Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JLCRX (FUNDAMENTAL LARGE CAP CORE FUND CLASS R1) | NA | -15.70% | -1.68% | 4.70% | 7.61% | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 05/26/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JLCRX (FUNDAMENTAL LARGE CAP CORE FUND CLASS R1) | 05/26/2009 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -15.70 | -1.68 | 4.70 | 7.61 | NA | NA | … | … | -16.69 | 34.52 | -14.20 | 19.73 | 9.62 | 5.37 | 7.46 | 31.77 | 19.79 | -9.31 | 14.18 | 22.45 |
| Sharpe Ratio | NA | -0.35 | -0.08 | 0.16 | 0.35 | NA | NA | … | … | -0.38 | 2.35 | -0.84 | 2.25 | 0.59 | 0.33 | 0.61 | 2.69 | 1.32 | -0.36 | 0.77 | 2.00 |
| Standard Deviation(%) | NA | 45.32 | 29.43 | 24.19 | 20.87 | NA | NA | … | … | 46.14 | 14.10 | 18.53 | 8.54 | 15.78 | 16.17 | 12.23 | 11.80 | 15.04 | 25.77 | 18.36 | 19.73 |
| Draw Down(%) | NA | 36.99 | 36.99 | 36.99 | 36.99 | NA | NA | … | … | 36.99 | 9.02 | 25.19 | 3.66 | 16.35 | 11.85 | 8.45 | 5.15 | 12.48 | 26.02 | 16.45 | 8.55 |
| Yield(%) | 0.00 | 0.00 | 3.38 | 4.95 | 4.36 | 4.00 | 3.00 | … | … | 0.00 | 0.21 | 9.95 | 8.91 | 3.21 | 1.24 | 0.00 | 0.32 | 0.71 | 0.01 | 1.25 | 0.00 |
Data as of 12/17/2020, Common starting date is 05/26/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLCRX (FUNDAMENTAL LARGE CAP CORE FUND CLASS R1) |
-1.13%
Nov 2017 – Nov 2020 |
3.57%
Mar 2015 – Mar 2020 |
7.27%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLCRX (FUNDAMENTAL LARGE CAP CORE FUND CLASS R1) |
22.41%
Sep 2011 – Sep 2014 |
15.49%
Sep 2011 – Sep 2016 |
12.61%
Aug 2010 – Aug 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart