Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The J. Jill Group 401(k) Plan Tactical Asset Allocation Moderate | NA | -1.98% | 4.51% | 3.24% | 5.12% | 8.01% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The J. Jill Group 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.56 | -1.98 | 4.51 | 3.24 | 5.12 | 8.01 | NA | … | … | -2.63 | 9.60 | 6.20 | -2.53 | 2.48 | 10.42 | 1.94 | -3.45 | 7.26 | 22.17 | -4.08 | 19.24 | 21.46 | 17.68 | 12.59 | 22.43 | 7.08 | 8.38 |
| Sharpe Ratio | NA | -0.50 | 0.56 | 0.33 | 0.63 | NA | NA | … | … | -0.50 | 1.58 | 1.17 | -0.49 | 0.37 | 1.58 | 0.34 | -0.41 | 0.68 | 2.23 | -0.90 | 1.37 | 1.83 | 2.30 | 1.22 | 3.48 | 1.19 | 1.12 |
| Standard Deviation(%) | NA | 7.92 | 6.35 | 6.21 | 7.42 | NA | NA | … | … | 7.92 | 5.66 | 5.12 | 5.25 | 6.66 | 6.55 | 5.55 | 8.55 | 10.58 | 9.92 | 5.56 | 11.86 | 9.93 | 6.74 | 9.53 | 6.24 | 5.01 | 5.40 |
| Draw Down(%) | NA | 9.21 | 9.21 | 9.21 | 11.07 | NA | NA | … | … | 9.21 | 2.59 | 3.14 | 7.89 | 6.24 | 4.36 | 7.45 | 8.82 | 8.98 | 5.65 | 6.95 | 9.20 | 13.81 | 5.50 | 11.56 | 3.85 | 5.42 | 4.13 |
| Yield(%) | NA | 2.74 | 2.48 | 2.62 | 3.15 | NA | NA | … | … | 2.72 | 0.18 | 4.55 | 1.39 | 4.28 | 3.75 | 4.05 | 1.39 | 4.04 | 5.05 | 3.46 | 10.00 | 7.74 | 6.16 | 2.69 | 4.03 | 6.76 | 8.54 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| The J. Jill Group 401(k) Plan Tactical Asset Allocation Moderate |
0.29%
Apr 2010 – Apr 2013 |
1.09%
Apr 2011 – Apr 2016 |
4.52%
Oct 2007 – Oct 2017 |
7.92%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The J. Jill Group 401(k) Plan Tactical Asset Allocation Moderate |
23.57%
Oct 2004 – Oct 2007 |
19.70%
Oct 2002 – Oct 2007 |
13.26%
Apr 2001 – Apr 2011 |
9.51%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart