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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.28% | 3.38% | 7.77% | 6.03% | 7.33% | 6.99% | 7.36% |
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 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 (%) | -1.06 | 22.28 | 3.38 | 7.77 | 6.03 | 7.33 | 6.99 | 7.36 | NA | 5.00 | 13.25 | -9.97 | 8.41 | 17.10 | 17.37 | -6.45 | 5.14 | 8.73 | 0.52 | 4.90 | 14.97 | 13.21 | 1.48 | 11.60 | 30.62 | -21.12 | 10.10 | 8.64 | 7.20 | 13.35 | 20.04 | -2.44 | 5.54 |
| Sharpe Ratio | NA | -0.08 | -0.13 | 0.31 | 0.39 | NA | NA | 0.56 | 0.04 | -0.17 | 1.03 | -0.90 | 0.97 | 0.91 | 2.21 | -0.83 | 0.75 | 1.01 | 0.06 | 0.67 | 2.24 | 1.98 | 0.12 | 1.11 | 1.97 | -1.16 | 0.88 | 0.81 | 0.93 | 1.98 | 2.84 | -0.40 | 0.43 |
| Standard Deviation(%) | NA | 9.26 | 10.36 | 12.15 | 10.27 | NA | NA | 10.04 | 7.87 | 9.28 | 8.76 | 12.62 | 8.65 | 18.46 | 7.23 | 9.35 | 6.00 | 8.46 | 8.50 | 7.30 | 6.66 | 6.64 | 12.13 | 10.37 | 15.47 | 19.04 | 8.11 | 6.65 | 5.43 | 6.26 | 6.81 | 8.81 | 7.51 |
| Draw Down(%) | NA | 8.02 | 15.49 | 22.78 | 22.78 | NA | NA | 33.06 | 0.67 | 7.96 | 8.46 | 16.09 | 4.46 | 22.78 | 3.20 | 13.27 | 6.41 | 7.30 | 7.79 | 5.87 | 5.70 | 5.35 | 10.31 | 8.39 | 16.01 | 31.27 | 4.82 | 7.23 | 3.94 | 5.66 | 6.97 | 15.46 | 9.56 |
| Yield(%) | NA | 4.42 | 4.07 | 4.50 | 4.46 | NA | NA | 4.61 | NA | 0.82 | 4.35 | 2.96 | 4.31 | 6.22 | 4.16 | 6.13 | 0.31 | 5.74 | 6.31 | 3.85 | 3.86 | 4.65 | 2.37 | 3.26 | 3.89 | 6.49 | 8.31 | 6.21 | 3.91 | 4.70 | 4.39 | 3.77 | 5.12 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.80%
Feb 2006 - Feb 2009 |
0.07%
Feb 2004 - Feb 2009 |
4.69%
Oct 2013 - Oct 2023 |
5.32%
Sep 2007 - Sep 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 Strategic Asset Allocation - Equal Weight Moderate |
20.34%
Feb 2009 - Feb 2012 |
16.73%
Feb 2009 - Feb 2014 |
9.86%
Feb 2009 - Feb 2019 |
9.28%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart