Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JLDDX (RETIREMENT LIVING THROUGH 2020 PORTFOLIO CLASS R1) | NA | -46.43% | -16.31% | -6.56% | -0.63% | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 11/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JLDDX (RETIREMENT LIVING THROUGH 2020 PORTFOLIO CLASS R1) | 11/02/2006 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -46.43 | -16.31 | -6.56 | -0.63 | NA | NA | … | … | -46.79 | 17.27 | -6.18 | 13.14 | 7.26 | -1.78 | 4.35 | 15.66 | 13.41 | -2.99 | 13.35 | 34.70 | -36.51 | 7.08 | 4.69 |
| Sharpe Ratio | NA | -0.66 | -0.42 | -0.23 | -0.04 | NA | NA | … | … | -0.67 | 2.64 | -1.00 | 3.37 | 0.83 | -0.20 | 0.60 | 2.14 | 1.54 | -0.17 | 0.91 | 1.55 | -1.18 | 0.30 | 3.62 |
| Standard Deviation(%) | NA | 70.55 | 41.14 | 32.15 | 23.92 | NA | NA | … | … | 71.84 | 6.00 | 7.54 | 3.72 | 8.49 | 9.02 | 7.18 | 7.30 | 8.74 | 17.24 | 14.62 | 22.36 | 31.57 | 13.61 | 8.56 |
| Draw Down(%) | NA | 50.24 | 50.24 | 50.24 | 50.24 | NA | NA | … | … | 50.24 | 3.20 | 11.66 | 1.15 | 7.92 | 9.60 | 6.09 | 5.55 | 7.58 | 17.49 | 12.09 | 22.06 | 46.56 | 9.36 | 1.63 |
| Yield(%) | 0.00 | 8.44 | 7.86 | 7.65 | 6.19 | 4.56 | 3.42 | … | … | 0.00 | 9.83 | 8.85 | 8.60 | 7.23 | 6.38 | 5.43 | 4.43 | 5.22 | 2.09 | 2.48 | 2.59 | 2.33 | 2.07 | 1.70 |
Data as of 12/17/2020, Common starting date is 11/02/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLDDX (RETIREMENT LIVING THROUGH 2020 PORTFOLIO CLASS R1) |
-16.19%
Nov 2017 – Nov 2020 |
-6.98%
Oct 2015 – Oct 2020 |
-0.34%
Oct 2010 – Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLDDX (RETIREMENT LIVING THROUGH 2020 PORTFOLIO CLASS R1) |
22.95%
Feb 2009 – Feb 2012 |
18.07%
Feb 2009 – Feb 2014 |
10.93%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart