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The JPMorgan Chase 401k Savings Plan
The JPMorgan Chase 401k Savings Plan Asset Allocation Composite Moderate
The JPMorgan Chase 401k Savings Plan Asset Allocation Composite Moderate
live (public) 0.24% April 25
Delayed
Holdings (As of 02/29/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | STABLEVALUE (STABLEVALUE) | 0.0% | Stable Value | 40.29% |
US Equity | IWF (iShares Russell 1000 Growth ETF) | 0.53% | Large Cap Growth Index | 14.88% |
US Equity | JLGZX (JPMORGAN LARGE CAP GROWTH FUND CLASS R2) | 1.17% | Large Cap Growth | 13.46% |
CASH | CASH (CASH) | 0.0% | CASH | 0.15% |
Emerging Market Equity | EEM (iShares MSCI Emerging Markets ETF) | 0.05% | Emerging Market Equity Index | 8.95% |
International Equity | EFA (iShares MSCI EAFE ETF) | 0.26% | International Large Cap Index | 10.93% |
International Equity | SCZ (iShares MSCI EAFE Small-Cap ETF) | 0.46% | International Small cap Index | 11.34% |
* Day change on 02/29/2024.
Beta
Performance (As of 04/25/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
The JPMorgan Chase 401k Savings Plan Asset Allocation Composite Moderate | 5.4% | 22.7% | 6.6% | 10.2% | 8.0% | 8.8% |
VFINX (Vanguard (S&P 500) Index) | 6.2% | 25.8% | 8.0% | 13.3% | 12.4% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.0% | 13.9% | 2.3% | 7.5% | 7.6% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | 5.4 | 22.7 | 6.6 | 10.2 | 8.0 | 8.8 | 8.3 | 8.4 | 19.6 | -4.3 | 7.3 | 16.0 | 20.4 | -4.0 | 16.1 | 7.9 | -3.4 | 2.6 | 18.2 | 14.1 | 0.1 | 6.1 | 14.9 | -0.2 | 10.1 | 11.3 | 6.5 | 10.4 | 19.4 | 4.0 | 3.4 |
Sharpe Ratio | NA | 0.59 | 2.61 | 0.5 | 0.91 | 0.8 | NA | NA | 0.89 | 2.12 | -0.58 | 0.67 | 1.36 | 2.55 | -0.5 | 2.81 | 1.06 | -0.43 | 0.35 | 2.5 | 1.72 | 0.01 | 0.59 | 1.63 | -0.35 | 0.82 | 1.1 | 0.73 | 1.37 | 2.87 | 0.98 | 90.57 |
Draw Down(%) | NA | 2.7 | 3.4 | 15.6 | 15.6 | 15.6 | NA | NA | 15.6 | 4.1 | 13.6 | 4.9 | 10.2 | 3.3 | 12.4 | 1.9 | 4.2 | 8.4 | 5.9 | 4.6 | 7.2 | 12.6 | 8.6 | 4.5 | 5.0 | 5.3 | 7.7 | 3.8 | 5.7 | 3.3 | 2.3 | 0.0 |
Standard Deviation(%) | NA | 7.2 | 7.3 | 8.8 | 9.6 | 8.7 | NA | NA | 8.2 | 7.2 | 9.8 | 10.9 | 11.6 | 7.5 | 10.5 | 5.5 | 7.3 | 8.0 | 7.2 | 7.2 | 8.2 | 14.5 | 10.0 | 9.1 | 3.3 | 8.7 | 7.3 | 6.0 | 6.9 | 6.5 | 3.0 | 0.0 |
Treynor Ratio | NA | 0.07 | 0.33 | 0.12 | 0.26 | 0.18 | NA | NA | 0.27 | 0.33 | -0.19 | 0.11 | 0.64 | 0.34 | -0.09 | 0.23 | 0.2 | -0.08 | 0.04 | 0.29 | 0.23 | 0.0 | 0.14 | 0.97 | -0.92 | 0.14 | 0.12 | 0.08 | 0.18 | 0.91 | 1.55 | 3966.8 |
Alpha | NA | 0.02 | 0.03 | 0.01 | 0.02 | 0.01 | NA | NA | 0.02 | 0.02 | 0.0 | -0.03 | 0.04 | 0.02 | 0.0 | 0.01 | 0.02 | -0.01 | -0.02 | 0.0 | 0.02 | 0.0 | 0.0 | 0.04 | 0.0 | 0.02 | 0.0 | 0.01 | 0.02 | 0.05 | 0.01 | 0.0 |
Beta | NA | 0.59 | 0.58 | 0.38 | 0.33 | 0.38 | NA | NA | 0.27 | 0.46 | 0.29 | 0.66 | 0.25 | 0.55 | 0.59 | 0.68 | 0.4 | 0.44 | 0.59 | 0.62 | 0.61 | 0.6 | 0.43 | 0.15 | 0.01 | 0.51 | 0.66 | 0.53 | 0.53 | 0.21 | 0.02 | 0.0 |
RSquared | NA | 0.88 | 0.87 | 0.55 | 0.53 | 0.59 | NA | NA | 0.41 | 0.7 | 0.53 | 0.63 | 0.55 | 0.85 | 0.91 | 0.69 | 0.5 | 0.71 | 0.88 | 0.89 | 0.91 | 0.93 | 0.61 | 0.21 | 0.02 | 0.88 | 0.83 | 0.82 | 0.72 | 0.29 | 0.03 | 0.0 |
Sortino Ratio | NA | 0.93 | 4.17 | 0.68 | 1.23 | 1.09 | NA | NA | 1.24 | 3.17 | -0.74 | 0.91 | 1.81 | 3.73 | -0.66 | 4.3 | 1.42 | -0.56 | 0.48 | 3.63 | 2.63 | 0.01 | 0.84 | 2.36 | -0.42 | 1.14 | 1.64 | 1.04 | 1.96 | 4.41 | 1.67 | NA |
Yield(%) | N/A | 3.75 | 13.59 | 11.31 | 9.09 | 6.08 | N/A | N/A | 4.78 | 14.17 | 11.46 | 4.16 | 6.94 | 4.67 | 1.75 | 6.33 | 2.01 | 2.41 | 3.01 | 1.51 | 4.39 | 2.1 | 3.7 | 4.08 | 2.46 | 7.79 | 3.01 | 6.54 | 4.23 | 3.03 | 3.07 | 3.44 |
Dividend Growth(%) | 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 | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
The risk profile of this portfolio is 40%. The total allocation of the fixed income asset should be at least 40%.
The portfolio’s stock (risk asset) allocation can be dynamically reduced when stock or risk asset markets are in a downtrend.
This portfolio belongs to The JPMorgan Chase 401k Savings Plan.