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 Strategic Asset Allocation - Equal Weight Moderate | NA | 19.85% | 3.94% | 7.93% | 6.23% | 6.93% | 6.50% | 6.95% |
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 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 (%) | -0.95 | 19.85 | 3.94 | 7.93 | 6.23 | 6.93 | 6.50 | 6.95 | NA | 9.03 | 11.48 | -8.79 | 7.19 | 19.37 | 19.30 | -7.20 | 12.28 | 6.23 | -1.12 | -0.18 | 14.54 | 12.02 | -1.20 | 12.14 | 23.30 | -25.03 | 9.17 | 12.92 | 9.44 | 13.90 | 27.18 | -3.06 | 2.00 |
| Sharpe Ratio | NA | 0.56 | 0.00 | 0.35 | 0.44 | NA | NA | 0.29 | 0.05 | 0.32 | 0.89 | -0.52 | 0.73 | 1.08 | 2.69 | -0.93 | 2.61 | 0.70 | -0.14 | 0.00 | 1.96 | 1.53 | -0.09 | 1.05 | 1.35 | -1.20 | 0.65 | 1.26 | 1.17 | 1.61 | 3.06 | -0.39 | -0.03 |
| Standard Deviation(%) | NA | 7.41 | 13.04 | 13.59 | 11.02 | NA | NA | 18.38 | 7.04 | 7.55 | 8.12 | 19.71 | 9.83 | 17.76 | 6.64 | 9.20 | 4.47 | 8.60 | 8.39 | 71.88 | 7.40 | 7.82 | 13.68 | 11.51 | 17.23 | 21.64 | 9.54 | 7.67 | 6.23 | 8.03 | 8.66 | 10.75 | 9.63 |
| Draw Down(%) | NA | 4.72 | 20.23 | 21.46 | 21.46 | NA | NA | 40.57 | 0.50 | 4.72 | 6.98 | 20.69 | 5.76 | 21.46 | 3.16 | 13.43 | 1.61 | 7.01 | 8.97 | 40.57 | 6.06 | 6.63 | 12.95 | 9.16 | 18.08 | 35.00 | 6.15 | 8.88 | 4.17 | 7.52 | 7.74 | 15.96 | 13.21 |
| Yield(%) | NA | 3.30 | 3.80 | 3.13 | 2.53 | NA | NA | 3.05 | NA | 0.96 | 3.19 | 2.84 | 4.47 | 1.88 | 2.66 | 1.39 | 0.55 | 3.07 | 2.29 | 2.31 | 1.71 | 2.86 | 2.41 | 2.68 | 3.04 | 2.81 | 3.13 | 2.82 | 2.90 | 3.56 | 4.42 | 4.43 | 7.81 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.78%
Feb 2006 - Feb 2009 |
-0.57%
Feb 2004 - Feb 2009 |
4.05%
Oct 2007 - Oct 2017 |
4.18%
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 Strategic Asset Allocation - Equal Weight Moderate |
19.63%
Mar 2003 - Mar 2006 |
15.38%
Oct 2002 - Oct 2007 |
9.26%
Mar 2003 - Mar 2013 |
8.64%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart