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) Strategic Asset Allocation - Equal Weight Moderate | NA | 19.23% | 2.31% | 4.22% | 3.00% | 4.38% | 4.83% | 5.35% |
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) 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 (%) | -1.10 | 19.23 | 2.31 | 4.22 | 3.00 | 4.38 | 4.83 | 5.35 | NA | 5.83 | 11.46 | -12.73 | 7.55 | 7.69 | 13.28 | -9.44 | 9.30 | 2.35 | -3.50 | 3.87 | 5.32 | 14.09 | -4.82 | 13.28 | 25.45 | -25.73 | 8.33 | 16.72 | 13.72 | 12.95 | 19.93 | -3.65 | 4.15 |
| Sharpe Ratio | NA | -0.05 | -0.30 | 0.10 | 0.12 | NA | NA | 0.42 | -0.01 | -0.11 | 0.96 | -1.24 | 0.94 | 0.42 | 1.74 | -1.25 | 2.13 | 0.24 | -0.43 | 0.63 | 0.82 | 2.25 | -0.42 | 1.49 | 2.05 | -1.63 | 0.64 | 2.09 | 2.47 | 1.92 | 3.83 | -0.71 | 0.28 |
| Standard Deviation(%) | NA | 7.21 | 8.91 | 11.10 | 9.48 | NA | NA | 8.99 | 6.40 | 7.23 | 7.54 | 11.34 | 7.97 | 17.70 | 6.84 | 8.61 | 4.08 | 8.87 | 8.18 | 6.07 | 6.46 | 6.23 | 11.49 | 8.87 | 12.35 | 16.31 | 8.39 | 6.44 | 4.67 | 6.27 | 5.02 | 6.75 | 6.57 |
| Draw Down(%) | NA | 5.42 | 17.66 | 23.45 | 23.45 | NA | NA | 36.13 | 0.60 | 5.29 | 5.94 | 18.14 | 4.60 | 23.45 | 3.61 | 14.56 | 1.55 | 6.81 | 10.80 | 5.35 | 8.55 | 5.84 | 13.55 | 7.78 | 13.11 | 33.80 | 6.79 | 7.96 | 3.89 | 7.16 | 4.37 | 12.88 | 8.27 |
| Yield(%) | NA | 3.37 | 3.73 | 4.38 | 3.50 | NA | NA | 4.15 | NA | 0.51 | 3.73 | 3.88 | 3.54 | 6.34 | 3.50 | 5.03 | 0.26 | 2.04 | 2.79 | 3.01 | 2.98 | 3.87 | 1.11 | 3.89 | 3.89 | 4.25 | 9.55 | 5.76 | 8.87 | 4.21 | 3.01 | 3.78 | 5.69 |
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) Strategic Asset Allocation - Equal Weight Moderate |
-6.20%
Feb 2006 - Feb 2009 |
-1.65%
Mar 2015 - Mar 2020 |
1.69%
Oct 2013 - Oct 2023 |
1.87%
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) Strategic Asset Allocation - Equal Weight Moderate |
17.83%
Mar 2003 - Mar 2006 |
15.55%
Oct 2002 - Oct 2007 |
8.81%
Mar 2003 - Mar 2013 |
7.03%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart