Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRWOX (RETIREMENT CHOICES AT 2020 PORTFOLIO CLASS 1) | NA | 5.34% | 4.72% | 5.20% | 5.06% | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 05/04/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRWOX (RETIREMENT CHOICES AT 2020 PORTFOLIO CLASS 1) | 05/04/2010 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.34 | 4.72 | 5.20 | 5.06 | NA | NA | … | … | 5.05 | 10.94 | -1.58 | 6.68 | 5.16 | -0.76 | 4.89 | 7.22 | 9.22 | 3.59 | 6.39 |
| Sharpe Ratio | NA | 0.52 | 0.62 | 0.87 | 0.85 | NA | NA | … | … | 0.50 | 4.03 | -1.05 | 2.77 | 1.20 | -0.18 | 1.31 | 1.41 | 1.86 | 0.37 | 0.63 |
| Standard Deviation(%) | NA | 9.74 | 6.02 | 5.11 | 5.52 | NA | NA | … | … | 9.92 | 2.36 | 2.78 | 2.19 | 4.12 | 4.44 | 3.71 | 5.09 | 4.96 | 9.51 | 15.30 |
| Draw Down(%) | NA | 13.70 | 13.70 | 13.70 | 13.70 | NA | NA | … | … | 13.70 | 1.02 | 3.24 | 1.17 | 2.44 | 5.16 | 2.51 | 5.68 | 3.50 | 7.44 | 6.48 |
| Yield(%) | 0.00 | 9.65 | 7.35 | 5.99 | 4.56 | 3.21 | 2.41 | … | … | 4.96 | 5.43 | 6.45 | 7.34 | 3.44 | 3.49 | 2.52 | 2.20 | 3.14 | 1.46 | 1.41 |
Data as of 12/17/2020, Common starting date is 05/04/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRWOX (RETIREMENT CHOICES AT 2020 PORTFOLIO CLASS 1) |
2.38%
Apr 2015 – Apr 2018 |
2.51%
Mar 2015 – Mar 2020 |
4.70%
Sep 2010 – Sep 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRWOX (RETIREMENT CHOICES AT 2020 PORTFOLIO CLASS 1) |
8.93%
Jun 2010 – Jun 2013 |
7.64%
Jun 2010 – Jun 2015 |
5.95%
Jun 2010 – Jun 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart