Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRLCX (MULTIMANAGER LIFESTYLE CONSERVATIVE PORTFOLIO CLASS R3) | NA | 5.15% | 3.95% | 4.78% | 4.18% | 4.32% | NA | … | … |
Data as of 12/17/2020, Common starting date is 10/20/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRLCX (MULTIMANAGER LIFESTYLE CONSERVATIVE 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 | 5.15 | 3.95 | 4.78 | 4.18 | 4.32 | NA | … | … | 4.79 | 11.40 | -3.86 | 6.91 | 5.20 | -1.92 | 3.00 | 4.38 | 9.71 | 2.30 | 9.69 | 21.94 | -15.63 | 4.19 | 7.78 | 1.21 |
| Sharpe Ratio | NA | 0.58 | 0.56 | 0.88 | 0.92 | NA | NA | … | … | 0.55 | 3.80 | -1.73 | 3.31 | 1.37 | -0.56 | 1.11 | 1.32 | 3.50 | 0.44 | 2.15 | 2.98 | -1.75 | 0.31 | 1.27 | 1.15 |
| Standard Deviation(%) | NA | 8.40 | 5.38 | 4.56 | 4.11 | NA | NA | … | … | 8.55 | 2.63 | 3.00 | 1.90 | 3.63 | 3.49 | 2.70 | 3.30 | 2.78 | 5.17 | 4.46 | 7.33 | 9.45 | 3.72 | 3.56 | 3.26 |
| Draw Down(%) | NA | 14.22 | 14.22 | 14.22 | 14.22 | NA | NA | … | … | 14.22 | 0.99 | 5.82 | 0.93 | 2.82 | 5.10 | 3.03 | 4.25 | 2.27 | 5.93 | 3.49 | 9.46 | 22.74 | 2.80 | 2.64 | 0.82 |
| Yield(%) | 0.00 | 3.72 | 3.46 | 3.78 | 3.77 | 4.03 | 3.08 | … | … | 1.51 | 3.74 | 3.53 | 3.21 | 3.74 | 4.65 | 5.88 | 2.55 | 3.21 | 3.53 | 4.43 | 4.89 | 6.59 | 3.92 | 7.85 | 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 |
|---|---|---|---|---|
| JRLCX (MULTIMANAGER LIFESTYLE CONSERVATIVE PORTFOLIO CLASS R3) |
-3.99%
Feb 2006 – Feb 2009 |
1.59%
Mar 2015 – Mar 2020 |
3.49%
Mar 2010 – Mar 2020 |
4.37%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRLCX (MULTIMANAGER LIFESTYLE CONSERVATIVE PORTFOLIO CLASS R3) |
14.52%
Feb 2009 – Feb 2012 |
10.98%
Feb 2009 – Feb 2014 |
6.50%
Feb 2009 – Feb 2019 |
4.37%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison Chart