Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRLAX (MULTIMANAGER LIFESTYLE AGGRESSIVE PORTFOLIO CLASS R3) | NA | 7.18% | 5.86% | 9.17% | 7.92% | 5.84% | NA | … | … |
Data as of 12/17/2020, Common starting date is 10/20/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRLAX (MULTIMANAGER LIFESTYLE AGGRESSIVE PORTFOLIO CLASS R3) | 10/20/2005 | 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 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.18 | 5.86 | 9.17 | 7.92 | 5.84 | NA | … | … | 6.07 | 24.65 | -10.46 | 22.58 | 6.59 | -1.86 | 3.94 | 25.29 | 15.54 | -7.41 | 15.21 | 35.59 | -42.58 | 7.93 | 14.92 | 5.85 |
| Sharpe Ratio | NA | 0.22 | 0.25 | 0.48 | 0.45 | NA | NA | … | … | 0.19 | 1.98 | -0.80 | 3.18 | 0.45 | -0.13 | 0.35 | 2.39 | 1.20 | -0.31 | 0.77 | 1.27 | -1.09 | 0.30 | 1.03 | 2.93 |
| Standard Deviation(%) | NA | 30.93 | 20.92 | 17.69 | 16.58 | NA | NA | … | … | 31.49 | 11.76 | 14.71 | 6.92 | 14.05 | 14.03 | 11.19 | 10.59 | 13.06 | 24.25 | 19.69 | 27.91 | 39.73 | 16.41 | 11.29 | 10.69 |
| Draw Down(%) | NA | 33.97 | 33.97 | 33.97 | 33.97 | NA | NA | … | … | 33.97 | 6.86 | 20.37 | 2.25 | 13.01 | 13.84 | 8.90 | 6.36 | 11.68 | 23.62 | 16.17 | 25.51 | 53.32 | 11.63 | 11.84 | 1.84 |
| Yield(%) | 0.00 | 12.07 | 9.54 | 9.32 | 6.79 | 5.17 | 4.12 | … | … | 0.00 | 14.90 | 10.10 | 10.24 | 7.81 | 7.05 | 1.78 | 2.11 | 0.89 | 1.10 | 1.22 | 0.82 | 4.47 | 4.37 | 4.82 | 0.00 |
Data as of 12/17/2020, Common starting date is 10/20/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRLAX (MULTIMANAGER LIFESTYLE AGGRESSIVE PORTFOLIO CLASS R3) |
-17.32%
Feb 2006 – Feb 2009 |
-3.43%
May 2007 – May 2012 |
2.88%
Feb 2006 – Feb 2016 |
5.97%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRLAX (MULTIMANAGER LIFESTYLE AGGRESSIVE PORTFOLIO CLASS R3) |
24.19%
Feb 2009 – Feb 2012 |
20.60%
Feb 2009 – Feb 2014 |
12.79%
Feb 2009 – Feb 2019 |
5.97%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison Chart