Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| J.B. HUNT TRANSPORT SERVICES, INC.EMPLOYEE RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 21.15% | 3.03% | 5.78% | 4.33% | 6.15% | 6.13% | 6.85% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| J.B. HUNT TRANSPORT SERVICES, INC.EMPLOYEE RETIREMENT 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 (%) | -1.39 | 21.15 | 3.03 | 5.78 | 4.33 | 6.15 | 6.13 | 6.85 | NA | 2.04 | 13.17 | -11.13 | 12.69 | 8.15 | 16.48 | -6.68 | 2.43 | 3.72 | 0.60 | 4.68 | 9.35 | 14.69 | 2.20 | 13.15 | 27.62 | -23.45 | 5.61 | 17.66 | 10.86 | 14.67 | 26.11 | -1.53 | 3.86 |
| Sharpe Ratio | NA | -0.46 | -0.26 | 0.18 | 0.22 | NA | NA | 0.44 | -0.02 | -0.55 | 1.02 | -0.98 | 1.58 | 0.45 | 2.47 | -1.03 | 0.34 | 0.41 | 0.07 | 0.74 | 1.25 | 1.99 | 0.14 | 1.08 | 1.18 | -0.91 | 0.23 | 1.94 | 1.42 | 1.80 | 4.12 | -0.34 | 0.15 |
| Standard Deviation(%) | NA | 8.22 | 10.14 | 11.74 | 9.79 | NA | NA | 11.60 | 6.85 | 8.30 | 8.78 | 12.78 | 8.00 | 17.74 | 6.10 | 7.74 | 5.28 | 8.61 | 8.53 | 6.33 | 7.46 | 7.37 | 14.94 | 12.12 | 23.31 | 26.72 | 11.44 | 7.41 | 6.11 | 7.64 | 6.17 | 7.83 | 10.52 |
| Draw Down(%) | NA | 7.58 | 15.92 | 23.36 | 23.36 | NA | NA | 40.11 | 0.64 | 7.58 | 7.57 | 17.21 | 3.86 | 23.36 | 2.17 | 10.57 | 3.81 | 7.81 | 7.79 | 4.97 | 8.02 | 5.49 | 13.93 | 8.15 | 19.85 | 38.79 | 6.92 | 7.36 | 3.93 | 8.33 | 5.02 | 14.79 | 10.82 |
| Yield(%) | NA | 3.61 | 4.70 | 4.48 | 4.66 | NA | NA | 4.83 | NA | 0.73 | 3.80 | 3.91 | 5.95 | 3.78 | 4.73 | 4.19 | 0.36 | 4.79 | 8.98 | 5.72 | 6.22 | 5.05 | 3.55 | 4.19 | 3.86 | 4.77 | 9.39 | 9.27 | 3.69 | 2.77 | 3.24 | 3.58 | 4.68 |
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 |
|---|---|---|---|---|
| J.B. HUNT TRANSPORT SERVICES, INC.EMPLOYEE RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
-7.63%
Feb 2006 - Feb 2009 |
-0.25%
Mar 2015 - Mar 2020 |
2.86%
Oct 2013 - Oct 2023 |
3.68%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| J.B. HUNT TRANSPORT SERVICES, INC.EMPLOYEE RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
22.20%
Feb 2009 - Feb 2012 |
17.05%
Feb 2009 - Feb 2014 |
10.56%
Mar 2003 - Mar 2013 |
8.41%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart