Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JACOBS PROJECT MANAGEMENT COMPANY 401K PLUS SAVINGS PLAN AND TRUST Strategic Asset Allocation – Optimal Moderate | NA | 22.81% | 2.38% | 6.13% | 5.57% | 7.45% | 6.87% | … | … |
Data as of 10/31/2024, Common starting date 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 – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -1.16 | 22.81 | 2.38 | 6.13 | 5.57 | 7.45 | 6.87 | … | … | 0.05 | 7.98 | 13.58 | -14.02 | 9.58 | 11.26 | 20.13 | -6.27 | 10.21 | 7.41 | -2.02 | 9.40 | 16.06 | 13.39 | -0.41 | 14.47 | 26.29 | -23.14 | 5.36 | 14.34 | 9.04 | 16.02 | 24.79 | -5.31 | 8.34 |
| Sharpe Ratio | NA | 0.25 | -0.18 | 0.21 | 0.35 | NA | NA | … | … | 0.00 | 0.18 | 1.07 | -1.07 | 1.15 | 0.58 | 2.91 | -0.83 | 2.12 | 0.82 | -0.23 | 1.46 | 2.26 | 1.68 | -0.03 | 1.16 | 1.28 | -1.01 | 0.25 | 1.58 | 1.14 | 1.98 | 2.88 | -0.53 | 0.59 |
| Standard Deviation(%) | NA | 7.60 | 10.65 | 12.43 | 10.35 | NA | NA | … | … | 6.43 | 7.65 | 8.70 | 14.34 | 8.34 | 19.03 | 6.43 | 9.18 | 4.53 | 8.76 | 8.75 | 6.43 | 7.09 | 7.94 | 14.95 | 12.42 | 20.40 | 23.83 | 9.41 | 7.00 | 6.04 | 7.64 | 8.38 | 12.00 | 10.16 |
| Draw Down(%) | NA | 4.29 | 20.40 | 22.93 | 22.93 | NA | NA | … | … | 0.56 | 4.22 | 8.36 | 20.53 | 3.48 | 22.93 | 2.97 | 12.52 | 1.90 | 7.40 | 9.99 | 4.89 | 6.21 | 6.31 | 14.22 | 8.77 | 19.00 | 35.34 | 6.04 | 6.48 | 3.98 | 7.13 | 8.24 | 18.02 | 11.02 |
| Yield(%) | NA | 4.13 | 3.43 | 3.36 | 2.99 | NA | NA | … | … | NA | 0.84 | 3.70 | 3.50 | 2.18 | 3.52 | 3.06 | 2.92 | 0.60 | 3.71 | 2.71 | 3.49 | 2.94 | 2.70 | 2.36 | 2.38 | 3.08 | 3.97 | 5.21 | 4.10 | 3.62 | 3.49 | 2.82 | 3.52 | 4.84 |
Data as of 10/31/2024, Common starting date 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 – Opti |
-7.92%
Feb 2006 – Feb 2009 |
-0.48%
Feb 2004 – Feb 2009 |
4.46%
Oct 2013 – Oct 2023 |
4.77%
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 – Opti |
20.63%
Feb 2009 – Feb 2012 |
17.48%
Feb 2009 – Feb 2014 |
10.86%
Feb 2009 – Feb 2019 |
9.18%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart