Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Jabil 401k 2016 Strategic Asset Allocation - Optimal Moderate | NA | 23.50% | 2.81% | 5.68% | 4.97% | 7.76% | 6.74% | 7.68% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Jabil 401k 2016 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 (%) | -1.10 | 23.50 | 2.81 | 5.68 | 4.97 | 7.76 | 6.74 | 7.68 | NA | 7.60 | 10.91 | -12.01 | 5.25 | 13.17 | 16.28 | -8.92 | 11.85 | 7.44 | -0.48 | 6.29 | 15.64 | 18.74 | 0.43 | 21.04 | 34.40 | -27.18 | 6.56 | 11.59 | 3.60 | 15.51 | 21.17 | 4.69 | 7.16 |
| Sharpe Ratio | NA | 0.25 | -0.22 | 0.17 | 0.21 | NA | NA | 0.48 | 0.01 | 0.12 | 0.80 | -1.02 | 0.55 | 0.70 | 2.10 | -0.28 | 2.17 | 0.87 | -0.06 | 0.94 | 2.34 | 2.52 | 0.03 | 2.12 | 2.45 | -1.54 | 0.35 | 1.14 | 0.25 | 1.87 | 2.49 | 0.35 | 0.52 |
| Standard Deviation(%) | NA | 8.29 | 10.18 | 12.19 | 15.20 | NA | NA | 12.52 | 5.45 | 8.38 | 8.34 | 13.07 | 9.46 | 18.50 | 7.07 | 36.69 | 5.17 | 8.34 | 9.00 | 6.69 | 6.68 | 7.42 | 12.75 | 9.87 | 13.98 | 18.25 | 10.20 | 7.31 | 5.74 | 7.80 | 8.22 | 10.20 | 9.30 |
| Draw Down(%) | NA | 5.48 | 19.85 | 25.28 | 37.25 | NA | NA | 41.75 | 0.49 | 5.38 | 8.25 | 19.88 | 6.68 | 25.28 | 3.56 | 31.12 | 2.37 | 8.85 | 9.99 | 5.54 | 6.89 | 6.39 | 13.22 | 7.96 | 15.84 | 33.80 | 8.70 | 7.85 | 4.39 | 6.14 | 5.43 | 13.27 | 8.75 |
| Yield(%) | NA | 4.03 | 5.13 | 4.64 | 4.14 | NA | NA | 4.10 | NA | 1.28 | 3.72 | 5.17 | 4.84 | 4.44 | 3.70 | 2.76 | 0.67 | 4.55 | 5.57 | 4.85 | 4.24 | 4.69 | 4.49 | 3.84 | 3.26 | 3.21 | 4.55 | 4.71 | 2.95 | 5.22 | 3.30 | 3.87 | 4.47 |
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 Strategic Asset Allocation - Optimal Moderate |
-9.15%
Feb 2006 - Feb 2009 |
-2.22%
Feb 2004 - Feb 2009 |
3.61%
Oct 2013 - Oct 2023 |
4.79%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jabil 401k 2016 Strategic Asset Allocation - Optimal Moderate |
25.19%
Feb 2009 - Feb 2012 |
20.79%
Feb 2009 - Feb 2014 |
12.11%
Feb 2009 - Feb 2019 |
9.77%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart