Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JLFOX (RETIREMENT LIVING THROUGH 2030 PORTFOLIO CLASS 1) | 8.66% | 12.25% | 4.79% | 2.42% | 5.00% | 6.81% | NA | 5.32% |
Data as of 07/25/2025, AR inception is 10/31/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JLFOX (RETIREMENT LIVING THROUGH 2030 PORTFOLIO CLASS 1) | 10/31/2006 | 07/25/2025 |
| 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 (%) | 0.96 | 12.25 | 4.79 | 2.42 | 5.00 | 6.81 | NA | 5.32 | 8.66 | 6.71 | 14.34 | -29.36 | 6.17 | 13.24 | 21.79 | -7.41 | 18.42 | 8.41 | -1.17 | 5.55 | 22.04 | 15.35 | -4.64 | 16.10 | 36.30 | -39.92 | 9.03 | 4.38 |
| Sharpe Ratio | NA | 0.82 | 0.10 | 0.04 | 0.25 | NA | NA | 0.23 | 1.03 | 0.01 | 1.06 | -1.35 | 0.54 | 0.54 | 2.35 | -0.81 | 3.42 | 0.71 | -0.10 | 0.58 | 2.36 | 1.36 | -0.21 | 0.51 | 1.36 | -1.07 | 0.38 | 3.61 |
| Standard Deviation(%) | NA | 11.13 | 14.43 | 14.04 | 13.86 | NA | NA | 18.11 | 12.62 | 9.02 | 9.61 | 22.79 | 11.48 | 23.78 | 8.68 | 10.80 | 5.22 | 11.61 | 12.31 | 9.50 | 9.31 | 11.31 | 21.74 | 31.10 | 26.56 | 37.97 | 15.79 | 7.43 |
| Draw Down(%) | NA | 10.62 | 20.31 | 35.04 | 35.04 | NA | NA | 55.73 | 10.62 | 6.37 | 9.67 | 29.96 | 7.33 | 26.95 | 4.94 | 15.22 | 1.51 | 10.57 | 12.06 | 7.53 | 6.04 | 9.69 | 21.18 | 16.89 | 24.77 | 50.87 | 10.79 | 1.46 |
| Yield(%) | 0.00 | 3.01 | 2.50 | 2.63 | 5.45 | 6.57 | 4.65 | 5.17 | 0.00 | 3.22 | 3.48 | 1.41 | 3.43 | 2.59 | 11.84 | 10.36 | 10.25 | 7.37 | 6.33 | 6.01 | 4.84 | 6.37 | 1.94 | 2.61 | 2.43 | 2.12 | 2.43 | 2.19 |
Data as of 07/25/2025, 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 |
|---|---|---|---|---|
| JLFOX (RETIREMENT LIVING THROUGH 2030 PORTFOLIO CLASS 1) |
-8.50%
Jun 2007 - Jun 2010 |
-1.51%
May 2007 - May 2012 |
2.98%
Oct 2013 - Oct 2023 |
3.34%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLFOX (RETIREMENT LIVING THROUGH 2030 PORTFOLIO CLASS 1) |
25.37%
Feb 2009 - Feb 2012 |
20.77%
Feb 2009 - Feb 2014 |
13.11%
Feb 2009 - Feb 2019 |
9.28%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart