Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JLDOX (RETIREMENT LIVING THROUGH 2020 PORTFOLIO CLASS 1) | 6.63% | 9.38% | 4.71% | 1.32% | 3.67% | 5.96% | NA | 4.52% |
Data as of 07/03/2025, AR inception is 10/31/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JLDOX (RETIREMENT LIVING THROUGH 2020 PORTFOLIO CLASS 1) | 10/31/2006 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.70 | 9.38 | 4.71 | 1.32 | 3.67 | 5.96 | NA | 4.52 | 6.63 | 3.30 | 11.56 | -23.28 | 1.48 | 8.40 | 18.04 | -5.49 | 13.89 | 8.11 | -1.18 | 5.07 | 16.42 | 14.28 | -2.39 | 14.00 | 35.44 | -36.02 | 7.83 | 4.29 |
| Sharpe Ratio | NA | 0.72 | 0.08 | -0.03 | 0.20 | NA | NA | 0.24 | 1.03 | -0.44 | 1.01 | -1.49 | 0.14 | 0.47 | 2.80 | -0.90 | 3.60 | 0.93 | -0.13 | 0.70 | 2.25 | 1.63 | -0.14 | 0.94 | 1.58 | -1.20 | 0.36 | 3.01 |
| Standard Deviation(%) | NA | 7.84 | 10.66 | 10.73 | 10.29 | NA | NA | 13.58 | 9.19 | 7.45 | 7.32 | 16.56 | 10.33 | 17.45 | 5.93 | 7.61 | 3.70 | 8.46 | 9.07 | 7.17 | 7.27 | 8.83 | 17.21 | 14.76 | 22.42 | 30.78 | 13.60 | 8.68 |
| Draw Down(%) | NA | 7.03 | 15.36 | 30.02 | 30.02 | NA | NA | 50.89 | 7.03 | 6.43 | 7.45 | 23.70 | 8.48 | 21.77 | 3.19 | 11.09 | 1.10 | 7.72 | 9.40 | 5.98 | 5.45 | 7.47 | 17.36 | 11.98 | 22.09 | 46.20 | 9.41 | 1.73 |
| Yield(%) | 0.00 | 3.81 | 3.39 | 3.15 | 5.37 | 6.63 | 4.60 | 5.12 | 0.00 | 4.00 | 3.90 | 2.57 | 3.66 | 3.05 | 10.61 | 9.53 | 9.35 | 7.98 | 7.09 | 6.16 | 5.18 | 5.96 | 2.69 | 3.09 | 3.28 | 3.00 | 2.61 | 1.82 |
Data as of 07/03/2025, AR inception is 10/31/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLDOX (RETIREMENT LIVING THROUGH 2020 PORTFOLIO CLASS 1) |
-6.50%
Nov 2020 - Nov 2023 |
-1.20%
Dec 2017 - Dec 2022 |
2.18%
Oct 2013 - Oct 2023 |
2.94%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLDOX (RETIREMENT LIVING THROUGH 2020 PORTFOLIO CLASS 1) |
23.65%
Feb 2009 - Feb 2012 |
18.80%
Feb 2009 - Feb 2014 |
11.66%
Feb 2009 - Feb 2019 |
7.95%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart