Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRLGX (MULTIMANAGER LIFESTYLE GROWTH PORTFOLIO CLASS R3) | NA | 7.06% | 5.60% | 8.25% | 7.31% | 5.76% | NA | … | … |
Data as of 12/17/2020, Common starting date is 10/20/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRLGX (MULTIMANAGER LIFESTYLE GROWTH 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 | 7.06 | 5.60 | 8.25 | 7.31 | 5.76 | NA | … | … | 6.12 | 21.58 | -8.87 | 18.54 | 6.44 | -1.70 | 4.09 | 21.45 | 14.77 | -5.50 | 14.45 | 34.27 | -37.10 | 6.77 | 12.88 | 4.48 |
| Sharpe Ratio | NA | 0.27 | 0.28 | 0.52 | 0.51 | NA | NA | … | … | 0.24 | 2.18 | -0.86 | 3.20 | 0.54 | -0.15 | 0.43 | 2.38 | 1.37 | -0.27 | 0.95 | 1.58 | -1.22 | 0.29 | 1.09 | 2.68 |
| Standard Deviation(%) | NA | 25.15 | 16.93 | 14.33 | 13.67 | NA | NA | … | … | 25.60 | 9.27 | 11.84 | 5.61 | 11.47 | 11.83 | 9.48 | 9.00 | 10.82 | 20.47 | 15.19 | 21.61 | 31.04 | 13.07 | 8.82 | 8.45 |
| Draw Down(%) | NA | 29.57 | 29.57 | 29.57 | 29.57 | NA | NA | … | … | 29.57 | 5.35 | 17.12 | 1.81 | 10.96 | 11.91 | 7.61 | 5.84 | 9.57 | 20.49 | 12.57 | 21.13 | 46.34 | 9.26 | 9.09 | 1.55 |
| Yield(%) | 0.00 | 10.64 | 8.64 | 8.49 | 6.35 | 5.17 | 4.07 | … | … | 0.00 | 12.83 | 9.09 | 9.12 | 7.35 | 7.35 | 2.58 | 2.46 | 1.60 | 1.71 | 2.41 | 2.49 | 4.67 | 4.45 | 7.55 | 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 |
|---|---|---|---|---|
| JRLGX (MULTIMANAGER LIFESTYLE GROWTH PORTFOLIO CLASS R3) |
-14.13%
Feb 2006 – Feb 2009 |
-1.37%
May 2007 – May 2012 |
3.48%
Feb 2006 – Feb 2016 |
5.86%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRLGX (MULTIMANAGER LIFESTYLE GROWTH PORTFOLIO CLASS R3) |
22.23%
Feb 2009 – Feb 2012 |
18.85%
Feb 2009 – Feb 2014 |
11.63%
Feb 2009 – Feb 2019 |
5.86%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison Chart