Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JEFFERIES GROUP, INC. EMPLOYEES PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 19.98% | 3.56% | 5.90% | 3.34% | 4.18% | 4.14% | 4.78% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEFFERIES GROUP, INC. EMPLOYEES PROFIT SHARING 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 (%) | -0.91 | 19.98 | 3.56 | 5.90 | 3.34 | 4.18 | 4.14 | 4.78 | NA | 9.00 | 11.96 | -9.76 | 6.18 | 9.73 | 6.93 | -17.20 | 18.99 | 3.08 | -2.83 | -0.15 | 16.56 | 3.70 | 1.14 | 4.89 | 19.76 | -15.93 | 8.72 | 8.41 | 3.74 | 8.51 | 19.10 | -2.14 | 6.65 |
| Sharpe Ratio | NA | 0.45 | -0.05 | 0.30 | 0.11 | NA | NA | 0.32 | 0.07 | 0.36 | 1.17 | -0.94 | 0.67 | 1.07 | 1.29 | -0.51 | 3.23 | 0.58 | -0.45 | -0.02 | 2.34 | 0.72 | 0.13 | 0.49 | 2.77 | -3.16 | 0.66 | 0.90 | 0.30 | 1.32 | 3.52 | -0.57 | 1.15 |
| Standard Deviation(%) | NA | 6.67 | 8.74 | 8.84 | 13.59 | NA | NA | 10.15 | 4.93 | 6.70 | 6.61 | 11.85 | 9.12 | 8.86 | 4.28 | 36.61 | 5.68 | 4.99 | 6.39 | 7.74 | 7.05 | 5.04 | 8.24 | 9.87 | 7.11 | 5.34 | 8.71 | 5.74 | 5.30 | 5.75 | 5.22 | 5.69 | 3.77 |
| Draw Down(%) | NA | 4.48 | 15.40 | 19.26 | 29.57 | NA | NA | 29.57 | 0.30 | 4.36 | 6.03 | 15.91 | 7.01 | 9.39 | 3.35 | 29.57 | 2.54 | 4.81 | 8.30 | 6.33 | 3.78 | 5.11 | 7.59 | 10.41 | 4.93 | 18.13 | 5.71 | 6.05 | 3.58 | 5.44 | 2.94 | 8.74 | 2.37 |
| Yield(%) | NA | 3.22 | 2.96 | 2.96 | 2.89 | NA | NA | 3.66 | NA | 0.67 | 3.52 | 1.98 | 2.84 | 3.06 | 3.33 | 1.82 | 0.35 | 3.28 | 3.23 | 5.48 | 6.78 | 2.18 | 3.16 | 2.90 | 2.79 | 3.40 | 4.87 | 4.89 | 3.73 | 4.72 | 5.70 | 3.43 | 5.98 |
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 |
|---|---|---|---|---|
| JEFFERIES GROUP, INC. EMPLOYEES PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
-4.28%
Oct 2017 - Oct 2020 |
-2.41%
Sep 2017 - Sep 2022 |
1.68%
Oct 2013 - Oct 2023 |
1.96%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEFFERIES GROUP, INC. EMPLOYEES PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
11.36%
Jul 2002 - Jul 2005 |
10.98%
Oct 2002 - Oct 2007 |
6.24%
Apr 2001 - Apr 2011 |
6.36%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart