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 Strategic Asset Allocation - Equal Weight Moderate | NA | 14.03% | 3.26% | 7.79% | 5.58% | 6.66% | 6.52% | 6.44% |
Data as of 07/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JM Family Enterprises Inc. Associates` 401k Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 10/24/2024 |
| 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 (%) | 1.16 | 14.03 | 3.26 | 7.79 | 5.58 | 6.66 | 6.52 | 6.44 | 12.38 | 13.94 | -12.50 | 8.44 | 17.53 | 17.36 | -7.93 | 13.09 | 5.79 | -2.96 | 1.95 | 12.30 | 13.75 | -4.90 | 11.43 | 24.07 | -23.85 | 10.75 | 15.41 | 8.76 | 13.68 | 22.67 | -2.92 | -1.31 |
| Sharpe Ratio | NA | 2.23 | -0.01 | 0.47 | 0.44 | NA | NA | 0.49 | 0.74 | 1.14 | -0.96 | 0.87 | 0.94 | 2.34 | -1.09 | 2.39 | 0.63 | -0.33 | 0.27 | 1.71 | 1.68 | -0.35 | 1.01 | 1.60 | -1.37 | 0.85 | 1.72 | 1.17 | 1.80 | 2.82 | -0.42 | -0.42 |
| Standard Deviation(%) | NA | 9.00 | 10.97 | 12.47 | 10.46 | NA | NA | 10.39 | 8.93 | 8.53 | 14.39 | 9.67 | 18.33 | 6.82 | 8.47 | 5.22 | 8.85 | 9.06 | 7.21 | 7.16 | 8.15 | 14.08 | 11.26 | 14.94 | 18.08 | 9.08 | 7.07 | 5.63 | 7.08 | 7.79 | 9.55 | 8.59 |
| Draw Down(%) | NA | 5.85 | 21.91 | 21.91 | 21.91 | NA | NA | 36.06 | 5.85 | 8.58 | 19.99 | 6.21 | 21.60 | 4.00 | 13.82 | 3.44 | 7.16 | 11.01 | 6.02 | 7.27 | 6.76 | 16.07 | 9.53 | 15.81 | 32.29 | 6.23 | 8.17 | 4.16 | 6.78 | 7.24 | 13.82 | 12.73 |
| Yield(%) | NA | 2.21 | 3.23 | 3.17 | 3.28 | NA | NA | 3.80 | 0.53 | 2.54 | 3.96 | 2.19 | 3.00 | 3.40 | 2.88 | 0.50 | 2.19 | 7.69 | 3.64 | 1.65 | 3.41 | 3.22 | 4.28 | 5.55 | 3.85 | 7.55 | 6.32 | 3.99 | 4.10 | 2.97 | 3.69 | 4.19 |
Data as of 07/31/2024, 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 Strategic Asset Allocation - Equal Weight Moderate |
-5.71%
Feb 2006 - Feb 2009 |
0.89%
Feb 2004 - Feb 2009 |
3.86%
Oct 2013 - Oct 2023 |
3.53%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JM Family Enterprises Inc. Associates` 401k Plan Strategic Asset Allocation - Equal Weight Moderate |
18.08%
Mar 2003 - Mar 2006 |
15.19%
Oct 2002 - Oct 2007 |
9.00%
Mar 2003 - Mar 2013 |
7.95%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart