Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Jacobs Technology 401K Tactical Asset Allocation Moderate | NA | 19.47% | 3.13% | 7.52% | 6.88% | 8.62% | 9.10% | 9.21% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Jacobs Technology 401K Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.09 | 19.47 | 3.13 | 7.52 | 6.88 | 8.62 | 9.10 | 9.21 | NA | 7.09 | 11.39 | -11.58 | 16.12 | 12.26 | 21.44 | -6.08 | 10.79 | 10.06 | -2.63 | 10.63 | 15.81 | 12.85 | 4.00 | 14.65 | 19.81 | -0.04 | 7.69 | 21.03 | 5.65 | 15.58 | 14.90 | 0.94 | 4.99 |
| Sharpe Ratio | NA | 0.13 | -0.13 | 0.33 | 0.46 | NA | NA | 0.80 | 0.03 | 0.06 | 0.90 | -0.99 | 1.52 | 0.67 | 3.36 | -0.78 | 2.10 | 1.21 | -0.30 | 1.48 | 2.20 | 1.70 | 0.26 | 1.25 | 1.65 | -0.17 | 0.47 | 2.20 | 0.51 | 1.85 | 2.28 | -0.03 | 0.47 |
| Standard Deviation(%) | NA | 8.59 | 10.15 | 12.23 | 10.20 | NA | NA | 9.40 | 7.43 | 8.68 | 7.93 | 13.16 | 10.58 | 17.98 | 5.97 | 9.52 | 4.83 | 8.12 | 8.88 | 7.15 | 7.19 | 7.53 | 15.34 | 11.68 | 11.94 | 5.70 | 9.96 | 8.08 | 6.76 | 7.92 | 6.23 | 5.38 | 5.75 |
| Draw Down(%) | NA | 5.81 | 15.71 | 20.60 | 20.60 | NA | NA | 20.60 | 0.61 | 5.81 | 6.90 | 17.69 | 5.17 | 20.60 | 2.22 | 13.02 | 2.37 | 5.70 | 11.87 | 3.66 | 7.29 | 5.18 | 11.95 | 7.46 | 5.48 | 5.43 | 6.58 | 6.34 | 4.74 | 9.81 | 5.43 | 3.78 | 4.05 |
| Yield(%) | NA | 4.56 | 3.52 | 3.72 | 3.49 | NA | NA | 0.00 | NA | 1.14 | 4.71 | 3.38 | 1.90 | 3.99 | 4.93 | 3.51 | 2.70 | 3.37 | 2.71 | 3.46 | 4.33 | 3.10 | 2.64 | 3.12 | 4.23 | 4.34 | 4.96 | 4.12 | 3.66 | 2.74 | 4.04 | 5.21 | 5.93 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jacobs Technology 401K Tactical Asset Allocation Moderate |
1.79%
Dec 2021 - Dec 2024 |
3.28%
Mar 2015 - Mar 2020 |
6.03%
Oct 2013 - Oct 2023 |
7.63%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jacobs Technology 401K Tactical Asset Allocation Moderate |
16.55%
Dec 2018 - Dec 2021 |
14.58%
Jun 2009 - Jun 2014 |
12.43%
Apr 2003 - Apr 2013 |
10.91%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart