Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JOC Retirement Tactical Asset Allocation Moderate | NA | 20.72% | 2.22% | 7.86% | 5.97% | 6.00% | 6.40% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JOC Retirement 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 | Common | Inception | 2025 | 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 (%) | -1.06 | 20.72 | 2.22 | 7.86 | 5.97 | 6.00 | 6.40 | … | … | 0.29 | 11.88 | 12.75 | -15.14 | 13.15 | 22.06 | 9.41 | -4.52 | 12.97 | 5.62 | -2.71 | 0.55 | 12.63 | 2.75 | 7.03 | 4.40 | 12.25 | -1.95 | 9.73 | 13.10 | 3.13 | 11.81 | 17.59 | 1.52 | 5.54 |
| Sharpe Ratio | NA | 0.76 | -0.13 | 0.66 | 0.61 | NA | NA | … | … | 0.02 | 0.64 | 1.16 | -1.48 | 1.57 | 3.09 | 1.63 | -0.80 | 2.95 | 1.13 | -0.55 | 0.09 | 1.82 | 0.47 | 0.93 | 0.45 | 1.55 | -0.53 | 0.71 | 1.36 | 0.17 | 1.58 | 3.00 | 0.08 | 0.72 |
| Standard Deviation(%) | NA | 8.21 | 9.08 | 8.59 | 7.16 | NA | NA | … | … | 9.14 | 8.21 | 7.33 | 11.19 | 8.36 | 7.07 | 4.92 | 7.28 | 4.19 | 4.79 | 5.00 | 6.01 | 6.92 | 5.68 | 7.55 | 9.67 | 7.83 | 5.47 | 9.43 | 7.23 | 5.74 | 6.87 | 5.64 | 5.38 | 4.47 |
| Draw Down(%) | NA | 4.99 | 16.36 | 17.31 | 17.31 | NA | NA | … | … | 0.81 | 4.99 | 6.71 | 16.97 | 3.88 | 6.53 | 3.21 | 10.18 | 1.51 | 2.96 | 6.45 | 6.31 | 6.26 | 5.77 | 4.58 | 9.70 | 3.74 | 6.90 | 6.43 | 8.06 | 4.37 | 6.63 | 3.18 | 5.60 | 4.38 |
| Yield(%) | NA | 2.97 | 3.01 | 2.65 | 2.11 | NA | NA | … | … | NA | 0.49 | 3.31 | 2.37 | 3.05 | 2.27 | 2.66 | 1.51 | 0.28 | 1.61 | 1.87 | 2.59 | 1.89 | 3.34 | 2.98 | 2.51 | 3.69 | 3.88 | 3.30 | 3.01 | 3.14 | 2.80 | 4.33 | 3.16 | 5.54 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JOC Retirement Tactical Asset Allocation Moderate |
1.10%
Dec 2013 – Dec 2016 |
2.19%
Dec 2013 – Dec 2018 |
4.21%
Oct 2013 – Oct 2023 |
4.84%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JOC Retirement Tactical Asset Allocation Moderate |
14.75%
Dec 2018 – Dec 2021 |
11.92%
Oct 2002 – Oct 2007 |
8.24%
Apr 2003 – Apr 2013 |
7.29%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart