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 Strategic Asset Allocation - Equal Weight Moderate | NA | 19.68% | 7.25% | 9.20% | 6.01% | 7.28% | 6.46% | 6.72% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.10 | 19.68 | 7.25 | 9.20 | 6.01 | 7.28 | 6.46 | 6.72 | 1.33 | 21.83 | -3.86 | 4.27 | 23.81 | 15.06 | -4.44 | 10.43 | 5.10 | 0.76 | -0.51 | 14.11 | 9.90 | -2.31 | 11.93 | 29.99 | -27.58 | 12.11 | 10.82 | 6.96 | 10.63 | 19.92 | -2.48 | 7.04 |
| Sharpe Ratio | NA | 1.63 | 0.52 | 0.83 | 0.62 | NA | NA | 0.57 | 0.15 | 2.35 | -0.42 | 0.43 | 1.32 | 1.82 | -0.56 | 2.05 | 0.58 | 0.08 | -0.07 | 2.08 | 1.46 | -0.19 | 1.18 | 1.87 | -1.43 | 1.01 | 0.98 | 0.92 | 1.69 | 2.77 | -0.43 | 0.61 |
| Standard Deviation(%) | NA | 7.35 | 10.04 | 11.67 | 10.08 | NA | NA | 10.19 | 7.13 | 7.47 | 12.55 | 9.81 | 17.87 | 7.50 | 10.33 | 4.78 | 8.50 | 9.02 | 7.07 | 6.77 | 6.74 | 12.04 | 10.00 | 15.96 | 19.89 | 9.06 | 7.69 | 5.23 | 5.74 | 6.94 | 8.35 | 7.73 |
| Draw Down(%) | NA | 4.03 | 15.50 | 20.39 | 20.39 | NA | NA | 39.20 | 1.37 | 4.03 | 14.44 | 6.38 | 20.39 | 4.14 | 12.23 | 2.97 | 7.97 | 9.50 | 5.56 | 4.84 | 6.24 | 12.39 | 7.44 | 15.39 | 31.91 | 6.17 | 10.05 | 3.93 | 4.44 | 7.84 | 15.01 | 10.18 |
| Yield(%) | NA | 15.27 | 8.83 | 6.24 | 4.68 | NA | NA | 3.97 | 0.89 | 15.82 | 6.18 | 4.18 | 3.45 | 1.33 | 3.69 | 0.75 | 1.60 | 4.68 | 4.89 | 4.07 | 2.25 | 2.39 | 1.76 | 1.89 | 6.18 | 4.98 | 2.99 | 4.52 | 2.81 | 2.25 | 2.17 | 5.56 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.70%
Feb 2006 - Feb 2009 |
-1.16%
Feb 2004 - Feb 2009 |
3.94%
Oct 2007 - Oct 2017 |
4.13%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NETJETS INC. 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.39%
Feb 2009 - Feb 2012 |
14.48%
Feb 2009 - Feb 2014 |
8.93%
Feb 2009 - Feb 2019 |
8.60%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart