Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRLMX (MULTIMANAGER LIFESTYLE MODERATE PORTFOLIO CLASS R3) | NA | 5.63% | 4.55% | 6.04% | 5.34% | 4.87% | NA | … | … |
Data as of 12/17/2020, Common starting date is 10/20/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRLMX (MULTIMANAGER LIFESTYLE MODERATE 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 | 5.63 | 4.55 | 6.04 | 5.34 | 4.87 | NA | … | … | 5.13 | 14.89 | -5.44 | 10.40 | 6.19 | -1.88 | 3.16 | 9.71 | 11.64 | 0.38 | 11.56 | 27.43 | -24.27 | 4.29 | 9.73 | 2.31 |
| Sharpe Ratio | NA | 0.40 | 0.41 | 0.71 | 0.72 | NA | NA | … | … | 0.37 | 3.10 | -1.21 | 3.43 | 1.00 | -0.32 | 0.68 | 1.97 | 2.26 | 0.04 | 1.48 | 2.25 | -1.55 | 0.19 | 1.28 | 2.16 |
| Standard Deviation(%) | NA | 13.55 | 8.84 | 7.47 | 6.88 | NA | NA | … | … | 13.79 | 4.35 | 5.57 | 2.86 | 5.97 | 5.98 | 4.64 | 4.91 | 5.18 | 9.30 | 7.75 | 12.14 | 16.20 | 6.62 | 5.06 | 4.56 |
| Draw Down(%) | NA | 19.73 | 19.73 | 19.73 | 19.73 | NA | NA | … | … | 19.73 | 2.14 | 9.58 | 0.95 | 5.49 | 7.29 | 4.18 | 4.73 | 4.20 | 10.10 | 6.22 | 14.08 | 31.67 | 4.58 | 4.56 | 1.19 |
| Yield(%) | 0.00 | 5.48 | 5.56 | 5.49 | 4.63 | 4.41 | 3.41 | … | … | 0.70 | 6.36 | 5.86 | 6.36 | 4.98 | 5.04 | 4.52 | 2.58 | 2.84 | 3.22 | 4.06 | 4.31 | 5.58 | 3.90 | 7.53 | 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 |
|---|---|---|---|---|
| JRLMX (MULTIMANAGER LIFESTYLE MODERATE PORTFOLIO CLASS R3) |
-8.02%
Feb 2006 – Feb 2009 |
1.70%
Mar 2015 – Mar 2020 |
3.83%
Feb 2006 – Feb 2016 |
4.94%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRLMX (MULTIMANAGER LIFESTYLE MODERATE PORTFOLIO CLASS R3) |
17.97%
Feb 2009 – Feb 2012 |
14.12%
Feb 2009 – Feb 2014 |
8.50%
Feb 2009 – Feb 2019 |
4.94%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison Chart