Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HENRY M JACKSON FOUNDATION DEFINED CONTRIBUTION RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 33.64% | 11.72% | 12.57% | 9.26% | 9.33% | 7.40% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HENRY M JACKSON FOUNDATION DEFINED CONTRIBUTION 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 | 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 (%) | -0.81 | 33.64 | 11.72 | 12.57 | 9.26 | 9.33 | 7.40 | … | … | 0.57 | 21.68 | 25.86 | -9.09 | 13.22 | 12.94 | 17.91 | -3.44 | 11.49 | 5.27 | 2.88 | 6.03 | 13.63 | 11.70 | 1.18 | 10.67 | 20.69 | -25.38 | 3.90 | 11.89 | 4.65 | 9.68 | 16.72 | -12.56 | 4.19 |
| Sharpe Ratio | NA | 2.13 | 0.83 | 0.82 | 0.78 | NA | NA | … | … | 0.07 | 2.01 | 2.80 | -0.77 | 1.69 | 0.68 | 2.31 | -0.54 | 2.59 | 0.63 | 0.33 | 0.96 | 1.89 | 1.50 | 0.08 | 0.94 | 1.11 | -1.09 | 0.10 | 1.38 | 0.47 | 1.46 | 1.60 | -0.92 | 0.74 |
| Standard Deviation(%) | NA | 7.46 | 10.00 | 11.93 | 9.97 | NA | NA | … | … | 7.78 | 7.50 | 7.71 | 13.54 | 7.81 | 18.69 | 7.14 | 8.77 | 4.20 | 7.98 | 8.65 | 6.29 | 7.18 | 7.76 | 14.12 | 11.30 | 18.48 | 24.08 | 9.42 | 6.25 | 5.33 | 5.97 | 10.04 | 14.92 | 2.55 |
| Draw Down(%) | NA | 4.23 | 15.52 | 20.88 | 20.88 | NA | NA | … | … | 0.55 | 4.23 | 3.71 | 16.28 | 3.56 | 20.88 | 3.08 | 10.78 | 1.96 | 6.66 | 7.31 | 4.74 | 5.99 | 6.14 | 11.98 | 8.90 | 18.07 | 35.49 | 6.39 | 5.48 | 3.58 | 5.45 | 8.13 | 20.47 | 2.43 |
| Yield(%) | NA | 14.23 | 8.93 | 6.08 | 4.18 | NA | NA | … | … | NA | 4.38 | 13.40 | 5.93 | 2.69 | 1.50 | 2.19 | 2.66 | 0.43 | 2.30 | 3.70 | 2.58 | 2.22 | 2.35 | 2.15 | 1.62 | 1.57 | 1.54 | 2.66 | 2.60 | 2.48 | 2.06 | 1.16 | 1.19 | 3.28 |
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 |
|---|---|---|---|---|
| HENRY M JACKSON FOUNDATION DEFINED CONTRIBUTION RETIREMENT PLAN Strategic Asset Allocation – Optimal |
-9.71%
Feb 2006 – Feb 2009 |
-3.33%
Feb 2004 – Feb 2009 |
2.78%
Sep 2001 – Sep 2011 |
4.38%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HENRY M JACKSON FOUNDATION DEFINED CONTRIBUTION RETIREMENT PLAN Strategic Asset Allocation – Optimal |
25.36%
Sep 2022 – Sep 2025 |
16.09%
Oct 2020 – Oct 2025 |
11.51%
Sep 2015 – Sep 2025 |
10.38%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart