Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Jabil 401k 2016 Tactical Asset Allocation Moderate | NA | 17.36% | 0.74% | 4.28% | 3.88% | 6.11% | 7.04% | 7.73% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Jabil 401k 2016 Tactical Asset Allocation 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 (%) | -1.32 | 17.36 | 0.74 | 4.28 | 3.88 | 6.11 | 7.04 | 7.73 | NA | 4.55 | 10.13 | -12.60 | 5.22 | 13.66 | 8.50 | -4.46 | 14.60 | 6.99 | -5.66 | 2.35 | 14.10 | 15.78 | 1.82 | 14.65 | 25.35 | -3.39 | 11.64 | 19.31 | 0.27 | 10.77 | 18.84 | 3.64 | 8.12 |
| Sharpe Ratio | NA | -0.05 | -0.38 | 0.14 | 0.29 | NA | NA | 0.82 | 0.03 | -0.23 | 0.71 | -1.55 | 0.55 | 1.39 | 1.21 | -0.80 | 2.93 | 1.42 | -0.91 | 0.35 | 2.37 | 4.59 | 0.25 | 1.70 | 3.58 | -0.64 | 0.64 | 1.78 | -0.40 | 1.56 | 3.31 | 0.46 | 1.11 |
| Standard Deviation(%) | NA | 8.80 | 8.71 | 9.05 | 7.61 | NA | NA | 7.38 | 12.04 | 8.77 | 8.23 | 9.03 | 9.42 | 9.63 | 5.84 | 7.18 | 4.76 | 4.76 | 6.23 | 6.75 | 5.94 | 3.43 | 7.18 | 8.56 | 7.05 | 6.70 | 13.57 | 9.00 | 4.72 | 6.29 | 5.48 | 5.54 | 5.26 |
| Draw Down(%) | NA | 6.09 | 13.16 | 15.02 | 15.02 | NA | NA | 17.59 | 1.04 | 6.09 | 9.48 | 13.97 | 6.37 | 12.60 | 4.46 | 10.82 | 2.07 | 4.45 | 8.86 | 6.22 | 4.68 | 2.19 | 6.68 | 7.81 | 3.30 | 9.19 | 12.64 | 12.87 | 5.04 | 7.05 | 3.16 | 5.61 | 4.10 |
| Yield(%) | NA | 4.59 | 4.34 | 4.17 | 3.86 | NA | NA | 4.30 | NA | 1.27 | 4.16 | 2.48 | 5.64 | 4.50 | 3.48 | 3.80 | 0.76 | 5.88 | 2.49 | 5.25 | 3.15 | 6.37 | 3.52 | 4.89 | 6.36 | 4.18 | 4.13 | 1.97 | 2.08 | 3.01 | 3.33 | 7.09 | 9.02 |
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 |
|---|---|---|---|---|
| Jabil 401k 2016 Tactical Asset Allocation Moderate |
-0.17%
Apr 2021 - Apr 2024 |
1.45%
Feb 2018 - Feb 2023 |
2.76%
Oct 2013 - Oct 2023 |
5.34%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jabil 401k 2016 Tactical Asset Allocation Moderate |
15.37%
Oct 2004 - Oct 2007 |
15.11%
Feb 2009 - Feb 2014 |
11.39%
Jan 2003 - Jan 2013 |
9.76%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart