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 - Optimal Moderate | NA | 24.68% | 2.62% | 7.13% | 6.40% | 7.43% | 6.76% | 7.25% |
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 - 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 (%) | -0.96 | 24.68 | 2.62 | 7.13 | 6.40 | 7.43 | 6.76 | 7.25 | NA | 9.96 | 12.08 | -14.06 | 6.24 | 21.33 | 21.60 | -5.64 | 10.07 | 8.87 | -0.18 | 3.03 | 17.14 | 12.71 | -0.91 | 11.78 | 23.78 | -25.26 | 8.35 | 12.29 | 8.83 | 14.23 | 25.17 | -3.97 | 5.70 |
| Sharpe Ratio | NA | 0.66 | -0.08 | 0.25 | 0.40 | NA | NA | 0.48 | 0.03 | 0.42 | 0.85 | -0.64 | 0.63 | 1.12 | 2.82 | -0.74 | 2.17 | 1.03 | -0.02 | 0.48 | 2.32 | 1.61 | -0.06 | 1.02 | 1.25 | -1.15 | 0.55 | 1.13 | 1.04 | 1.62 | 2.66 | -0.44 | 0.35 |
| Standard Deviation(%) | NA | 7.89 | 15.51 | 15.34 | 12.15 | NA | NA | 11.97 | 7.90 | 8.09 | 9.19 | 23.95 | 9.88 | 18.85 | 7.15 | 9.44 | 4.36 | 8.43 | 8.44 | 6.23 | 7.38 | 7.86 | 14.59 | 11.49 | 18.94 | 22.83 | 9.75 | 7.99 | 6.40 | 8.22 | 9.20 | 11.49 | 9.70 |
| Draw Down(%) | NA | 4.39 | 26.04 | 27.08 | 27.08 | NA | NA | 40.34 | 0.71 | 4.39 | 8.75 | 27.08 | 6.19 | 22.16 | 3.24 | 12.91 | 1.91 | 6.65 | 8.19 | 5.22 | 5.73 | 6.39 | 14.19 | 9.56 | 19.86 | 36.38 | 6.88 | 8.16 | 4.28 | 7.30 | 7.99 | 17.46 | 13.05 |
| Yield(%) | NA | 2.94 | 4.08 | 3.22 | 2.57 | NA | NA | 3.27 | NA | 0.99 | 2.41 | 3.19 | 5.49 | 1.70 | 2.48 | 1.50 | 0.46 | 3.15 | 2.15 | 2.65 | 3.36 | 2.72 | 2.35 | 2.21 | 2.40 | 2.54 | 2.95 | 5.15 | 2.92 | 4.00 | 4.41 | 4.74 | 9.33 |
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 - Optimal Moderate |
-8.53%
Feb 2006 - Feb 2009 |
-1.15%
Feb 2004 - Feb 2009 |
4.71%
Jan 2006 - Jan 2016 |
4.54%
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 - Optimal Moderate |
19.27%
Feb 2009 - Feb 2012 |
16.01%
Feb 2009 - Feb 2014 |
10.17%
Feb 2009 - Feb 2019 |
9.17%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart