Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JREPX (RETIREMENT CHOICES AT 2025 PORTFOLIO CLASS R4) | NA | 5.55% | 0.15% | 3.27% | 3.61% | NA | NA | … | … |
Data as of 10/30/2023, Common starting date is 05/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JREPX (RETIREMENT CHOICES AT 2025 PORTFOLIO CLASS R4) | 05/01/2012 | 10/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.55 | 0.15 | 3.27 | 3.61 | NA | NA | … | … | 2.61 | -12.84 | 4.94 | 10.42 | 14.49 | -3.41 | 10.45 | 6.72 | -1.37 | 5.25 | 11.78 | 3.92 |
| Sharpe Ratio | NA | 0.17 | -0.23 | 0.23 | 0.39 | NA | NA | … | … | -0.21 | -1.59 | 1.09 | 0.73 | 3.39 | -0.84 | 3.20 | 0.99 | -0.20 | 0.91 | 1.46 | 0.74 |
| Standard Deviation(%) | NA | 6.09 | 6.52 | 8.24 | 7.10 | NA | NA | … | … | 5.01 | 8.96 | 4.52 | 13.87 | 3.86 | 5.64 | 3.08 | 6.58 | 7.16 | 5.75 | 8.04 | 7.99 |
| Draw Down(%) | NA | 3.83 | 17.44 | 17.44 | 17.44 | NA | NA | … | … | 3.83 | 17.00 | 2.56 | 16.83 | 1.58 | 7.42 | 1.15 | 4.66 | 7.61 | 4.27 | 8.52 | 5.53 |
| Yield(%) | 0.00 | 12.56 | 8.68 | 8.30 | 6.02 | 4.66 | 3.49 | … | … | 1.56 | 9.45 | 9.35 | 6.63 | 7.62 | 8.47 | 6.95 | 3.62 | 3.18 | 2.14 | 1.84 | 3.10 |
Data as of 10/30/2023, Common starting date is 05/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JREPX (RETIREMENT CHOICES AT 2025 PORTFOLIO CLASS R4) |
-0.68%
Aug 2020 – Aug 2023 |
1.88%
Sep 2017 – Sep 2022 |
3.91%
Sep 2013 – Sep 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JREPX (RETIREMENT CHOICES AT 2025 PORTFOLIO CLASS R4) |
9.88%
Dec 2018 – Dec 2021 |
7.88%
Jan 2016 – Jan 2021 |
5.23%
Jul 2012 – Jul 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart