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 - Optimal Moderate | NA | 33.87% | 11.15% | 12.83% | 8.52% | 8.24% | 7.33% | 7.82% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NETJETS INC. 401K PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.71 | 33.87 | 11.15 | 12.83 | 8.52 | 8.24 | 7.33 | 7.82 | NA | 22.19 | 20.14 | -5.27 | 5.55 | 21.27 | 17.07 | -3.81 | 9.82 | 3.44 | 0.00 | 2.02 | 14.14 | 10.74 | -6.43 | 14.66 | 28.11 | -28.04 | 11.04 | 11.19 | 8.55 | 16.37 | 21.60 | -4.88 | 8.34 |
| Sharpe Ratio | NA | 2.07 | 0.81 | 0.81 | 0.69 | NA | NA | 0.59 | 0.08 | 1.88 | 2.02 | -0.53 | 0.57 | 1.15 | 2.06 | -0.47 | 1.89 | 0.40 | 0.00 | 0.29 | 1.93 | 1.42 | -0.46 | 1.31 | 1.81 | -1.31 | 0.84 | 1.01 | 1.05 | 2.33 | 2.82 | -0.62 | 0.72 |
| Standard Deviation(%) | NA | 8.23 | 9.86 | 11.98 | 10.28 | NA | NA | 10.65 | 7.97 | 8.30 | 7.86 | 12.67 | 9.65 | 18.23 | 7.62 | 10.90 | 4.87 | 8.00 | 8.70 | 6.81 | 7.30 | 7.50 | 14.00 | 11.17 | 15.49 | 22.18 | 9.56 | 7.83 | 6.05 | 6.63 | 7.41 | 9.60 | 8.36 |
| Draw Down(%) | NA | 5.22 | 14.24 | 19.77 | 19.77 | NA | NA | 40.47 | 0.60 | 5.22 | 5.06 | 14.49 | 6.36 | 19.77 | 3.93 | 12.43 | 2.14 | 7.84 | 9.40 | 5.49 | 4.38 | 6.60 | 16.90 | 8.09 | 15.92 | 37.01 | 6.41 | 9.25 | 4.22 | 5.80 | 6.70 | 15.99 | 9.69 |
| Yield(%) | NA | 14.70 | 11.27 | 7.77 | 5.47 | NA | NA | 4.70 | NA | 4.52 | 13.84 | 7.49 | 7.24 | 3.15 | 2.15 | 5.40 | 0.78 | 1.73 | 3.57 | 4.43 | 4.27 | 3.25 | 4.24 | 3.61 | 2.91 | 2.63 | 3.91 | 4.12 | 6.35 | 4.49 | 3.31 | 4.54 | 6.26 |
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 |
|---|---|---|---|---|
| NETJETS INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-8.05%
Feb 2006 - Feb 2009 |
-0.69%
Feb 2004 - Feb 2009 |
3.42%
Oct 2007 - Oct 2017 |
3.93%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NETJETS INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
17.98%
Mar 2003 - Mar 2006 |
14.43%
Oct 2002 - Oct 2007 |
8.84%
Feb 2009 - Feb 2019 |
9.55%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart