Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Jackson National Life Insurance Co of NY PERSPECTIVE ADVISORS FIXED & VA (NY) Tactical Asset Allocation Moderate | NA | 18.44% | 2.05% | 5.84% | 4.08% | 5.58% | 8.11% | 8.55% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Jackson National Life Insurance Co of NY PERSPECTIVE ADVISORS FIXED & VA (NY) 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 (%) | -1.42 | 18.44 | 2.05 | 5.84 | 4.08 | 5.58 | 8.11 | 8.55 | NA | 5.48 | 13.83 | -14.03 | 8.57 | 13.01 | 14.83 | -13.16 | 11.33 | 3.63 | -1.76 | 1.73 | 12.00 | 14.52 | 4.54 | 9.30 | 13.80 | 7.60 | 17.63 | 16.37 | 18.44 | 19.18 | 23.06 | 0.84 | 2.38 |
| Sharpe Ratio | NA | -0.02 | -0.23 | 0.20 | 0.19 | NA | NA | 0.70 | 0.04 | -0.13 | 1.25 | -1.17 | 0.81 | 0.67 | 1.94 | -1.38 | 1.87 | 0.38 | -0.21 | 0.21 | 1.57 | 1.87 | 0.30 | 0.89 | 1.31 | 0.94 | 1.31 | 1.43 | 2.49 | 2.03 | 3.57 | -0.05 | 0.01 |
| Standard Deviation(%) | NA | 8.70 | 10.14 | 12.53 | 10.59 | NA | NA | 9.65 | 7.99 | 8.77 | 7.67 | 13.14 | 10.57 | 19.03 | 6.91 | 10.48 | 5.73 | 8.93 | 8.35 | 8.08 | 7.64 | 7.72 | 14.88 | 10.32 | 10.49 | 7.13 | 11.20 | 9.17 | 6.52 | 8.97 | 6.26 | 5.80 | 5.97 |
| Draw Down(%) | NA | 6.23 | 19.66 | 23.13 | 23.13 | NA | NA | 23.13 | 0.56 | 6.14 | 5.35 | 20.60 | 6.10 | 23.13 | 3.56 | 20.01 | 2.73 | 7.93 | 9.99 | 6.98 | 9.11 | 5.94 | 11.41 | 8.80 | 6.91 | 4.36 | 8.99 | 13.27 | 5.62 | 11.01 | 3.47 | 7.19 | 5.14 |
| Yield(%) | NA | 3.09 | 3.80 | 4.44 | 4.13 | NA | NA | 0.00 | NA | 1.29 | 3.04 | 4.05 | 3.44 | 6.12 | 4.71 | 4.01 | 1.67 | 2.99 | 5.67 | 4.16 | 1.36 | 3.97 | 3.66 | 2.20 | 4.35 | 4.25 | 10.98 | 6.07 | 7.80 | 4.00 | 5.05 | 4.91 | 5.44 |
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 |
|---|---|---|---|---|
| Jackson National Life Insurance Co of NY PERSPECTIVE ADVISORS FIXED & VA (NY) Tactical Asset Allocation Moderate |
-1.59%
Mar 2017 - Mar 2020 |
-0.40%
Mar 2015 - Mar 2020 |
2.62%
Sep 2012 - Sep 2022 |
4.90%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jackson National Life Insurance Co of NY PERSPECTIVE ADVISORS FIXED & VA (NY) Tactical Asset Allocation Moderate |
24.19%
Apr 2003 - Apr 2006 |
19.67%
Oct 2002 - Oct 2007 |
15.10%
Apr 2003 - Apr 2013 |
11.52%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart