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 Strategic Asset Allocation - Equal Weight Moderate | NA | 14.39% | 6.47% | 6.17% | 5.32% | 7.22% | 6.65% | 6.84% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 0.12 | 14.39 | 6.47 | 6.17 | 5.32 | 7.22 | 6.65 | 6.84 | 1.49 | 21.69 | -8.14 | 11.18 | 9.92 | 14.27 | -4.43 | 9.49 | 3.64 | 2.27 | 7.03 | 11.17 | 10.02 | 0.28 | 13.97 | 23.41 | -19.06 | 5.66 | 14.36 | 9.82 | 13.19 | 16.64 | -1.25 | 6.61 |
| Sharpe Ratio | NA | 1.73 | 0.64 | 0.59 | 0.57 | NA | NA | 0.59 | 0.19 | 2.23 | -0.72 | 1.35 | 0.51 | 1.89 | -0.69 | 2.30 | 0.43 | 0.27 | 1.15 | 1.89 | 1.60 | 0.02 | 1.37 | 1.22 | -0.93 | 0.30 | 1.73 | 1.38 | 2.15 | 2.87 | -0.32 | 0.71 |
| Standard Deviation(%) | NA | 7.57 | 9.99 | 11.90 | 9.83 | NA | NA | 10.28 | 6.32 | 7.84 | 13.19 | 8.25 | 18.99 | 6.81 | 8.28 | 3.85 | 8.05 | 8.44 | 6.12 | 5.89 | 6.24 | 12.65 | 10.12 | 19.13 | 21.47 | 8.80 | 6.39 | 5.52 | 5.69 | 5.55 | 7.44 | 6.05 |
| Draw Down(%) | NA | 5.03 | 16.45 | 22.87 | 22.87 | NA | NA | 33.66 | 0.99 | 5.03 | 16.22 | 4.50 | 22.87 | 3.61 | 11.42 | 1.69 | 7.00 | 6.22 | 4.40 | 5.08 | 4.90 | 11.89 | 7.10 | 16.84 | 31.90 | 6.16 | 6.18 | 3.47 | 5.85 | 4.78 | 11.04 | 7.54 |
| Yield(%) | NA | 15.27 | 10.04 | 8.05 | 6.26 | NA | NA | 4.76 | 0.85 | 15.81 | 8.57 | 5.13 | 6.48 | 3.98 | 8.05 | 3.96 | 3.13 | 3.48 | 3.88 | 3.56 | 1.63 | 2.06 | 1.97 | 2.11 | 2.56 | 7.06 | 7.21 | 4.27 | 4.12 | 2.45 | 3.01 | 4.21 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.92%
Feb 2006 - Feb 2009 |
0.80%
Feb 2004 - Feb 2009 |
4.67%
Sep 2012 - Sep 2022 |
4.49%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEL SERT COMPANY Retirement Plan Strategic Asset Allocation - Equal Weight Moderate |
18.85%
Feb 2009 - Feb 2012 |
14.96%
Feb 2009 - Feb 2014 |
9.58%
Feb 2009 - Feb 2019 |
8.14%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart