Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JBLMX (MULTIMANAGER LIFESTYLE MODERATE PORTFOLIO CLASS B) | NA | 5.24% | 4.08% | 5.55% | 4.88% | 4.39% | NA | … | … |
Data as of 12/17/2020, Common starting date is 10/20/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JBLMX (MULTIMANAGER LIFESTYLE MODERATE PORTFOLIO CLASS B) | 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 | 5.24 | 4.08 | 5.55 | 4.88 | 4.39 | NA | … | … | 4.73 | 14.33 | -5.87 | 9.97 | 5.61 | -2.32 | 2.84 | 9.24 | 11.15 | -0.08 | 11.05 | 26.91 | -24.55 | 3.74 | 8.95 | 2.31 |
| Sharpe Ratio | NA | 0.37 | 0.36 | 0.64 | 0.65 | NA | NA | … | … | 0.34 | 2.94 | -1.28 | 3.39 | 0.90 | -0.39 | 0.61 | 1.88 | 2.20 | -0.01 | 1.41 | 2.20 | -1.56 | 0.11 | 1.11 | 2.14 |
| Standard Deviation(%) | NA | 13.62 | 8.90 | 7.51 | 6.89 | NA | NA | … | … | 13.86 | 4.40 | 5.65 | 2.76 | 5.99 | 5.97 | 4.66 | 4.90 | 5.09 | 9.29 | 7.75 | 12.17 | 16.24 | 6.64 | 5.10 | 4.61 |
| Draw Down(%) | NA | 19.79 | 19.79 | 19.79 | 19.79 | NA | NA | … | … | 19.79 | 2.14 | 9.96 | 0.95 | 5.56 | 7.52 | 4.28 | 4.80 | 4.20 | 10.24 | 6.34 | 14.18 | 31.88 | 4.65 | 4.57 | 1.12 |
| Yield(%) | 0.00 | 4.66 | 5.01 | 4.95 | 4.11 | 3.93 | 3.03 | … | … | 0.36 | 5.42 | 5.40 | 5.86 | 4.49 | 4.59 | 4.13 | 2.14 | 2.38 | 2.77 | 3.51 | 3.85 | 5.13 | 3.42 | 6.88 | 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 |
|---|---|---|---|---|
| JBLMX (MULTIMANAGER LIFESTYLE MODERATE PORTFOLIO CLASS B) |
-8.55%
Feb 2006 – Feb 2009 |
1.22%
Mar 2015 – Mar 2020 |
3.34%
Feb 2006 – Feb 2016 |
4.47%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JBLMX (MULTIMANAGER LIFESTYLE MODERATE PORTFOLIO CLASS B) |
17.46%
Feb 2009 – Feb 2012 |
13.64%
Feb 2009 – Feb 2014 |
8.03%
Feb 2009 – Feb 2019 |
4.47%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison Chart