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 Strategic Asset Allocation - Equal Weight Moderate | NA | 19.24% | 3.14% | 6.16% | 5.09% | 6.79% | 6.37% | 7.07% |
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 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 (%) | -1.27 | 19.24 | 3.14 | 6.16 | 5.09 | 6.79 | 6.37 | 7.07 | NA | 6.63 | 11.75 | -10.28 | 12.26 | 7.98 | 19.00 | -6.23 | 8.95 | 6.98 | -5.03 | 8.37 | 11.79 | 11.77 | 1.33 | 14.16 | 23.21 | -20.27 | 4.65 | 15.56 | 7.63 | 15.36 | 22.53 | -1.74 | 6.37 |
| Sharpe Ratio | NA | 0.07 | -0.16 | 0.23 | 0.30 | NA | NA | 0.50 | -0.01 | 0.00 | 0.90 | -0.89 | 1.52 | 0.39 | 2.98 | -0.92 | 1.57 | 0.75 | -0.57 | 1.33 | 1.71 | 1.72 | 0.09 | 1.21 | 1.11 | -0.90 | 0.18 | 1.94 | 0.90 | 2.05 | 3.28 | -0.35 | 0.55 |
| Standard Deviation(%) | NA | 7.01 | 9.87 | 12.24 | 10.19 | NA | NA | 10.95 | 5.84 | 7.07 | 8.34 | 13.17 | 8.07 | 19.73 | 5.91 | 8.22 | 5.31 | 9.04 | 8.91 | 6.30 | 6.88 | 6.82 | 14.13 | 11.67 | 20.90 | 23.53 | 9.15 | 6.33 | 6.09 | 7.02 | 6.66 | 8.24 | 7.43 |
| Draw Down(%) | NA | 4.67 | 16.08 | 23.97 | 23.97 | NA | NA | 36.15 | 0.38 | 4.67 | 7.11 | 16.29 | 3.75 | 23.97 | 2.61 | 10.96 | 2.93 | 7.47 | 11.89 | 4.37 | 6.88 | 5.11 | 12.34 | 7.80 | 18.59 | 34.17 | 6.20 | 5.07 | 3.78 | 7.71 | 6.15 | 13.19 | 8.95 |
| Yield(%) | NA | 4.31 | 3.27 | 3.23 | 2.95 | NA | NA | 3.48 | NA | 0.88 | 4.36 | 2.87 | 1.82 | 3.11 | 3.26 | 2.95 | 0.55 | 3.85 | 2.98 | 2.91 | 2.41 | 3.15 | 2.68 | 2.82 | 3.55 | 4.60 | 5.43 | 4.67 | 4.38 | 4.01 | 3.48 | 3.87 | 5.45 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.93%
Feb 2006 - Feb 2009 |
-0.16%
Feb 2004 - Feb 2009 |
4.07%
Oct 2013 - Oct 2023 |
4.47%
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 Strategic Asset Allocation - Equal Weight Moderate |
20.18%
Feb 2009 - Feb 2012 |
16.12%
Feb 2009 - Feb 2014 |
9.62%
Mar 2003 - Mar 2013 |
8.44%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart