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 - Optimal Moderate | NA | 35.12% | 9.83% | 10.35% | 7.36% | 8.14% | 7.25% | 7.47% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEL SERT COMPANY Retirement Plan 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 | 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 (%) | -0.79 | 35.12 | 9.83 | 10.35 | 7.36 | 8.14 | 7.25 | 7.47 | NA | 21.52 | 22.62 | -8.91 | 5.03 | 15.97 | 10.47 | -4.71 | 11.17 | 4.75 | -0.34 | 3.89 | 16.88 | 10.39 | -0.58 | 13.82 | 22.95 | -24.18 | 6.81 | 13.30 | 10.34 | 14.17 | 19.86 | -2.64 | 3.20 |
| Sharpe Ratio | NA | 2.05 | 0.77 | 0.67 | 0.57 | NA | NA | 0.54 | 0.12 | 1.88 | 2.33 | -0.76 | 0.55 | 0.84 | 1.17 | -0.65 | 2.50 | 0.57 | -0.05 | 0.65 | 2.66 | 1.36 | -0.04 | 1.16 | 1.16 | -1.04 | 0.41 | 1.38 | 1.45 | 2.21 | 2.81 | -0.48 | 0.13 |
| Standard Deviation(%) | NA | 7.92 | 10.16 | 12.23 | 10.16 | NA | NA | 10.89 | 7.33 | 7.95 | 7.87 | 13.60 | 9.16 | 18.76 | 7.74 | 9.25 | 4.21 | 7.94 | 7.78 | 5.94 | 6.34 | 7.57 | 14.06 | 11.86 | 19.76 | 24.10 | 9.38 | 7.29 | 5.64 | 5.98 | 6.82 | 7.85 | 7.07 |
| Draw Down(%) | NA | 4.39 | 15.65 | 20.56 | 20.56 | NA | NA | 38.74 | 0.48 | 4.39 | 5.06 | 17.38 | 6.93 | 20.56 | 4.68 | 12.94 | 1.58 | 6.65 | 7.10 | 4.84 | 4.47 | 6.19 | 13.23 | 9.73 | 17.93 | 36.43 | 5.91 | 8.42 | 3.77 | 5.39 | 6.37 | 12.65 | 10.13 |
| Yield(%) | NA | 15.42 | 10.51 | 9.03 | 6.82 | NA | NA | 4.87 | NA | 4.49 | 14.70 | 7.16 | 4.63 | 9.97 | 3.19 | 7.36 | 4.35 | 2.95 | 3.01 | 5.60 | 5.27 | 2.51 | 2.37 | 1.53 | 1.85 | 1.80 | 6.69 | 6.28 | 3.87 | 3.28 | 2.07 | 3.09 | 4.09 |
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 |
|---|---|---|---|---|
| JEL SERT COMPANY Retirement Plan Strategic Asset Allocation - Optimal Moderate |
-8.26%
Feb 2006 - Feb 2009 |
-0.41%
Feb 2004 - Feb 2009 |
4.26%
Sep 2012 - Sep 2022 |
3.74%
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 - Optimal Moderate |
19.09%
Feb 2009 - Feb 2012 |
15.74%
Feb 2009 - Feb 2014 |
9.53%
Feb 2009 - Feb 2019 |
9.23%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart