Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 01/31/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| The JPMorgan Chase 401k Savings Plan Strategic Asset Allocation - Optimal Moderate | 2.46% | 21.54% | 12.99% | 11.65% | 8.16% | 7.96% | 7.18% | 7.76% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The JPMorgan Chase 401k Savings Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 04/25/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 01/31/2025.
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 (%) | -0.38 | 21.54 | 12.99 | 11.65 | 8.16 | 7.96 | 7.18 | 7.76 | 2.46 | 20.08 | 22.65 | -11.96 | 10.20 | 17.72 | 14.30 | -5.26 | 12.45 | 6.15 | -1.55 | 1.86 | 12.45 | 12.46 | -1.97 | 12.17 | 24.46 | -24.98 | 10.13 | 13.71 | 9.21 | 14.66 | 22.35 | -2.26 | 10.55 |
| Sharpe Ratio | NA | 1.00 | 1.06 | 1.04 | 0.57 | NA | NA | 0.54 | 0.19 | 1.84 | 2.35 | -0.98 | 1.01 | 0.91 | 1.69 | -0.62 | 2.16 | 0.65 | -0.17 | 0.26 | 1.66 | 1.42 | -0.14 | 1.01 | 1.28 | -1.01 | 0.65 | 1.23 | 1.06 | 2.06 | 2.63 | -0.27 | 0.76 |
| Standard Deviation(%) | NA | 10.01 | 10.07 | 10.73 | 10.88 | NA | NA | 11.80 | 14.36 | 7.35 | 7.82 | 13.58 | 10.11 | 19.12 | 7.61 | 10.53 | 5.46 | 9.18 | 9.29 | 7.10 | 7.46 | 8.73 | 14.81 | 11.98 | 19.08 | 25.62 | 10.91 | 8.50 | 6.63 | 6.67 | 8.23 | 12.33 | 10.82 |
| Draw Down(%) | NA | 8.06 | 9.77 | 19.95 | 20.96 | NA | NA | 39.41 | 8.06 | 4.32 | 5.11 | 19.95 | 5.82 | 20.96 | 3.93 | 12.60 | 2.62 | 7.54 | 9.69 | 6.16 | 6.54 | 7.46 | 13.62 | 9.33 | 18.72 | 37.91 | 7.03 | 9.06 | 4.25 | 4.63 | 7.66 | 15.25 | 10.88 |
| Yield(%) | NA | 14.77 | 9.84 | 7.14 | 4.71 | NA | NA | 3.78 | NA | 4.52 | 13.60 | 5.08 | 5.89 | 4.34 | 1.61 | 3.31 | 0.58 | 3.61 | 2.03 | 2.16 | 3.42 | 2.76 | 2.30 | 1.74 | 2.40 | 3.28 | 5.60 | 3.10 | 5.31 | 3.80 | 2.78 | 2.16 | 1.63 |
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 Strategic Asset Allocation - Optimal Moderate |
-7.27%
Feb 2006 - Feb 2009 |
-0.03%
Feb 2004 - Feb 2009 |
4.01%
Oct 2007 - Oct 2017 |
3.83%
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 Strategic Asset Allocation - Optimal Moderate |
18.58%
Feb 2009 - Feb 2012 |
15.26%
Oct 2002 - Oct 2007 |
9.04%
Feb 2009 - Feb 2019 |
9.22%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart