Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPLMX (MULTIMANAGER LIFESTYLE MODERATE PORTFOLIO CLASS R1) | NA | 5.52% | 4.43% | 5.93% | 5.23% | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 09/22/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPLMX (MULTIMANAGER LIFESTYLE MODERATE 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 | 5.52 | 4.43 | 5.93 | 5.23 | NA | NA | … | … | 4.98 | 14.77 | -5.52 | 10.39 | 6.03 | -1.99 | 3.08 | 9.55 | 11.59 | 0.22 | 11.46 | 27.35 | -24.22 | 4.24 | 4.59 |
| Sharpe Ratio | NA | 0.39 | 0.40 | 0.69 | 0.70 | NA | NA | … | … | 0.35 | 3.04 | -1.20 | 3.54 | 0.96 | -0.34 | 0.65 | 1.95 | 2.28 | 0.02 | 1.46 | 2.24 | -1.54 | 0.19 | 4.42 |
| Standard Deviation(%) | NA | 13.65 | 8.91 | 7.52 | 6.90 | NA | NA | … | … | 13.89 | 4.40 | 5.69 | 2.77 | 6.01 | 6.00 | 4.70 | 4.89 | 5.09 | 9.27 | 7.77 | 12.15 | 16.25 | 6.57 | 3.32 |
| Draw Down(%) | NA | 19.78 | 19.78 | 19.78 | 19.78 | NA | NA | … | … | 19.78 | 2.21 | 9.64 | 0.95 | 5.49 | 7.38 | 4.21 | 4.80 | 4.13 | 10.08 | 6.22 | 14.08 | 31.70 | 4.56 | 0.63 |
| Yield(%) | 0.00 | 5.32 | 5.45 | 5.39 | 4.51 | 4.12 | 3.09 | … | … | 0.64 | 6.16 | 5.77 | 6.26 | 4.90 | 4.93 | 4.44 | 2.51 | 2.72 | 3.06 | 3.89 | 4.24 | 5.64 | 3.92 | 5.91 |
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 |
|---|---|---|---|---|
| JPLMX (MULTIMANAGER LIFESTYLE MODERATE PORTFOLIO CLASS R1) |
-0.98%
Jun 2007 – Jun 2010 |
1.60%
Mar 2015 – Mar 2020 |
3.88%
Nov 2006 – Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPLMX (MULTIMANAGER LIFESTYLE MODERATE PORTFOLIO CLASS R1) |
17.84%
Feb 2009 – Feb 2012 |
14.00%
Feb 2009 – Feb 2014 |
8.39%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart