Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/30/2023.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| Jazz Pharmaceuticals Inc. 401k Plan Tactical Asset Allocation Moderate | 9.56% | NA | 8.63% | 3.08% | 6.65% | 5.08% | 7.66% | 8.81% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Jazz Pharmaceuticals Inc. 401k Plan Tactical Asset Allocation Moderate | 12/31/2000 | 02/28/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/30/2023.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | 0.03 | 8.63 | 3.08 | 6.65 | 5.08 | 7.66 | 8.81 | 9.56 | 1.08 | 14.96 | -15.27 | 12.10 | 21.68 | 11.55 | -4.83 | 15.46 | 0.49 | -3.03 | 5.02 | 13.58 | 6.25 | 3.58 | 13.56 | 32.61 | -9.89 | 20.20 | 17.74 | 16.79 | 15.57 | 23.56 | 8.62 | 6.70 |
| Sharpe Ratio | NA | 1.19 | 0.06 | 0.69 | 0.40 | NA | NA | 0.89 | 0.06 | 1.30 | -1.63 | 1.20 | 2.10 | 1.94 | -0.27 | 2.76 | 0.05 | -0.44 | 0.79 | 1.94 | 1.08 | 0.39 | 0.97 | 3.30 | -1.99 | 1.41 | 1.61 | 2.06 | 1.58 | 4.04 | 1.46 | 1.08 |
| Standard Deviation(%) | NA | 8.07 | 9.27 | 9.14 | 10.32 | NA | NA | 9.30 | 8.77 | 8.26 | 10.20 | 10.07 | 10.22 | 5.22 | 22.40 | 5.38 | 6.05 | 7.01 | 6.34 | 6.99 | 5.73 | 9.19 | 13.83 | 9.86 | 5.44 | 12.23 | 8.99 | 7.08 | 9.29 | 5.66 | 5.13 | 4.08 |
| Draw Down(%) | NA | 6.73 | 16.77 | 16.77 | 17.01 | NA | NA | 17.01 | 1.92 | 6.73 | 16.77 | 6.27 | 10.92 | 3.04 | 17.01 | 2.17 | 6.53 | 8.93 | 5.95 | 6.28 | 5.74 | 7.64 | 10.45 | 4.53 | 10.80 | 9.53 | 11.37 | 5.80 | 11.07 | 3.10 | 7.05 | 2.49 |
| Yield(%) | NA | 3.39 | 3.58 | 4.13 | 3.41 | NA | NA | 3.91 | 0.14 | 3.64 | 2.26 | 4.78 | 5.78 | 4.36 | 2.65 | 0.42 | 4.01 | 2.39 | 3.93 | 3.65 | 2.99 | 2.11 | 2.46 | 2.92 | 2.55 | 6.93 | 8.15 | 4.48 | 3.61 | 4.38 | 4.03 | 7.23 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jazz Pharmaceuticals Inc. 401k Plan Tactical Asset Allocation Moderate |
0.61%
Feb 2014 - Feb 2017 |
2.38%
Dec 2013 - Dec 2018 |
4.66%
Oct 2013 - Oct 2023 |
6.09%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jazz Pharmaceuticals Inc. 401k Plan Tactical Asset Allocation Moderate |
22.56%
Oct 2004 - Oct 2007 |
20.34%
Oct 2002 - Oct 2007 |
14.73%
Apr 2001 - Apr 2011 |
11.17%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart