Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JBLAX (MULTIMANAGER LIFESTYLE AGGRESSIVE PORTFOLIO CLASS B) | NA | 6.66% | 5.36% | 8.66% | 7.43% | 5.34% | NA | … | … |
Data as of 12/17/2020, Common starting date is 10/20/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JBLAX (MULTIMANAGER LIFESTYLE AGGRESSIVE PORTFOLIO CLASS B) | 10/20/2005 | 12/17/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.66 | 5.36 | 8.66 | 7.43 | 5.34 | NA | … | … | 5.54 | 24.05 | -10.82 | 21.97 | 6.14 | -2.31 | 3.58 | 24.73 | 14.94 | -7.83 | 14.61 | 35.09 | -42.88 | 7.31 | 14.12 | 5.93 |
| Sharpe Ratio | NA | 0.21 | 0.22 | 0.45 | 0.42 | NA | NA | … | … | 0.17 | 1.93 | -0.82 | 3.08 | 0.42 | -0.17 | 0.32 | 2.33 | 1.15 | -0.32 | 0.74 | 1.25 | -1.10 | 0.26 | 0.96 | 3.02 |
| Standard Deviation(%) | NA | 30.97 | 20.96 | 17.70 | 16.59 | NA | NA | … | … | 31.52 | 11.73 | 14.80 | 6.95 | 13.98 | 14.04 | 11.19 | 10.61 | 13.06 | 24.21 | 19.75 | 27.96 | 39.79 | 16.36 | 11.37 | 10.56 |
| Draw Down(%) | NA | 34.03 | 34.03 | 34.03 | 34.03 | NA | NA | … | … | 34.03 | 6.90 | 20.73 | 2.31 | 13.02 | 13.93 | 9.06 | 6.42 | 11.80 | 23.81 | 16.23 | 25.54 | 53.54 | 11.67 | 11.93 | 1.73 |
| Yield(%) | 0.00 | 11.63 | 9.14 | 8.87 | 6.25 | 4.68 | 3.73 | … | … | 0.00 | 14.29 | 9.59 | 9.70 | 7.28 | 6.56 | 1.42 | 1.58 | 0.36 | 0.57 | 0.69 | 0.34 | 4.04 | 3.70 | 4.12 | 0.00 |
Data as of 12/17/2020, Common starting date is 10/20/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JBLAX (MULTIMANAGER LIFESTYLE AGGRESSIVE PORTFOLIO CLASS B) |
-17.77%
Feb 2006 – Feb 2009 |
-3.89%
May 2007 – May 2012 |
2.38%
Feb 2006 – Feb 2016 |
5.46%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JBLAX (MULTIMANAGER LIFESTYLE AGGRESSIVE PORTFOLIO CLASS B) |
23.58%
Feb 2009 – Feb 2012 |
20.01%
Feb 2009 – Feb 2014 |
12.27%
Feb 2009 – Feb 2019 |
5.46%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison Chart