Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JLEOX (RETIREMENT LIVING THROUGH 2025 PORTFOLIO CLASS 1) | 7.12% | 8.59% | 3.79% | 1.47% | 4.06% | 6.41% | NA | 4.85% |
Data as of 07/21/2025, AR inception is 10/31/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JLEOX (RETIREMENT LIVING THROUGH 2025 PORTFOLIO CLASS 1) | 10/31/2006 | 07/21/2025 |
| 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 (%) | 0.31 | 8.59 | 3.79 | 1.47 | 4.06 | 6.41 | NA | 4.85 | 7.12 | 8.07 | 12.81 | -26.91 | 4.00 | 11.45 | 19.85 | -6.39 | 16.20 | 8.38 | -1.16 | 5.35 | 19.69 | 14.95 | -3.73 | 14.95 | 35.99 | -38.30 | 8.34 | 4.19 |
| Sharpe Ratio | NA | 0.58 | 0.10 | -0.04 | 0.21 | NA | NA | 0.23 | 0.98 | 0.21 | 1.05 | -1.43 | 0.37 | 0.54 | 2.56 | -0.83 | 3.46 | 0.82 | -0.11 | 0.63 | 2.35 | 1.46 | -0.19 | 0.86 | 1.44 | -1.10 | 0.36 | 3.69 |
| Standard Deviation(%) | NA | 8.97 | 12.52 | 12.27 | 12.05 | NA | NA | 15.61 | 10.27 | 6.96 | 8.25 | 19.92 | 10.73 | 20.76 | 7.22 | 9.33 | 4.52 | 9.96 | 10.69 | 8.53 | 8.37 | 10.26 | 19.85 | 17.19 | 24.85 | 35.65 | 14.80 | 6.87 |
| Draw Down(%) | NA | 8.29 | 18.30 | 32.99 | 32.99 | NA | NA | 53.90 | 8.29 | 3.57 | 8.53 | 27.37 | 7.83 | 24.59 | 4.14 | 13.32 | 1.38 | 9.16 | 10.68 | 6.80 | 5.77 | 8.70 | 19.61 | 13.64 | 23.72 | 48.94 | 10.18 | 1.36 |
| Yield(%) | 0.00 | 3.56 | 2.98 | 2.90 | 5.30 | 6.63 | 4.59 | 5.10 | 0.00 | 3.81 | 4.10 | 1.74 | 3.52 | 2.72 | 10.94 | 10.08 | 9.85 | 7.49 | 6.32 | 5.97 | 4.81 | 5.71 | 2.22 | 2.55 | 2.75 | 2.47 | 2.51 | 2.00 |
Data as of 07/21/2025, 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 |
|---|---|---|---|---|
| JLEOX (RETIREMENT LIVING THROUGH 2025 PORTFOLIO CLASS 1) |
-7.66%
Jun 2007 - Jun 2010 |
-1.04%
May 2007 - May 2012 |
2.61%
Oct 2013 - Oct 2023 |
3.15%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLEOX (RETIREMENT LIVING THROUGH 2025 PORTFOLIO CLASS 1) |
24.64%
Feb 2009 - Feb 2012 |
19.96%
Feb 2009 - Feb 2014 |
12.50%
Feb 2009 - Feb 2019 |
8.67%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart