Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JEL SERT COMPANY Retirement Plan Tactical Asset Allocation Moderate | NA | 9.45% | 8.00% | 6.48% | 5.41% | 7.97% | 8.99% | 9.16% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEL SERT COMPANY Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.13 | 9.45 | 8.00 | 6.48 | 5.41 | 7.97 | 8.99 | 9.16 | -0.09 | 22.49 | -8.49 | 13.95 | 7.04 | 15.04 | -2.39 | 13.89 | 0.00 | -1.09 | 5.50 | 16.66 | 9.33 | 2.69 | 13.42 | 20.66 | 7.72 | 11.34 | 21.50 | 8.69 | 13.79 | 19.65 | 5.46 | 2.69 |
| Sharpe Ratio | NA | 1.65 | 0.72 | 0.86 | 0.75 | NA | NA | 1.08 | -0.05 | 2.43 | -0.95 | 1.49 | 0.75 | 3.03 | -0.49 | 3.13 | -0.05 | -0.18 | 0.99 | 2.55 | 1.66 | 0.28 | 1.04 | 2.08 | 1.13 | 0.85 | 2.24 | 1.00 | 1.79 | 3.65 | 0.92 | 0.08 |
| Standard Deviation(%) | NA | 7.49 | 9.10 | 8.46 | 7.21 | NA | NA | 7.56 | 7.61 | 7.52 | 10.41 | 9.31 | 9.07 | 4.50 | 7.62 | 4.24 | 4.39 | 6.18 | 5.56 | 6.51 | 5.59 | 9.58 | 12.87 | 9.91 | 6.03 | 9.86 | 8.13 | 6.51 | 7.17 | 5.19 | 4.75 | 4.74 |
| Draw Down(%) | NA | 4.74 | 14.42 | 14.42 | 14.42 | NA | NA | 14.42 | 1.73 | 4.74 | 14.38 | 4.72 | 10.28 | 1.95 | 9.31 | 1.43 | 4.80 | 6.31 | 3.78 | 5.68 | 4.56 | 9.58 | 9.44 | 4.78 | 3.36 | 6.81 | 7.46 | 4.47 | 9.66 | 2.45 | 4.58 | 4.03 |
| Yield(%) | NA | 14.03 | 8.43 | 7.75 | 5.77 | NA | NA | 5.36 | 0.88 | 14.44 | 6.74 | 3.30 | 8.66 | 5.12 | 3.40 | 5.13 | 4.64 | 2.39 | 3.58 | 6.34 | 4.43 | 3.50 | 3.69 | 4.48 | 4.41 | 5.76 | 9.60 | 5.90 | 3.19 | 2.67 | 5.36 | 5.55 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| JEL SERT COMPANY Retirement Plan Tactical Asset Allocation Moderate |
1.43%
Dec 2013 - Dec 2016 |
3.01%
Dec 2013 - Dec 2018 |
5.41%
Oct 2013 - Oct 2023 |
7.20%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEL SERT COMPANY Retirement Plan Tactical Asset Allocation Moderate |
17.07%
Oct 2004 - Oct 2007 |
16.08%
Apr 2005 - Apr 2010 |
13.44%
Apr 2003 - Apr 2013 |
11.00%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart