Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| The JPMorgan Chase 401k Savings Plan Tactical Asset Allocation Moderate | NA | 37.12% | 13.31% | 15.37% | 9.60% | 9.74% | 10.79% | 11.28% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The JPMorgan Chase 401k Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.89 | 37.12 | 13.31 | 15.37 | 9.60 | 9.74 | 10.79 | 11.28 | NA | 22.02 | 27.75 | -7.20 | 10.79 | 21.74 | 15.77 | -5.78 | 9.84 | 6.59 | -1.44 | 3.30 | 15.23 | 13.84 | 2.91 | 12.82 | 14.77 | 3.27 | 16.54 | 17.25 | 13.54 | 17.04 | 29.99 | 2.15 | 4.94 |
| Sharpe Ratio | NA | 1.55 | 0.97 | 0.86 | 0.68 | NA | NA | 0.90 | 0.08 | 1.39 | 2.62 | -0.64 | 0.91 | 1.06 | 1.71 | -0.60 | 1.50 | 0.68 | -0.15 | 0.39 | 1.98 | 1.71 | 0.21 | 0.95 | 1.31 | 3.41 | 0.88 | 1.13 | 1.32 | 1.70 | 3.85 | 0.26 | 1.42 |
| Standard Deviation(%) | NA | 11.06 | 11.25 | 13.70 | 11.70 | NA | NA | 10.59 | 13.15 | 11.08 | 8.98 | 13.35 | 11.86 | 20.31 | 8.39 | 11.82 | 6.16 | 9.46 | 9.74 | 8.50 | 7.66 | 8.04 | 13.80 | 13.45 | 11.16 | 0.69 | 15.37 | 12.42 | 8.64 | 9.47 | 7.61 | 4.05 | 1.85 |
| Draw Down(%) | NA | 8.60 | 11.92 | 21.99 | 21.99 | NA | NA | 21.99 | 1.13 | 8.60 | 5.20 | 14.67 | 5.85 | 21.99 | 4.01 | 13.93 | 3.15 | 7.49 | 10.05 | 7.46 | 4.29 | 5.39 | 11.85 | 9.34 | 5.87 | 0.00 | 9.22 | 13.32 | 5.77 | 9.92 | 3.27 | 3.50 | 1.52 |
| Yield(%) | NA | 14.42 | 12.33 | 9.51 | 5.77 | NA | NA | 0.00 | NA | 9.83 | 12.36 | 7.63 | 7.11 | 6.18 | 4.44 | 1.41 | 1.34 | 1.11 | 3.66 | 2.12 | 2.02 | 3.31 | 3.93 | 1.45 | 3.14 | 2.55 | 7.76 | 3.53 | 3.33 | 4.15 | 4.84 | 4.47 | 3.97 |
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 Tactical Asset Allocation Moderate |
2.23%
Feb 2014 - Feb 2017 |
2.35%
Dec 2013 - Dec 2018 |
5.82%
Mar 2010 - Mar 2020 |
6.93%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The JPMorgan Chase 401k Savings Plan Tactical Asset Allocation Moderate |
23.30%
Apr 2003 - Apr 2006 |
19.39%
Oct 2002 - Oct 2007 |
14.35%
Apr 2003 - Apr 2013 |
11.73%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart