Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JSW 401K Strategic Asset Allocation - Equal Weight Moderate | NA | 21.17% | 2.80% | 6.61% | 6.08% | 7.07% | 6.67% | 6.50% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JSW 401K Strategic Asset Allocation - Equal Weight 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 (%) | -1.15 | 21.17 | 2.80 | 6.61 | 6.08 | 7.07 | 6.67 | 6.50 | NA | 7.78 | 11.60 | -11.47 | 5.32 | 16.87 | 19.34 | -4.50 | 12.44 | 3.26 | 2.02 | 2.75 | 12.31 | 11.36 | 1.13 | 13.46 | 24.05 | -18.62 | 8.49 | 10.15 | 7.05 | 9.86 | 23.11 | -6.08 | -2.84 |
| Sharpe Ratio | NA | 0.27 | -0.13 | 0.26 | 0.43 | NA | NA | 0.49 | 0.04 | 0.14 | 0.97 | -0.98 | 0.59 | 0.97 | 2.47 | -0.60 | 2.23 | 0.34 | 0.22 | 0.37 | 1.84 | 1.64 | 0.09 | 1.24 | 1.88 | -1.21 | 0.68 | 1.06 | 0.94 | 1.31 | 2.51 | -0.62 | -0.54 |
| Standard Deviation(%) | NA | 8.63 | 10.06 | 11.63 | 10.04 | NA | NA | 9.86 | 7.64 | 8.68 | 7.56 | 13.08 | 8.91 | 17.09 | 7.27 | 9.62 | 5.29 | 8.98 | 8.99 | 7.46 | 6.68 | 6.88 | 11.92 | 10.81 | 12.78 | 16.20 | 8.14 | 6.50 | 5.19 | 6.81 | 8.94 | 11.53 | 9.59 |
| Draw Down(%) | NA | 5.01 | 16.50 | 19.58 | 19.58 | NA | NA | 28.96 | 0.64 | 5.01 | 7.44 | 17.25 | 5.63 | 19.58 | 3.07 | 11.86 | 4.64 | 7.68 | 8.57 | 6.07 | 5.97 | 5.20 | 11.23 | 8.36 | 11.95 | 28.64 | 5.69 | 7.03 | 3.42 | 6.08 | 8.56 | 16.15 | 14.04 |
| Yield(%) | NA | 3.40 | 4.81 | 4.69 | 4.00 | NA | NA | 3.79 | NA | 0.61 | 3.68 | 1.43 | 8.76 | 6.25 | 3.07 | 4.53 | 0.34 | 4.00 | 3.77 | 4.14 | 3.15 | 2.20 | 3.68 | 3.08 | 2.60 | 3.10 | 8.01 | 4.19 | 3.82 | 2.93 | 2.66 | 3.15 | 4.10 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.30%
Feb 2006 - Feb 2009 |
0.50%
Feb 2004 - Feb 2009 |
4.62%
Oct 2013 - Oct 2023 |
4.98%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSW 401K Strategic Asset Allocation - Equal Weight Moderate |
17.92%
Feb 2009 - Feb 2012 |
14.41%
Feb 2009 - Feb 2014 |
9.27%
Feb 2009 - Feb 2019 |
8.43%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart