Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JLIDX (RETIREMENT LIVING THROUGH 2040 PORTFOLIO CLASS R1) | NA | -44.84% | -15.06% | -4.39% | 1.02% | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 11/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JLIDX (RETIREMENT LIVING THROUGH 2040 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 | -44.84 | -15.06 | -4.39 | 1.02 | NA | NA | … | … | -45.37 | 23.63 | -9.40 | 20.51 | 8.02 | -1.98 | 4.84 | 23.06 | 14.81 | -5.64 | 15.21 | 35.93 | -40.58 | 8.69 | 5.40 |
| Sharpe Ratio | NA | -0.61 | -0.36 | -0.15 | 0.02 | NA | NA | … | … | -0.62 | 2.11 | -0.80 | 3.18 | 0.59 | -0.15 | 0.47 | 2.31 | 1.23 | -0.25 | 0.47 | 1.34 | -1.09 | 0.34 | 4.64 |
| Standard Deviation(%) | NA | 73.78 | 43.74 | 34.53 | 26.47 | NA | NA | … | … | 75.12 | 10.54 | 13.47 | 6.28 | 13.21 | 13.34 | 10.29 | 9.97 | 12.09 | 22.87 | 32.51 | 26.74 | 38.06 | 16.79 | 7.98 |
| Draw Down(%) | NA | 50.21 | 50.21 | 50.21 | 50.21 | NA | NA | … | … | 50.21 | 6.19 | 18.68 | 1.88 | 11.61 | 13.07 | 8.18 | 6.38 | 10.50 | 22.24 | 17.61 | 25.00 | 51.38 | 11.34 | 1.65 |
| Yield(%) | 0.00 | 9.91 | 8.79 | 8.48 | 6.86 | 4.91 | 3.68 | … | … | 0.00 | 12.14 | 10.54 | 8.99 | 6.82 | 5.48 | 5.12 | 4.13 | 6.43 | 1.19 | 1.49 | 1.71 | 1.38 | 2.20 | 2.18 |
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 |
|---|---|---|---|---|
| JLIDX (RETIREMENT LIVING THROUGH 2040 PORTFOLIO CLASS R1) |
-14.84%
Nov 2017 – Nov 2020 |
-4.88%
Oct 2015 – Oct 2020 |
1.47%
Oct 2010 – Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLIDX (RETIREMENT LIVING THROUGH 2040 PORTFOLIO CLASS R1) |
24.65%
Feb 2009 – Feb 2012 |
20.36%
Feb 2009 – Feb 2014 |
12.82%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart