Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JM Family Enterprises Inc. Associates` 401k Plan Tactical Asset Allocation Moderate | NA | 20.68% | 0.75% | 4.91% | 4.39% | 4.86% | 5.74% | 6.33% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JM Family Enterprises Inc. Associates` 401k 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 (%) | -1.26 | 20.68 | 0.75 | 4.91 | 4.39 | 4.86 | 5.74 | 6.33 | NA | 10.46 | 12.02 | -16.08 | 8.48 | 11.45 | 10.61 | -1.22 | 11.60 | 1.99 | -1.86 | 2.01 | 13.41 | 4.91 | -1.51 | 7.30 | 15.00 | -3.02 | 9.97 | 13.98 | 4.73 | 12.09 | 16.81 | 2.26 | 6.77 |
| Sharpe Ratio | NA | 0.54 | -0.17 | 0.24 | 0.36 | NA | NA | 0.68 | 0.03 | 0.40 | 0.99 | -1.59 | 0.97 | 1.42 | 2.05 | -0.34 | 2.09 | 0.43 | -0.37 | 0.32 | 1.89 | 0.82 | -0.19 | 0.70 | 1.81 | -0.98 | 0.79 | 1.44 | 0.49 | 1.73 | 3.39 | 0.30 | 1.10 |
| Standard Deviation(%) | NA | 9.68 | 9.59 | 9.13 | 7.49 | NA | NA | 7.07 | 11.70 | 9.68 | 7.82 | 11.00 | 8.68 | 7.93 | 4.49 | 7.40 | 5.24 | 4.10 | 5.05 | 6.24 | 7.08 | 5.88 | 8.27 | 10.37 | 8.23 | 4.02 | 8.88 | 7.44 | 5.21 | 6.43 | 4.75 | 3.80 | 4.07 |
| Draw Down(%) | NA | 6.45 | 16.25 | 20.25 | 20.25 | NA | NA | 20.25 | 1.02 | 6.45 | 7.53 | 18.25 | 4.95 | 10.47 | 2.84 | 7.06 | 3.76 | 3.16 | 6.93 | 6.18 | 6.33 | 5.68 | 8.42 | 9.74 | 4.48 | 6.74 | 6.26 | 9.06 | 4.53 | 6.29 | 2.55 | 4.29 | 2.78 |
| Yield(%) | NA | 2.63 | 4.25 | 4.27 | 3.68 | NA | NA | 3.97 | NA | 0.62 | 2.93 | 3.94 | 5.09 | 4.25 | 4.93 | 1.66 | 0.46 | 2.72 | 5.03 | 5.22 | 1.46 | 3.40 | 1.61 | 4.21 | 6.10 | 2.55 | 6.57 | 6.14 | 3.38 | 3.93 | 3.30 | 5.06 | 6.72 |
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 |
|---|---|---|---|---|
| JM Family Enterprises Inc. Associates` 401k Plan Tactical Asset Allocation Moderate |
0.18%
Apr 2021 - Apr 2024 |
1.91%
Sep 2018 - Sep 2023 |
2.77%
Oct 2013 - Oct 2023 |
3.88%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JM Family Enterprises Inc. Associates` 401k Plan Tactical Asset Allocation Moderate |
13.38%
Apr 2003 - Apr 2006 |
12.22%
Oct 2002 - Oct 2007 |
8.84%
Apr 2001 - Apr 2011 |
7.27%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart