Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JO-ANN STORES INC. 401K SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 18.95% | 3.12% | 6.77% | 6.75% | 7.65% | 7.05% | 7.62% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JO-ANN STORES INC. 401K SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 1.11 | 18.95 | 3.12 | 6.77 | 6.75 | 7.65 | 7.05 | 7.62 | NA | 6.53 | 13.65 | -16.09 | 8.64 | 18.51 | 18.15 | -4.90 | 14.65 | 8.53 | -0.60 | 3.27 | 16.18 | 14.88 | -2.25 | 13.69 | 26.56 | -22.95 | 10.65 | 10.02 | 8.38 | 12.91 | 22.62 | -6.26 | 9.37 |
| Sharpe Ratio | NA | -0.17 | -0.09 | 0.34 | 0.42 | NA | NA | 0.52 | 0.16 | -0.01 | 1.07 | -1.28 | 0.98 | 0.97 | 2.12 | -0.63 | 3.16 | 0.94 | -0.07 | 0.47 | 2.31 | 1.96 | -0.15 | 1.10 | 1.68 | -1.09 | 0.83 | 0.85 | 0.97 | 1.50 | 2.24 | -0.60 | 0.82 |
| Standard Deviation(%) | NA | 8.98 | 10.58 | 12.40 | 10.56 | NA | NA | 11.08 | 9.16 | 8.90 | 8.74 | 13.64 | 8.79 | 18.75 | 7.89 | 9.85 | 4.43 | 8.89 | 8.93 | 6.91 | 6.98 | 7.58 | 15.21 | 12.37 | 15.77 | 21.84 | 9.21 | 7.94 | 6.39 | 7.97 | 9.80 | 12.28 | 8.65 |
| Draw Down(%) | NA | 8.10 | 16.45 | 21.50 | 22.52 | NA | NA | 35.68 | 2.28 | 7.22 | 8.34 | 21.08 | 4.92 | 22.52 | 3.54 | 12.84 | 1.55 | 8.09 | 8.72 | 4.78 | 6.09 | 6.03 | 15.15 | 9.79 | 16.94 | 33.81 | 6.03 | 8.90 | 3.99 | 6.67 | 6.81 | 19.53 | 9.36 |
| Yield(%) | NA | 4.67 | 3.95 | 3.95 | 4.34 | NA | NA | 4.39 | NA | 0.68 | 4.58 | 3.02 | 3.51 | 5.41 | 2.51 | 5.62 | 5.63 | 2.59 | 5.72 | 4.34 | 4.88 | 4.11 | 2.61 | 3.65 | 3.73 | 5.81 | 6.87 | 4.87 | 5.58 | 4.29 | 2.33 | 3.27 | 5.45 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| JO-ANN STORES INC. 401K SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-6.74%
Feb 2006 - Feb 2009 |
-0.26%
Feb 2004 - Feb 2009 |
4.82%
Oct 2013 - Oct 2023 |
5.17%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JO-ANN STORES INC. 401K SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
19.19%
Feb 2009 - Feb 2012 |
16.38%
Feb 2009 - Feb 2014 |
10.70%
Feb 2009 - Feb 2019 |
9.41%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart