Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HENRY M JACKSON FOUNDATION DEFINED CONTRIBUTION RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 35.44% | 13.18% | 13.97% | 10.76% | 11.20% | 10.73% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HENRY M JACKSON FOUNDATION DEFINED CONTRIBUTION RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -1.09 | 35.44 | 13.18 | 13.97 | 10.76 | 11.20 | 10.73 | … | … | 0.70 | 25.11 | 26.11 | -8.81 | 17.98 | 12.77 | 19.92 | -1.54 | 12.97 | 7.98 | 1.10 | 7.04 | 13.93 | 14.73 | 6.04 | 15.27 | 16.78 | 2.58 | 4.32 | 18.73 | 4.62 | 11.98 | 11.75 | 4.63 | 3.44 |
| Sharpe Ratio | NA | 2.19 | 0.95 | 0.87 | 0.85 | NA | NA | … | … | 0.06 | 2.08 | 2.75 | -0.73 | 2.02 | 0.61 | 2.87 | -0.30 | 3.02 | 0.98 | 0.11 | 1.01 | 1.99 | 2.08 | 0.41 | 1.18 | 1.58 | 62.25 | 0.13 | 2.23 | 0.43 | 1.39 | 1.67 | 3.08 | 90.61 |
| Standard Deviation(%) | NA | 8.92 | 10.65 | 13.02 | 10.70 | NA | NA | … | … | 10.71 | 8.92 | 7.96 | 14.05 | 8.90 | 20.63 | 6.44 | 9.46 | 4.09 | 7.91 | 9.34 | 6.95 | 6.99 | 7.04 | 14.55 | 12.87 | 10.54 | 0.03 | 10.15 | 6.93 | 5.71 | 7.96 | 6.62 | 1.14 | 0.01 |
| Draw Down(%) | NA | 5.87 | 14.14 | 23.38 | 23.38 | NA | NA | … | … | 0.87 | 5.87 | 5.07 | 16.15 | 4.24 | 23.38 | 3.22 | 11.09 | 1.52 | 6.64 | 8.81 | 5.37 | 6.28 | 4.63 | 11.06 | 7.89 | 4.96 | 0.00 | 6.35 | 5.28 | 3.89 | 9.08 | 4.62 | 0.61 | 0.00 |
| Yield(%) | NA | 14.37 | 10.89 | 7.48 | 5.24 | NA | NA | … | … | NA | 7.72 | 13.43 | 6.75 | 5.37 | 1.94 | 3.34 | 2.86 | 2.64 | 4.40 | 2.64 | 3.13 | 2.06 | 2.98 | 2.61 | 1.80 | 2.13 | 2.55 | 2.72 | 5.10 | 5.53 | 4.94 | 1.10 | 2.99 | 3.44 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HENRY M JACKSON FOUNDATION DEFINED CONTRIBUTION RETIREMENT PLAN Tactical Asset Allocation Moderate |
4.63%
Mar 2017 – Mar 2020 |
4.66%
Mar 2015 – Mar 2020 |
7.26%
Sep 2012 – Sep 2022 |
8.22%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HENRY M JACKSON FOUNDATION DEFINED CONTRIBUTION RETIREMENT PLAN Tactical Asset Allocation Moderate |
24.87%
Sep 2022 – Sep 2025 |
16.82%
Oct 2020 – Oct 2025 |
12.40%
Sep 2015 – Sep 2025 |
11.63%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart