Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JSW 401K Tactical Asset Allocation Moderate | NA | 26.38% | 5.20% | 7.70% | 7.13% | 8.91% | 9.39% | 8.36% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JSW 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 (%) | -1.22 | 26.38 | 5.20 | 7.70 | 7.13 | 8.91 | 9.39 | 8.36 | NA | 11.94 | 13.30 | -10.57 | 10.17 | 8.43 | 19.34 | -1.69 | 14.77 | 4.33 | 0.21 | 3.21 | 20.44 | 10.84 | 6.10 | 19.08 | 13.11 | 9.74 | 9.42 | 13.24 | 6.70 | 10.47 | 14.46 | -6.71 | -4.35 |
| Sharpe Ratio | NA | 0.60 | 0.08 | 0.28 | 0.46 | NA | NA | 0.64 | 0.04 | 0.49 | 1.04 | -1.02 | 1.00 | 0.40 | 2.25 | -0.26 | 2.75 | 0.44 | 0.02 | 0.36 | 2.62 | 1.27 | 0.40 | 1.70 | 1.18 | 1.08 | 0.64 | 1.13 | 0.64 | 1.09 | 1.54 | -0.93 | -0.83 |
| Standard Deviation(%) | NA | 10.84 | 10.54 | 13.07 | 11.18 | NA | NA | 10.26 | 10.98 | 10.87 | 8.72 | 11.76 | 10.17 | 20.42 | 7.96 | 11.46 | 5.14 | 9.47 | 9.34 | 8.91 | 7.79 | 8.50 | 15.17 | 11.14 | 11.03 | 8.18 | 10.10 | 8.83 | 7.04 | 8.74 | 8.94 | 8.42 | 7.98 |
| Draw Down(%) | NA | 7.83 | 15.62 | 25.21 | 25.21 | NA | NA | 25.21 | 0.93 | 7.77 | 6.49 | 16.60 | 6.15 | 25.21 | 4.41 | 14.53 | 1.92 | 8.98 | 9.51 | 7.09 | 4.63 | 5.60 | 12.60 | 8.51 | 7.96 | 5.61 | 7.46 | 10.58 | 5.42 | 7.37 | 6.41 | 12.15 | 11.64 |
| Yield(%) | NA | 4.90 | 4.61 | 5.50 | 5.20 | NA | NA | 0.00 | NA | 1.33 | 4.68 | 2.91 | 5.52 | 9.64 | 4.11 | 5.77 | 5.24 | 5.46 | 4.75 | 4.41 | 2.26 | 2.74 | 5.82 | 4.37 | 3.23 | 3.92 | 7.79 | 4.61 | 3.45 | 2.79 | 3.22 | 4.37 | 3.86 |
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 |
|---|---|---|---|---|
| JSW 401K Tactical Asset Allocation Moderate |
1.34%
Sep 2019 - Sep 2022 |
3.55%
Sep 2018 - Sep 2023 |
5.08%
Oct 2013 - Oct 2023 |
7.73%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSW 401K Tactical Asset Allocation Moderate |
17.97%
May 2008 - May 2011 |
15.31%
Oct 2008 - Oct 2013 |
12.43%
Apr 2003 - Apr 2013 |
10.86%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart