Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRLBX (MULTIMANAGER LIFESTYLE BALANCED PORTFOLIO CLASS R3) | NA | 6.75% | 5.29% | 7.33% | 6.41% | 5.41% | NA | … | … |
Data as of 12/17/2020, Common starting date is 10/20/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRLBX (MULTIMANAGER LIFESTYLE BALANCED PORTFOLIO CLASS R3) | 10/20/2005 | 12/17/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.75 | 5.29 | 7.33 | 6.41 | 5.41 | NA | … | … | 5.99 | 18.36 | -7.03 | 14.47 | 6.49 | -1.76 | 3.64 | 15.44 | 13.38 | -2.82 | 12.90 | 32.61 | -31.93 | 5.48 | 12.10 | 3.36 |
| Sharpe Ratio | NA | 0.33 | 0.34 | 0.60 | 0.59 | NA | NA | … | … | 0.30 | 2.46 | -0.94 | 3.34 | 0.71 | -0.20 | 0.51 | 2.23 | 1.72 | -0.19 | 1.11 | 1.93 | -1.35 | 0.24 | 1.29 | 2.47 |
| Standard Deviation(%) | NA | 19.36 | 12.94 | 10.94 | 10.28 | NA | NA | … | … | 19.71 | 6.90 | 8.85 | 4.16 | 8.78 | 8.93 | 7.16 | 6.91 | 7.83 | 14.85 | 11.51 | 16.82 | 24.19 | 10.18 | 6.86 | 6.43 |
| Draw Down(%) | NA | 24.95 | 24.95 | 24.95 | 24.95 | NA | NA | … | … | 24.95 | 3.72 | 13.41 | 1.34 | 8.47 | 9.61 | 6.01 | 5.35 | 6.74 | 15.72 | 9.71 | 17.89 | 40.19 | 7.10 | 6.73 | 1.36 |
| Yield(%) | 0.00 | 8.10 | 7.16 | 7.09 | 5.40 | 4.82 | 3.76 | … | … | 0.37 | 9.59 | 7.53 | 7.69 | 6.47 | 6.23 | 2.49 | 2.56 | 2.29 | 2.58 | 3.35 | 3.65 | 5.33 | 4.25 | 8.09 | 0.00 |
Data as of 12/17/2020, Common starting date is 10/20/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRLBX (MULTIMANAGER LIFESTYLE BALANCED PORTFOLIO CLASS R3) |
-11.32%
Feb 2006 – Feb 2009 |
0.37%
May 2007 – May 2012 |
3.70%
Feb 2006 – Feb 2016 |
5.49%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRLBX (MULTIMANAGER LIFESTYLE BALANCED PORTFOLIO CLASS R3) |
20.41%
Feb 2009 – Feb 2012 |
16.72%
Feb 2009 – Feb 2014 |
10.23%
Feb 2009 – Feb 2019 |
5.49%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison Chart