Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JEC (Jacobs Engineering Group Inc) | NA | 51.63% | -8.50% | 2.83% | 2.69% | 4.79% | 9.40% | 11.75% |
Data as of 12/13/2019, AR inception is 01/12/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEC (Jacobs Engineering Group Inc) | 01/12/1990 | 12/13/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 5.89 | 51.63 | -8.50 | 2.83 | 2.69 | 4.79 | 9.40 | 11.75 | 55.34 | -10.58 | -41.36 | 35.88 | -6.13 | -29.05 | 47.97 | 4.90 | -11.49 | 21.91 | -21.81 | -49.69 | 134.51 | 20.14 | 42.02 | -0.46 | 34.86 | 7.88 | 42.90 | 42.12 | -20.25 | 60.59 | 7.41 | -5.50 | 35.14 | -22.51 | -11.57 | 0.00 | 111.76 | 72.15 |
| Sharpe Ratio | NA | 2.29 | -0.21 | 0.05 | 0.08 | NA | NA | 0.26 | 2.67 | -0.40 | -0.59 | 1.35 | -0.23 | -1.32 | 2.17 | 0.19 | -0.30 | 0.64 | -0.37 | -0.61 | 3.79 | 0.53 | 1.47 | -0.06 | 1.22 | 0.17 | 1.00 | 1.24 | -0.90 | 2.09 | 0.17 | -0.33 | 1.26 | -0.94 | -0.52 | -0.07 | 2.62 | 1.69 |
| Standard Deviation(%) | NA | 21.87 | 46.15 | 39.50 | 34.75 | NA | NA | 36.65 | 21.41 | 30.04 | 71.02 | 26.38 | 26.54 | 21.98 | 22.10 | 25.69 | 38.44 | 34.26 | 59.00 | 82.24 | 34.89 | 31.88 | 27.06 | 25.07 | 27.94 | 39.20 | 41.44 | 30.81 | 26.18 | 27.46 | 23.01 | 27.02 | 24.88 | 26.96 | 26.26 | 34.91 | 41.02 | 41.53 |
| Draw Down(%) | NA | 12.65 | 59.50 | 59.69 | 62.49 | NA | NA | 75.33 | 12.65 | 31.74 | 59.50 | 16.42 | 23.98 | 39.86 | 12.84 | 27.75 | 40.48 | 30.60 | 43.85 | 74.14 | 14.60 | 25.87 | 14.86 | 22.50 | 15.25 | 38.26 | 32.47 | 18.37 | 30.29 | 25.27 | 22.72 | 32.48 | 14.63 | 36.45 | 31.93 | 39.93 | 19.61 | 42.06 |
| Yield(%) | 0.00 | 1.14 | 1.03 | 0.93 | 0.53 | 0.27 | 0.31 | 0.22 | 1.16 | 0.90 | 1.03 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/13/2019, AR inception is 01/12/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEC (Jacobs Engineering Group Inc) |
-24.08%
Mar 2014 - Mar 2017 |
-15.03%
Oct 2007 - Oct 2012 |
-10.27%
Oct 2007 - Oct 2017 |
1.47%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEC (Jacobs Engineering Group Inc) |
62.35%
Oct 2004 - Oct 2007 |
41.91%
Oct 2002 - Oct 2007 |
31.16%
Dec 1997 - Dec 2007 |
20.03%
May 1993 - May 2008 |
Annualized Rolling Returns Comparison Chart