Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRRPX (RETIREMENT CHOICES AT 2040 PORTFOLIO CLASS R4) | NA | 9.52% | 3.51% | 5.65% | 5.76% | NA | NA | … | … |
Data as of 10/30/2023, Common starting date is 05/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRRPX (RETIREMENT CHOICES AT 2040 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 | 9.52 | 3.51 | 5.65 | 5.76 | NA | NA | … | … | 6.04 | -19.20 | 13.85 | 14.88 | 22.10 | -7.03 | 18.04 | 9.45 | -2.24 | 5.97 | 18.84 | 4.03 |
| Sharpe Ratio | NA | 0.44 | 0.15 | 0.28 | 0.38 | NA | NA | … | … | 0.36 | -1.19 | 1.44 | 0.59 | 2.33 | -0.70 | 3.18 | 0.79 | -0.19 | 0.66 | 1.52 | 0.54 |
| Standard Deviation(%) | NA | 10.75 | 12.60 | 15.49 | 13.04 | NA | NA | … | … | 8.61 | 17.37 | 9.60 | 24.89 | 8.89 | 11.90 | 5.51 | 11.68 | 12.01 | 9.01 | 12.37 | 11.33 |
| Draw Down(%) | NA | 6.57 | 25.63 | 26.51 | 26.51 | NA | NA | … | … | 6.57 | 25.31 | 4.33 | 26.51 | 4.79 | 15.45 | 1.52 | 9.13 | 11.81 | 6.83 | 11.81 | 8.07 |
| Yield(%) | 0.00 | 23.09 | 11.58 | 10.86 | 8.08 | 6.49 | 4.87 | … | … | 0.98 | 17.47 | 8.76 | 4.51 | 11.47 | 11.54 | 8.66 | 5.07 | 3.17 | 2.25 | 1.99 | 3.22 |
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 |
|---|---|---|---|---|
| JRRPX (RETIREMENT CHOICES AT 2040 PORTFOLIO CLASS R4) |
1.65%
Sep 2019 – Sep 2022 |
3.14%
Sep 2017 – Sep 2022 |
6.10%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRRPX (RETIREMENT CHOICES AT 2040 PORTFOLIO CLASS R4) |
16.89%
Dec 2018 – Dec 2021 |
12.33%
Oct 2016 – Oct 2021 |
7.90%
Jul 2012 – Jul 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart