Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NETJETS INC. 401K PLAN Tactical Asset Allocation Moderate | NA | 9.56% | 6.14% | 4.33% | 3.29% | 5.24% | 5.91% | 6.70% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NETJETS INC. 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| 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 (%) | -0.35 | 9.56 | 6.14 | 4.33 | 3.29 | 5.24 | 5.91 | 6.70 | 2.33 | 20.19 | -5.54 | 4.49 | 18.75 | 0.09 | -2.66 | 9.19 | 7.13 | -6.77 | 0.53 | 13.69 | 4.97 | -1.92 | 4.65 | 25.32 | -1.51 | 14.42 | 11.27 | 4.30 | 11.37 | 16.15 | 9.30 | 8.13 |
| Sharpe Ratio | NA | 2.23 | 0.52 | 0.70 | 0.52 | NA | NA | 0.75 | 0.30 | 2.15 | -0.77 | 0.44 | 1.95 | -0.24 | -0.51 | 1.63 | 1.33 | -1.31 | 0.06 | 1.91 | 0.87 | -0.17 | 0.40 | 2.77 | -0.40 | 0.91 | 0.84 | 0.38 | 1.54 | 2.46 | 1.95 | 1.13 |
| Standard Deviation(%) | NA | 7.62 | 8.80 | 8.50 | 7.43 | NA | NA | 7.91 | 6.87 | 7.41 | 9.05 | 10.07 | 9.49 | 5.46 | 7.75 | 5.25 | 5.18 | 5.18 | 7.96 | 7.15 | 5.62 | 11.53 | 11.46 | 9.11 | 6.11 | 12.62 | 9.50 | 5.55 | 6.79 | 6.29 | 4.20 | 5.14 |
| Draw Down(%) | NA | 3.52 | 13.34 | 13.34 | 13.34 | NA | NA | 13.39 | 1.61 | 3.52 | 11.14 | 5.66 | 8.71 | 5.00 | 8.82 | 2.85 | 2.37 | 8.42 | 5.76 | 4.38 | 5.01 | 12.76 | 10.27 | 4.65 | 7.22 | 9.54 | 13.39 | 4.41 | 6.35 | 3.24 | 2.31 | 3.85 |
| Yield(%) | NA | 14.17 | 9.01 | 7.27 | 4.71 | NA | NA | 4.33 | 0.91 | 14.14 | 6.72 | 5.00 | 6.99 | 2.39 | 2.91 | 0.34 | 2.26 | 1.87 | 3.47 | 3.69 | 4.03 | 2.75 | 3.32 | 4.58 | 4.22 | 3.73 | 1.64 | 2.71 | 3.69 | 3.14 | 6.97 | 8.15 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| NETJETS INC. 401K PLAN Tactical Asset Allocation Moderate |
0.13%
Dec 2013 - Dec 2016 |
0.64%
Feb 2015 - Feb 2020 |
2.29%
Apr 2010 - Apr 2020 |
3.81%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NETJETS INC. 401K PLAN Tactical Asset Allocation Moderate |
14.72%
Oct 2004 - Oct 2007 |
13.42%
Oct 2002 - Oct 2007 |
10.55%
Apr 2001 - Apr 2011 |
7.50%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart