Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| J.C. PENNEY CORPORATION INC. SAVINGS PROFIT- SHARING and STOCK OWNERSHIP Tactical Asset Allocation Moderate | NA | 13.51% | -0.50% | 3.12% | 2.61% | 3.65% | 3.46% | 3.21% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| J.C. PENNEY CORPORATION INC. SAVINGS PROFIT- SHARING and STOCK OWNERSHIP 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 | 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 (%) | -0.73 | 13.51 | -0.50 | 3.12 | 2.61 | 3.65 | 3.46 | 3.21 | NA | 8.93 | 3.02 | -13.23 | 10.02 | 5.43 | 3.83 | -3.90 | 13.13 | 2.05 | -1.19 | 1.85 | 15.05 | 4.03 | -0.96 | 5.18 | 11.40 | -15.25 | 5.67 | 11.51 | 3.14 | 5.26 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.45 | -0.73 | -0.01 | 0.15 | NA | NA | 0.29 | -0.14 | 0.37 | -0.19 | -2.34 | 1.40 | 0.56 | 0.64 | -0.65 | 3.45 | 0.49 | -0.25 | 0.30 | 2.32 | 0.74 | -0.13 | 0.55 | 1.56 | -1.81 | 0.33 | 1.26 | 0.20 | 2.34 | 0.00 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 6.27 | 6.40 | 7.22 | 6.23 | NA | NA | 6.15 | 0.65 | 6.34 | 6.58 | 6.26 | 7.14 | 9.28 | 3.80 | 8.01 | 3.62 | 3.73 | 4.91 | 6.21 | 6.48 | 5.41 | 7.41 | 9.18 | 7.23 | 8.93 | 8.17 | 6.53 | 4.76 | 1.85 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 3.81 | 17.73 | 18.44 | 18.44 | NA | NA | 20.06 | 0.08 | 3.81 | 6.50 | 13.97 | 3.18 | 11.01 | 3.03 | 8.81 | 1.05 | 2.75 | 4.19 | 5.31 | 4.48 | 4.87 | 7.88 | 8.36 | 3.52 | 19.26 | 5.20 | 6.05 | 3.34 | 0.52 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.91 | 6.16 | 4.33 | 3.25 | NA | NA | 0.00 | NA | 1.75 | 3.07 | 2.83 | 11.41 | 1.62 | 2.32 | 3.38 | 1.63 | 1.74 | 2.25 | 1.23 | 1.38 | 1.51 | 1.31 | 1.59 | 1.43 | 2.03 | 2.33 | 2.36 | 2.04 | 1.69 | 0.69 | 1.11 | 2.31 |
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 |
|---|---|---|---|---|
| J.C. PENNEY CORPORATION INC. SAVINGS PROFIT- SHARING and STOCK OWNERSHIP Tactical Asset Allocation Moderate |
-2.86%
Jun 2007 - Jun 2010 |
-0.74%
Feb 2018 - Feb 2023 |
1.72%
Nov 2013 - Nov 2023 |
1.93%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| J.C. PENNEY CORPORATION INC. SAVINGS PROFIT- SHARING and STOCK OWNERSHIP Tactical Asset Allocation Moderate |
9.25%
Oct 2004 - Oct 2007 |
7.42%
Jun 2009 - Jun 2014 |
4.87%
Dec 2011 - Dec 2021 |
4.05%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart