0.99 | 1.11 | 1.14 | 1.29 | NA | NA | 1.1 | 1.04 | 1.15 | 1.1 | 1.26 | 1.1 | 1.11 | 1.38 | 1.54 | 1.38 | 1.47 | 1.62 | 1.67 | 1.47 | 1.88 | 1.44 | 0.87 | 0.73 | 0.95 | 0.57 | 0.52 | 0.27 | 0.46 | 0.33 | 0.52 | 0.55 | 0.5 | 0.49 | 0.69 | 0.83 | 0.84 |
RSquared | NA | 0.42 | 0.14 | 0.21 | 0.37 | NA | NA | 0.29 | 0.38 | 0.43 | 0.02 | 0.39 | 0.41 | 0.33 | 0.48 | 0.58 | 0.7 | 0.6 | 0.57 | 0.69 | 0.45 | 0.35 | 0.29 | 0.16 | 0.2 | 0.4 | 0.09 | 0.14 | 0.04 | 0.11 | 0.07 | 0.05 | 0.03 | 0.03 | 0.03 | 0.04 | 0.08 | 0.1 |
Yield(%) | N/A | 1.1 | 1.0 | 0.9 | 0.5 | 0.3 | 0.3 | N/A | 1.2 | 0.9 | 1.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | 13.3 | N/A | N/A | N/A | N/A | N/A | N/A | 13.3 | 0.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/12/1990
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