Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| Jazz Pharmaceuticals Inc. 401k Plan Strategic Asset Allocation - Equal Weight Moderate | 6.78% | NA | 1.39% | -1.37% | 4.14% | 4.15% | 6.60% | 5.95% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Jazz Pharmaceuticals Inc. 401k Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
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 (%) | -0.67 | 1.39 | -1.37 | 4.14 | 4.15 | 6.60 | 5.95 | 6.78 | 0.13 | 6.44 | -16.34 | 7.85 | 19.31 | 19.00 | -5.94 | 15.48 | 2.96 | 1.09 | 5.57 | 7.85 | 11.75 | -2.58 | 14.46 | 32.19 | -26.76 | 9.01 | 13.82 | 9.15 | 14.03 | 31.10 | 3.34 | 4.44 |
| Sharpe Ratio | NA | -0.36 | -0.32 | 0.33 | 0.43 | NA | NA | 0.59 | -0.02 | 0.27 | -1.33 | 0.92 | 1.04 | 2.92 | -0.85 | 2.93 | 0.33 | 0.13 | 0.95 | 1.22 | 1.93 | -0.22 | 1.40 | 1.87 | -1.48 | 0.62 | 1.57 | 1.36 | 1.89 | 6.04 | 0.42 | 0.33 |
| Standard Deviation(%) | NA | 8.02 | 10.20 | 11.74 | 9.78 | NA | NA | 9.87 | 7.38 | 8.16 | 13.28 | 8.49 | 18.38 | 6.02 | 8.52 | 5.07 | 8.42 | 8.00 | 5.83 | 6.42 | 6.07 | 11.91 | 10.25 | 17.12 | 18.69 | 9.73 | 6.74 | 5.15 | 6.91 | 5.03 | 5.36 | 6.36 |
| Draw Down(%) | NA | 9.38 | 22.58 | 22.58 | 22.58 | NA | NA | 40.31 | 1.58 | 9.38 | 22.44 | 6.06 | 21.71 | 3.00 | 11.19 | 1.74 | 7.14 | 7.51 | 4.53 | 7.30 | 5.83 | 13.52 | 7.66 | 17.46 | 36.66 | 7.84 | 8.34 | 3.91 | 8.51 | 2.84 | 9.51 | 8.20 |
| Yield(%) | NA | 3.83 | 3.51 | 3.68 | 3.16 | NA | NA | 3.73 | 0.01 | 4.11 | 2.64 | 3.83 | 4.63 | 3.47 | 1.49 | 3.12 | 2.41 | 2.34 | 3.93 | 2.37 | 3.08 | 3.24 | 3.60 | 3.51 | 3.06 | 7.18 | 5.86 | 4.56 | 3.92 | 5.11 | 3.77 | 4.47 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jazz Pharmaceuticals Inc. 401k Plan Strategic Asset Allocation - Equal Weight Moderate |
-8.00%
Feb 2006 - Feb 2009 |
-0.62%
Feb 2004 - Feb 2009 |
4.15%
Oct 2013 - Oct 2023 |
4.12%
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 Strategic Asset Allocation - Equal Weight Moderate |
21.19%
Feb 2009 - Feb 2012 |
17.18%
Oct 2002 - Oct 2007 |
9.82%
Feb 2009 - Feb 2019 |
8.57%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart