Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NEW JERSEY RESOURCES CORPORATION EMPLOYEES’ RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 24.34% | 1.58% | 2.92% | 3.54% | 5.25% | 6.07% | 6.74% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEW JERSEY RESOURCES CORPORATION EMPLOYEES’ RETIREMENT SAVINGS PLAN 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 (%) | -1.02 | 24.34 | 1.58 | 2.92 | 3.54 | 5.25 | 6.07 | 6.74 | NA | 5.31 | 16.93 | -17.98 | 10.75 | -1.36 | 8.24 | -3.33 | 10.28 | 8.09 | -2.44 | 3.47 | 17.40 | 10.32 | 1.41 | 8.15 | 20.51 | -2.86 | 9.64 | 10.71 | 4.54 | 12.65 | 17.96 | 2.97 | 6.98 |
| Sharpe Ratio | NA | -0.04 | -0.27 | -0.05 | 0.15 | NA | NA | 0.63 | 0.01 | -0.13 | 1.35 | -1.27 | 1.24 | -0.11 | 1.71 | -0.60 | 1.92 | 1.61 | -0.49 | 0.56 | 2.45 | 1.99 | 0.15 | 0.77 | 2.68 | -0.92 | 0.74 | 0.96 | 0.42 | 1.84 | 3.62 | 0.48 | 1.14 |
| Standard Deviation(%) | NA | 9.48 | 11.73 | 11.97 | 9.31 | NA | NA | 7.94 | 8.00 | 9.53 | 9.39 | 15.26 | 8.65 | 15.10 | 4.00 | 7.78 | 5.03 | 4.89 | 5.09 | 6.21 | 7.10 | 5.16 | 8.91 | 10.44 | 7.62 | 4.10 | 8.98 | 7.77 | 5.64 | 6.38 | 4.77 | 3.88 | 4.09 |
| Draw Down(%) | NA | 8.20 | 22.46 | 24.20 | 24.20 | NA | NA | 24.20 | 0.73 | 8.07 | 9.14 | 22.99 | 4.45 | 22.57 | 2.10 | 9.14 | 3.39 | 3.20 | 5.53 | 5.23 | 5.24 | 4.37 | 7.78 | 9.47 | 4.04 | 6.09 | 6.35 | 9.03 | 4.61 | 5.21 | 2.66 | 5.20 | 2.77 |
| Yield(%) | NA | 3.31 | 4.45 | 4.46 | 3.74 | NA | NA | 4.23 | NA | 0.78 | 3.18 | 2.65 | 7.15 | 4.61 | 4.24 | 4.84 | 0.42 | 3.91 | 1.77 | 3.93 | 3.91 | 6.13 | 2.58 | 4.71 | 4.79 | 2.82 | 5.08 | 5.78 | 4.13 | 4.05 | 3.51 | 5.34 | 6.93 |
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 |
|---|---|---|---|---|
| NEW JERSEY RESOURCES CORPORATION EMPLOYEES’ RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-5.12%
Sep 2019 - Sep 2022 |
-2.50%
Sep 2017 - Sep 2022 |
1.86%
Oct 2013 - Oct 2023 |
3.97%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEW JERSEY RESOURCES CORPORATION EMPLOYEES’ RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
13.29%
Apr 2003 - Apr 2006 |
11.88%
Feb 2009 - Feb 2014 |
9.59%
Jul 2003 - Jul 2013 |
8.76%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart