Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| The JPMorgan Chase 401k Savings Plan Asset Allocation Composite Moderate | NA | 23.38% | 10.95% | 11.60% | 9.01% | 8.77% | 8.73% | 9.10% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The JPMorgan Chase 401k Savings Plan Asset Allocation Composite Moderate | 12/31/2000 | 02/27/2025 |
| 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 (%) | 0.83 | 23.38 | 10.95 | 11.60 | 9.01 | 8.77 | 8.73 | 9.10 | NA | 16.00 | 19.60 | -4.26 | 7.29 | 16.02 | 20.43 | -3.99 | 16.09 | 7.94 | -3.43 | 2.56 | 18.15 | 14.10 | 0.14 | 6.05 | 14.89 | -0.24 | 10.13 | 11.25 | 6.53 | 10.43 | 19.36 | 4.01 | 3.44 |
| Sharpe Ratio | NA | 0.95 | 1.02 | 0.97 | 0.79 | NA | NA | 0.90 | 0.26 | 1.16 | 2.12 | -0.58 | 0.67 | 1.36 | 2.55 | -0.50 | 2.81 | 1.06 | -0.43 | 0.35 | 2.50 | 1.72 | 0.01 | 0.59 | 1.63 | -0.35 | 0.82 | 1.10 | 0.73 | 1.37 | 2.87 | 0.98 | 90.57 |
| Standard Deviation(%) | NA | 8.26 | 8.25 | 9.57 | 8.86 | NA | NA | 8.21 | 8.20 | 8.13 | 7.24 | 9.81 | 10.86 | 11.58 | 7.47 | 10.49 | 5.50 | 7.31 | 8.04 | 7.17 | 7.24 | 8.16 | 14.49 | 10.03 | 9.08 | 3.31 | 8.67 | 7.29 | 5.99 | 6.90 | 6.51 | 2.98 | 0.01 |
| Draw Down(%) | NA | 5.76 | 10.58 | 15.59 | 15.59 | NA | NA | 15.59 | 1.98 | 5.76 | 4.15 | 13.60 | 4.87 | 10.15 | 3.35 | 12.43 | 1.86 | 4.21 | 8.44 | 5.93 | 4.57 | 7.24 | 12.61 | 8.64 | 4.53 | 5.02 | 5.33 | 7.71 | 3.84 | 5.68 | 3.30 | 2.32 | 0.00 |
| Yield(%) | NA | 13.86 | 11.95 | 9.46 | 6.25 | NA | NA | 4.82 | NA | 4.52 | 14.17 | 11.46 | 4.16 | 6.94 | 4.67 | 1.75 | 6.33 | 2.01 | 2.41 | 3.01 | 1.51 | 4.39 | 2.10 | 3.70 | 4.08 | 2.46 | 7.79 | 3.01 | 6.54 | 4.23 | 3.03 | 3.07 | 3.44 |
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 |
|---|---|---|---|---|
| The JPMorgan Chase 401k Savings Plan Asset Allocation Composite Moderate |
2.22%
Nov 2013 - Nov 2016 |
3.57%
Dec 2013 - Dec 2018 |
6.29%
Apr 2010 - Apr 2020 |
6.85%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The JPMorgan Chase 401k Savings Plan Asset Allocation Composite Moderate |
14.45%
Dec 2018 - Dec 2021 |
12.04%
Sep 2019 - Sep 2024 |
9.81%
Apr 2003 - Apr 2013 |
9.34%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart