Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JACOBS PROJECT MANAGEMENT COMPANY 401K PLUS SAVINGS PLAN AND TRUST Tactical Asset Allocation Moderate | NA | 18.49% | 3.58% | 8.33% | 7.45% | 9.10% | 9.45% | 10.14% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JACOBS PROJECT MANAGEMENT COMPANY 401K PLUS SAVINGS PLAN AND TRUST 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 (%) | -1.39 | 18.49 | 3.58 | 8.33 | 7.45 | 9.10 | 9.45 | 10.14 | NA | 5.30 | 12.55 | -11.02 | 16.91 | 14.79 | 18.37 | -3.31 | 10.54 | 10.41 | -1.63 | 6.25 | 18.20 | 12.14 | 4.89 | 18.76 | 18.36 | 0.26 | 6.93 | 20.77 | 7.12 | 14.92 | 24.94 | 4.37 | 7.01 |
| Sharpe Ratio | NA | -0.02 | -0.13 | 0.37 | 0.49 | NA | NA | 0.87 | 0.06 | -0.15 | 1.05 | -0.92 | 1.59 | 0.76 | 2.68 | -0.48 | 2.10 | 1.24 | -0.18 | 0.82 | 2.49 | 1.66 | 0.31 | 1.39 | 1.63 | -0.12 | 0.40 | 2.30 | 0.75 | 1.77 | 3.95 | 0.67 | 0.89 |
| Standard Deviation(%) | NA | 8.23 | 10.18 | 12.61 | 10.49 | NA | NA | 9.55 | 8.12 | 8.33 | 7.87 | 13.45 | 10.61 | 19.20 | 6.34 | 9.70 | 4.73 | 8.22 | 9.04 | 7.56 | 7.29 | 7.28 | 15.57 | 13.39 | 11.19 | 5.74 | 9.73 | 7.60 | 6.62 | 7.89 | 6.14 | 4.87 | 5.27 |
| Draw Down(%) | NA | 5.48 | 15.49 | 21.23 | 21.23 | NA | NA | 21.23 | 0.65 | 5.48 | 7.16 | 17.24 | 5.25 | 21.23 | 3.20 | 11.67 | 2.38 | 5.70 | 11.26 | 6.25 | 7.15 | 5.04 | 12.63 | 8.02 | 5.22 | 5.43 | 6.80 | 5.56 | 4.63 | 9.76 | 2.49 | 2.51 | 3.44 |
| Yield(%) | NA | 4.75 | 3.68 | 3.99 | 3.58 | NA | NA | 0.00 | NA | 1.23 | 4.77 | 3.48 | 2.35 | 4.63 | 5.42 | 3.02 | 2.89 | 3.45 | 2.78 | 3.45 | 4.62 | 3.32 | 2.67 | 2.83 | 4.07 | 4.38 | 5.25 | 4.11 | 3.67 | 2.72 | 4.60 | 5.53 | 5.83 |
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 |
|---|---|---|---|---|
| JACOBS PROJECT MANAGEMENT COMPANY 401K PLUS SAVINGS PLAN AND TRUST Tactical Asset Allocation Moderate |
1.79%
Dec 2021 - Dec 2024 |
3.45%
Mar 2015 - Mar 2020 |
6.35%
Oct 2013 - Oct 2023 |
8.04%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JACOBS PROJECT MANAGEMENT COMPANY 401K PLUS SAVINGS PLAN AND TRUST Tactical Asset Allocation Moderate |
17.39%
Apr 2003 - Apr 2006 |
15.38%
Jun 2009 - Jun 2014 |
13.17%
Apr 2003 - Apr 2013 |
11.43%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart