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 Strategic Asset Allocation - Equal Weight Moderate | NA | 6.58% | 3.84% | 2.37% | 1.53% | 2.35% | 2.72% | 2.58% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 0.17 | 6.58 | 3.84 | 2.37 | 1.53 | 2.35 | 2.72 | 2.58 | NA | 6.58 | 4.24 | 1.38 | 0.02 | 0.23 | 1.42 | 1.34 | 0.63 | 0.21 | 0.03 | 0.02 | 2.69 | 6.07 | 2.88 | 6.63 | 10.40 | -10.11 | 5.55 | 10.20 | 3.44 | 3.74 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.03 | -0.05 | -0.02 | 0.01 | NA | NA | 0.35 | 0.02 | -0.02 | -0.05 | 0.00 | 0.02 | 0.05 | 1.02 | 2.25 | 0.06 | 0.93 | -0.20 | 0.14 | 0.82 | 2.04 | 0.55 | 1.48 | 1.55 | -1.04 | 0.48 | 1.24 | 0.35 | 2.14 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 0.55 | 0.38 | 0.32 | 0.23 | NA | NA | 3.53 | 0.00 | 0.55 | 0.29 | 0.06 | 0.00 | 0.02 | 0.01 | 0.01 | 0.01 | 0.00 | 0.00 | 0.00 | 3.23 | 2.95 | 5.20 | 4.42 | 6.63 | 10.64 | 5.32 | 5.60 | 3.69 | 1.31 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 0.00 | 0.00 | 0.00 | 0.00 | NA | NA | 17.63 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.70 | 2.03 | 4.18 | 3.17 | 7.39 | 17.63 | 3.35 | 4.96 | 2.68 | 0.42 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.80 | 2.32 | 1.61 | 1.08 | NA | NA | 1.49 | NA | 1.31 | 4.25 | 1.38 | 0.02 | 0.23 | 1.42 | 1.34 | 0.63 | 0.21 | 0.03 | 0.02 | 0.11 | 1.59 | 1.94 | 1.78 | 1.75 | 2.37 | 2.46 | 2.59 | 2.86 | 1.86 | 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 Strategic Asset Allocation - Equal Weight Moderate |
-0.62%
Feb 2006 - Feb 2009 |
0.23%
Jul 2013 - Jul 2018 |
0.69%
Apr 2013 - Apr 2023 |
1.44%
Oct 2007 - Oct 2022 |
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 Strategic Asset Allocation - Equal Weight Moderate |
9.36%
Feb 2009 - Feb 2012 |
6.70%
Feb 2009 - Feb 2014 |
4.07%
Jul 2003 - Jul 2013 |
2.90%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison Chart