Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JLIFX (RETIREMENT LIVING THROUGH 2040 PORTFOLIO CLASS R3) | NA | 8.62% | 6.51% | 9.56% | 8.20% | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 11/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JLIFX (RETIREMENT LIVING THROUGH 2040 PORTFOLIO CLASS R3) | 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 | 8.62 | 6.51 | 9.56 | 8.20 | NA | NA | … | … | 7.56 | 23.80 | -9.40 | 20.65 | 8.13 | -1.87 | 4.95 | 23.20 | 14.94 | -5.55 | 15.33 | 35.88 | -40.49 | 8.69 | 5.41 |
| Sharpe Ratio | NA | 0.30 | 0.30 | 0.55 | 0.51 | NA | NA | … | … | 0.26 | 2.11 | -0.80 | 3.24 | 0.60 | -0.14 | 0.48 | 2.31 | 1.24 | -0.25 | 0.47 | 1.34 | -1.09 | 0.34 | 4.70 |
| Standard Deviation(%) | NA | 28.20 | 19.04 | 16.15 | 15.31 | NA | NA | … | … | 28.71 | 10.61 | 13.34 | 6.21 | 13.14 | 13.24 | 10.27 | 10.04 | 12.14 | 22.75 | 32.52 | 26.74 | 38.05 | 16.70 | 7.89 |
| Draw Down(%) | NA | 31.07 | 31.07 | 31.07 | 31.07 | NA | NA | … | … | 31.07 | 6.20 | 18.63 | 1.88 | 11.62 | 13.08 | 8.18 | 6.30 | 10.51 | 22.17 | 17.61 | 25.15 | 51.38 | 11.42 | 1.65 |
| Yield(%) | 0.00 | 10.01 | 8.88 | 8.59 | 6.98 | 5.00 | 3.75 | … | … | 0.00 | 12.28 | 10.65 | 9.11 | 6.94 | 5.59 | 5.23 | 4.24 | 6.55 | 1.29 | 1.60 | 1.82 | 1.46 | 2.20 | 2.19 |
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 |
|---|---|---|---|---|
| JLIFX (RETIREMENT LIVING THROUGH 2040 PORTFOLIO CLASS R3) |
-9.36%
Jun 2007 – Jun 2010 |
-2.22%
May 2007 – May 2012 |
4.12%
May 2007 – May 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLIFX (RETIREMENT LIVING THROUGH 2040 PORTFOLIO CLASS R3) |
24.81%
Feb 2009 – Feb 2012 |
20.50%
Feb 2009 – Feb 2014 |
12.94%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart