Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JACKSON FAMILY ENTERPRISES 401K PLAN Tactical Asset Allocation Moderate | NA | 21.56% | 6.75% | 11.12% | 8.03% | 9.35% | 9.50% | 10.04% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JACKSON FAMILY ENTERPRISES 401K PLAN 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 (%) | -1.08 | 21.56 | 6.75 | 11.12 | 8.03 | 9.35 | 9.50 | 10.04 | NA | 10.21 | 12.59 | -2.62 | 13.82 | 19.13 | 18.06 | -5.96 | 8.38 | 11.96 | -2.69 | 3.31 | 18.93 | 12.84 | 3.43 | 19.22 | 14.21 | 0.34 | 9.63 | 14.94 | 8.41 | 13.58 | 26.87 | 5.33 | 3.59 |
| Sharpe Ratio | NA | 0.62 | 0.24 | 0.59 | 0.57 | NA | NA | 0.84 | 0.06 | 0.39 | 1.02 | -0.31 | 1.16 | 0.92 | 2.18 | -0.69 | 1.56 | 1.32 | -0.30 | 0.45 | 2.29 | 1.55 | 0.23 | 1.47 | 1.41 | -0.10 | 0.64 | 1.37 | 0.94 | 1.58 | 3.44 | 0.77 | 0.20 |
| Standard Deviation(%) | NA | 9.31 | 10.41 | 13.33 | 11.14 | NA | NA | 9.93 | 11.62 | 9.37 | 8.14 | 13.08 | 11.90 | 20.49 | 7.64 | 10.56 | 4.96 | 8.90 | 9.02 | 7.36 | 8.25 | 8.24 | 14.78 | 12.98 | 10.03 | 5.77 | 10.30 | 8.54 | 6.61 | 8.00 | 7.62 | 5.49 | 6.42 |
| Draw Down(%) | NA | 5.85 | 11.69 | 22.07 | 22.07 | NA | NA | 22.07 | 0.90 | 5.85 | 6.90 | 11.69 | 5.81 | 22.07 | 3.31 | 14.62 | 2.99 | 6.65 | 9.98 | 5.24 | 4.26 | 5.40 | 12.04 | 9.81 | 5.06 | 5.42 | 7.22 | 9.61 | 4.90 | 7.34 | 3.75 | 3.66 | 5.26 |
| Yield(%) | NA | 2.23 | 3.43 | 2.80 | 2.56 | NA | NA | 0.00 | NA | 1.34 | 2.08 | 2.98 | 4.69 | 1.52 | 2.79 | 2.63 | 1.93 | 3.16 | 1.73 | 2.05 | 3.04 | 3.40 | 1.86 | 1.87 | 4.13 | 4.49 | 3.09 | 3.94 | 2.66 | 3.94 | 5.08 | 6.13 | 5.53 |
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 |
|---|---|---|---|---|
| JACKSON FAMILY ENTERPRISES 401K PLAN Tactical Asset Allocation Moderate |
2.49%
Mar 2017 - Mar 2020 |
2.66%
Mar 2015 - Mar 2020 |
6.51%
Oct 2013 - Oct 2023 |
7.88%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JACKSON FAMILY ENTERPRISES 401K PLAN Tactical Asset Allocation Moderate |
17.87%
Apr 2003 - Apr 2006 |
14.88%
Oct 2002 - Oct 2007 |
12.49%
Apr 2001 - Apr 2011 |
10.77%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart