Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JLFDX (RETIREMENT LIVING THROUGH 2030 PORTFOLIO CLASS R1) | NA | -44.34% | -14.96% | -4.86% | 0.65% | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 11/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JLFDX (RETIREMENT LIVING THROUGH 2030 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 | -44.34 | -14.96 | -4.86 | 0.65 | NA | NA | … | … | -44.78 | 20.90 | -8.01 | 17.56 | 7.67 | -1.87 | 4.84 | 21.13 | 14.59 | -5.23 | 14.91 | 35.72 | -40.44 | 8.38 | 4.99 |
| Sharpe Ratio | NA | -0.64 | -0.38 | -0.17 | 0.01 | NA | NA | … | … | -0.65 | 2.25 | -0.85 | 3.25 | 0.64 | -0.15 | 0.51 | 2.27 | 1.29 | -0.24 | 0.48 | 1.34 | -1.08 | 0.34 | 4.54 |
| Standard Deviation(%) | NA | 70.12 | 41.30 | 32.51 | 24.92 | NA | NA | … | … | 71.40 | 8.67 | 10.98 | 5.24 | 11.55 | 12.27 | 9.49 | 9.27 | 11.34 | 21.78 | 31.18 | 26.53 | 38.02 | 15.75 | 7.39 |
| Draw Down(%) | NA | 49.25 | 49.25 | 49.25 | 49.25 | NA | NA | … | … | 49.25 | 4.96 | 15.81 | 1.52 | 10.57 | 12.26 | 7.65 | 6.06 | 9.89 | 21.39 | 16.95 | 24.89 | 51.19 | 10.83 | 1.56 |
| Yield(%) | 0.00 | 9.21 | 8.50 | 8.11 | 6.56 | 4.67 | 3.50 | … | … | 0.00 | 11.05 | 9.71 | 9.49 | 6.62 | 5.61 | 5.29 | 4.07 | 5.64 | 1.34 | 1.61 | 1.76 | 1.49 | 1.88 | 2.07 |
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 |
|---|---|---|---|---|
| JLFDX (RETIREMENT LIVING THROUGH 2030 PORTFOLIO CLASS R1) |
-14.76%
Nov 2017 – Nov 2020 |
-5.32%
Oct 2015 – Oct 2020 |
1.09%
Oct 2010 – Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLFDX (RETIREMENT LIVING THROUGH 2030 PORTFOLIO CLASS R1) |
24.45%
Feb 2009 – Feb 2012 |
19.91%
Feb 2009 – Feb 2014 |
12.31%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart