Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPLAX (MULTIMANAGER LIFESTYLE AGGRESSIVE PORTFOLIO CLASS R1) | NA | -47.67% | -16.69% | -5.48% | 0.38% | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 09/22/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPLAX (MULTIMANAGER LIFESTYLE AGGRESSIVE PORTFOLIO CLASS R1) | 09/22/2006 | 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 | -47.67 | -16.69 | -5.48 | 0.38 | NA | NA | … | … | -48.20 | 24.59 | -10.58 | 22.44 | 6.48 | -1.89 | 3.82 | 25.18 | 15.42 | -7.48 | 14.99 | 35.65 | -42.60 | 7.99 | 9.72 |
| Sharpe Ratio | NA | -0.61 | -0.38 | -0.17 | 0.00 | NA | NA | … | … | -0.62 | 1.98 | -0.80 | 3.15 | 0.45 | -0.14 | 0.34 | 2.37 | 1.18 | -0.31 | 0.76 | 1.27 | -1.09 | 0.30 | 4.95 |
| Standard Deviation(%) | NA | 78.38 | 46.57 | 36.77 | 28.18 | NA | NA | … | … | 79.81 | 11.71 | 14.85 | 6.95 | 14.03 | 14.01 | 11.16 | 10.62 | 13.12 | 24.15 | 19.72 | 28.00 | 39.80 | 16.40 | 7.60 |
| Draw Down(%) | NA | 52.16 | 52.16 | 52.16 | 52.16 | NA | NA | … | … | 52.16 | 6.83 | 20.51 | 2.25 | 13.02 | 13.86 | 8.93 | 6.34 | 11.71 | 23.66 | 16.20 | 25.54 | 53.27 | 11.60 | 1.65 |
| Yield(%) | 0.00 | 11.94 | 9.43 | 9.20 | 6.67 | 4.87 | 3.65 | … | … | 0.00 | 14.73 | 9.96 | 10.08 | 7.70 | 6.92 | 1.73 | 2.01 | 0.83 | 0.99 | 1.07 | 0.60 | 4.50 | 4.38 | 4.68 |
Data as of 12/17/2020, Common starting date is 09/22/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPLAX (MULTIMANAGER LIFESTYLE AGGRESSIVE PORTFOLIO CLASS R1) |
-16.47%
Nov 2017 – Nov 2020 |
-6.00%
Nov 2015 – Nov 2020 |
0.88%
Oct 2010 – Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPLAX (MULTIMANAGER LIFESTYLE AGGRESSIVE PORTFOLIO CLASS R1) |
24.03%
Feb 2009 – Feb 2012 |
20.45%
Feb 2009 – Feb 2014 |
12.66%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart