Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPLBX (MULTIMANAGER LIFESTYLE BALANCED PORTFOLIO CLASS R1) | NA | 6.58% | 5.16% | 7.20% | 6.29% | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 09/22/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPLBX (MULTIMANAGER LIFESTYLE BALANCED 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 | 6.58 | 5.16 | 7.20 | 6.29 | NA | NA | … | … | 5.85 | 18.20 | -7.15 | 14.39 | 6.40 | -1.85 | 3.53 | 15.22 | 13.30 | -2.94 | 12.75 | 32.22 | -32.05 | 5.41 | 6.48 |
| Sharpe Ratio | NA | 0.33 | 0.33 | 0.59 | 0.57 | NA | NA | … | … | 0.29 | 2.41 | -0.96 | 3.31 | 0.71 | -0.21 | 0.49 | 2.21 | 1.70 | -0.20 | 1.10 | 1.91 | -1.36 | 0.23 | 4.98 |
| Standard Deviation(%) | NA | 19.38 | 12.95 | 10.94 | 10.29 | NA | NA | … | … | 19.73 | 6.97 | 8.85 | 4.18 | 8.74 | 8.95 | 7.12 | 6.86 | 7.86 | 14.92 | 11.52 | 16.83 | 24.25 | 10.19 | 4.58 |
| Draw Down(%) | NA | 24.95 | 24.95 | 24.95 | 24.95 | NA | NA | … | … | 24.95 | 3.80 | 13.52 | 1.34 | 8.42 | 9.65 | 5.98 | 5.29 | 6.75 | 15.79 | 9.81 | 17.91 | 40.27 | 7.09 | 0.92 |
| Yield(%) | 0.00 | 8.03 | 7.08 | 7.01 | 5.29 | 4.49 | 3.37 | … | … | 0.30 | 9.49 | 7.44 | 7.60 | 6.38 | 6.15 | 2.38 | 2.41 | 2.20 | 2.47 | 3.27 | 3.40 | 5.25 | 4.26 | 6.84 |
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 |
|---|---|---|---|---|
| JPLBX (MULTIMANAGER LIFESTYLE BALANCED PORTFOLIO CLASS R1) |
-4.40%
Jun 2007 – Jun 2010 |
0.21%
May 2007 – May 2012 |
3.86%
Nov 2006 – Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPLBX (MULTIMANAGER LIFESTYLE BALANCED PORTFOLIO CLASS R1) |
20.24%
Feb 2009 – Feb 2012 |
16.58%
Feb 2009 – Feb 2014 |
10.10%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart