Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JetBlue Airways Brokerage Retirement Plan Strategic Asset Allocation - Optimal Moderate | NA | 21.61% | 3.52% | 6.87% | 5.78% | 6.82% | 6.59% | 7.00% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JetBlue Airways Brokerage Retirement 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 (%) | -0.94 | 21.61 | 3.52 | 6.87 | 5.78 | 6.82 | 6.59 | 7.00 | NA | 9.95 | 16.21 | -12.75 | 4.38 | 15.50 | 18.27 | -6.42 | 10.95 | 6.91 | -0.33 | 3.76 | 10.63 | 8.84 | -0.36 | 16.01 | 28.61 | -27.48 | 10.31 | 14.45 | 10.90 | 16.25 | 29.09 | -5.43 | 0.40 |
| Sharpe Ratio | NA | 0.56 | 0.02 | 0.30 | 0.42 | NA | NA | 0.49 | 0.05 | 0.46 | 1.51 | -1.09 | 0.51 | 0.82 | 2.48 | -0.83 | 2.01 | 0.77 | -0.04 | 0.54 | 1.51 | 1.11 | -0.03 | 1.31 | 1.49 | -1.24 | 0.71 | 1.34 | 1.34 | 1.86 | 3.64 | -0.71 | -0.21 |
| Standard Deviation(%) | NA | 7.28 | 9.74 | 11.85 | 10.04 | NA | NA | 11.08 | 6.46 | 7.36 | 7.90 | 12.94 | 8.50 | 18.55 | 6.79 | 9.29 | 5.13 | 8.66 | 8.57 | 6.88 | 7.01 | 7.91 | 15.05 | 12.12 | 19.12 | 22.90 | 10.29 | 8.32 | 6.51 | 8.24 | 7.80 | 9.21 | 9.04 |
| Draw Down(%) | NA | 4.84 | 16.88 | 23.27 | 23.27 | NA | NA | 42.04 | 0.56 | 4.84 | 5.94 | 17.17 | 5.41 | 23.27 | 3.00 | 13.77 | 4.55 | 6.65 | 10.03 | 5.75 | 7.40 | 8.19 | 15.69 | 8.82 | 18.76 | 39.69 | 7.26 | 9.45 | 4.52 | 8.40 | 6.05 | 16.50 | 14.21 |
| Yield(%) | NA | 5.84 | 5.52 | 4.77 | 3.76 | NA | NA | 3.66 | NA | 0.90 | 5.80 | 4.31 | 5.50 | 5.12 | 2.27 | 3.77 | 0.33 | 2.11 | 3.42 | 4.34 | 3.72 | 3.03 | 4.12 | 3.11 | 2.28 | 2.72 | 7.06 | 4.28 | 3.76 | 3.10 | 2.79 | 3.02 | 3.36 |
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 |
|---|---|---|---|---|
| JetBlue Airways Brokerage Retirement Plan Strategic Asset Allocation - Optimal Moderate |
-8.70%
Feb 2006 - Feb 2009 |
-0.34%
Feb 2004 - Feb 2009 |
4.34%
Oct 2013 - Oct 2023 |
3.89%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JetBlue Airways Brokerage Retirement Plan Strategic Asset Allocation - Optimal Moderate |
22.38%
Feb 2009 - Feb 2012 |
17.36%
Oct 2002 - Oct 2007 |
10.10%
Mar 2003 - Mar 2013 |
8.86%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart