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 Strategic Asset Allocation - Equal Weight Moderate | NA | 6.09% | 2.04% | 5.08% | 2.64% | 5.17% | 4.16% | 4.35% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEFFERIES GROUP, INC. EMPLOYEES 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 (%) | -0.14 | 6.09 | 2.04 | 5.08 | 2.64 | 5.17 | 4.16 | 4.35 | 2.14 | 12.10 | -11.57 | 6.39 | 18.94 | 16.98 | -19.91 | 11.72 | 1.43 | 2.04 | 1.61 | 14.58 | 11.62 | -2.44 | 8.93 | 24.71 | -20.39 | 6.18 | 9.39 | 3.22 | 7.24 | 15.35 | -3.21 | 4.68 |
| Sharpe Ratio | NA | 0.76 | 0.06 | 0.53 | 0.16 | NA | NA | 0.30 | 0.23 | 1.01 | -0.97 | 0.72 | 1.06 | 2.26 | -0.51 | 2.21 | 0.14 | 0.24 | 0.24 | 2.44 | 1.95 | -0.28 | 1.16 | 2.09 | -1.66 | 0.53 | 1.24 | 0.28 | 1.26 | 3.32 | -0.64 | 0.35 |
| Standard Deviation(%) | NA | 7.81 | 10.25 | 11.63 | 16.11 | NA | NA | 12.01 | 8.16 | 7.77 | 13.42 | 8.88 | 17.70 | 6.90 | 41.22 | 5.03 | 8.53 | 8.57 | 6.73 | 5.95 | 5.94 | 8.82 | 7.62 | 11.80 | 12.82 | 5.96 | 4.93 | 3.77 | 4.99 | 4.42 | 6.76 | 6.84 |
| Draw Down(%) | NA | 6.62 | 19.27 | 21.32 | 31.36 | NA | NA | 31.36 | 1.66 | 6.62 | 18.89 | 5.34 | 21.32 | 3.39 | 31.36 | 2.39 | 8.47 | 8.06 | 6.11 | 5.46 | 4.71 | 10.49 | 6.90 | 12.93 | 27.32 | 4.44 | 5.14 | 3.15 | 5.62 | 2.76 | 9.75 | 7.05 |
| Yield(%) | NA | 2.85 | 2.87 | 2.88 | 2.73 | NA | NA | 3.14 | 0.01 | 3.04 | 2.09 | 3.49 | 3.34 | 2.60 | 2.07 | 0.32 | 1.76 | 4.06 | 4.61 | 3.60 | 2.88 | 1.84 | 2.11 | 2.26 | 3.27 | 4.98 | 5.21 | 3.94 | 4.11 | 4.73 | 2.31 | 3.59 |
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 |
|---|---|---|---|---|
| JEFFERIES GROUP, INC. EMPLOYEES PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.68%
Feb 2006 - Feb 2009 |
-1.61%
Mar 2015 - Mar 2020 |
2.49%
Mar 2010 - Mar 2020 |
2.85%
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 Strategic Asset Allocation - Equal Weight Moderate |
14.57%
Feb 2009 - Feb 2012 |
13.28%
Feb 2009 - Feb 2014 |
6.27%
Feb 2009 - Feb 2019 |
6.17%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart