Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPLCX (MULTIMANAGER LIFESTYLE CONSERVATIVE PORTFOLIO CLASS R1) | NA | 4.90% | 3.78% | 4.60% | 4.02% | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 09/22/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPLCX (MULTIMANAGER LIFESTYLE CONSERVATIVE 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 | 4.90 | 3.78 | 4.60 | 4.02 | NA | NA | … | … | 4.59 | 11.20 | -4.01 | 6.74 | 5.05 | -2.12 | 2.86 | 4.32 | 9.52 | 2.19 | 9.56 | 21.74 | -15.61 | 4.29 | 2.58 |
| Sharpe Ratio | NA | 0.55 | 0.52 | 0.84 | 0.88 | NA | NA | … | … | 0.52 | 3.70 | -1.78 | 3.20 | 1.31 | -0.61 | 1.07 | 1.28 | 3.46 | 0.41 | 2.15 | 3.00 | -1.76 | 0.34 | 2.40 |
| Standard Deviation(%) | NA | 8.46 | 5.42 | 4.59 | 4.14 | NA | NA | … | … | 8.62 | 2.65 | 3.00 | 1.92 | 3.67 | 3.51 | 2.67 | 3.33 | 2.76 | 5.24 | 4.41 | 7.21 | 9.39 | 3.73 | 2.70 |
| Draw Down(%) | NA | 14.20 | 14.20 | 14.20 | 14.20 | NA | NA | … | … | 14.20 | 0.99 | 6.00 | 0.93 | 2.82 | 5.19 | 3.06 | 4.17 | 2.20 | 5.96 | 3.48 | 9.55 | 22.80 | 2.79 | 0.94 |
| Yield(%) | 0.00 | 3.57 | 3.30 | 3.63 | 3.62 | 3.70 | 2.78 | … | … | 1.40 | 3.56 | 3.36 | 3.06 | 3.60 | 4.53 | 5.72 | 2.41 | 3.04 | 3.42 | 4.24 | 4.72 | 6.60 | 3.94 | 5.86 |
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 |
|---|---|---|---|---|
| JPLCX (MULTIMANAGER LIFESTYLE CONSERVATIVE PORTFOLIO CLASS R1) |
0.84%
Feb 2013 – Feb 2016 |
1.42%
Mar 2015 – Mar 2020 |
3.34%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPLCX (MULTIMANAGER LIFESTYLE CONSERVATIVE PORTFOLIO CLASS R1) |
14.33%
Feb 2009 – Feb 2012 |
10.82%
Feb 2009 – Feb 2014 |
6.35%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart