Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Jacksonville Savings Bank 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 9.31% | 6.43% | 8.50% | 6.56% | 7.97% | 7.05% | 7.08% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Jacksonville Savings Bank 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.51 | 9.31 | 6.43 | 8.50 | 6.56 | 7.97 | 7.05 | 7.08 | 1.32 | 16.00 | -8.95 | 10.91 | 22.74 | 17.49 | -3.87 | 10.69 | 3.93 | 1.21 | 5.99 | 14.30 | 10.69 | 1.76 | 12.52 | 22.11 | -23.38 | 6.70 | 13.29 | 7.33 | 12.74 | 24.68 | 1.42 | -2.28 |
| Sharpe Ratio | NA | 1.36 | 0.41 | 0.78 | 0.66 | NA | NA | 0.63 | 0.14 | 1.60 | -0.83 | 1.14 | 1.26 | 2.26 | -0.55 | 2.10 | 0.48 | 0.14 | 0.87 | 2.30 | 1.79 | 0.16 | 1.53 | 1.63 | -1.31 | 0.47 | 1.82 | 1.03 | 1.91 | 4.04 | 0.03 | -0.39 |
| Standard Deviation(%) | NA | 7.26 | 9.84 | 11.53 | 9.79 | NA | NA | 9.71 | 7.40 | 7.33 | 12.37 | 9.52 | 17.86 | 7.13 | 9.51 | 4.79 | 7.79 | 8.31 | 6.83 | 6.20 | 5.94 | 11.07 | 8.14 | 13.50 | 18.58 | 7.96 | 5.50 | 4.99 | 6.16 | 5.94 | 9.46 | 11.83 |
| Draw Down(%) | NA | 5.42 | 15.41 | 20.65 | 20.65 | NA | NA | 34.99 | 1.48 | 5.42 | 15.33 | 5.79 | 20.65 | 3.27 | 12.12 | 2.99 | 7.68 | 8.02 | 4.26 | 5.55 | 4.56 | 9.48 | 6.73 | 13.88 | 30.79 | 6.21 | 5.44 | 3.42 | 4.79 | 4.57 | 12.38 | 11.83 |
| Yield(%) | NA | 5.93 | 5.06 | 4.69 | 4.25 | NA | NA | 3.87 | 0.01 | 6.19 | 2.36 | 6.77 | 5.39 | 3.09 | 4.16 | 0.56 | 2.55 | 7.00 | 4.75 | 4.03 | 2.13 | 3.24 | 3.42 | 2.63 | 1.88 | 6.54 | 6.13 | 4.89 | 3.34 | 4.33 | 1.51 | 2.13 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Jacksonville Savings Bank 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate |
-6.15%
Feb 2006 - Feb 2009 |
-0.08%
Feb 2004 - Feb 2009 |
4.89%
Dec 2006 - Dec 2016 |
5.25%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jacksonville Savings Bank 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate |
17.34%
Feb 2009 - Feb 2012 |
14.61%
Sep 2002 - Sep 2007 |
9.37%
Feb 2009 - Feb 2019 |
8.80%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart