JLDEX Performance — Multimanager 2020 Lifetime Portfolio, Class R2
Data updated: 2026-07-27
JLDEX returned +5.94% year to date and +14.99% over one year to May 2026. Annualised returns are +10.99% over 3 years and +4.43% over 5 years. The fund trailed its Target-Date category average: $100 invested three years ago grew to $137, against $155 for the category, and to $115 over one year, against $121. Volatility over the past three years was 7.65% a year. In the 12 months to May 2026 the fund lost a net $61.8M, and assets reached $334.34M.
JLDEX Growth of $100
What $100 invested in Multimanager 2020 Lifetime Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Target-Date category average over the same months.
| Period | JLDEX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $115 | $121 |
| 3 years (Jun 2023 – May 2026) | $137 | $155 |
| 5 years (Jun 2021 – May 2026) | $124 | $144 |
| Since data start (Sep 2019 – May 2026) | $156 | $187 |
JLDEX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +5.94% |
| 1 year | +14.99% |
| 3 years (annualised) | +10.99% |
| 5 years (annualised) | +4.43% |
JLDEX Annual Returns
Calendar-year total returns of Multimanager 2020 Lifetime Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +5.94% |
| 2025 | +12.28% |
| 2024 | +6.85% |
| 2023 | +10.96% |
| 2022 | −14.94% |
| 2021 | +9.19% |
| 2020 | +12.93% |
| 2019 (Sep–Dec) | +5.73% |
JLDEX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.0% | +1.8% | −3.7% | +4.1% | +1.8% | — | — | — | — | — | — | — |
| 2025 | +2.0% | +0.7% | −1.3% | −0.1% | +2.2% | +2.5% | +0.4% | +1.8% | +1.8% | +0.8% | +0.5% | +0.4% |
| 2024 | −0.4% | +1.3% | +2.3% | −2.7% | +2.8% | +0.6% | +2.2% | +1.6% | +1.5% | −2.1% | +2.3% | −2.5% |
| 2023 | +5.5% | −3.0% | +1.9% | +0.8% | −1.8% | +2.8% | +1.7% | −1.8% | −3.1% | −2.4% | +6.2% | +4.4% |
| 2022 | −3.0% | −1.5% | −0.2% | −5.7% | 0.0% | −5.7% | +4.4% | −2.8% | −6.9% | +2.4% | +5.8% | −2.2% |
| 2021 | −0.4% | +1.2% | +0.8% | +2.8% | +1.1% | +1.0% | +0.6% | +1.0% | −2.1% | +2.6% | −1.7% | +2.1% |
| 2020 | 0.0% | −3.3% | −9.7% | +7.2% | +3.5% | +2.1% | +3.9% | +2.4% | −1.9% | −1.0% | +7.3% | +3.0% |
| 2019 | — | — | — | — | — | — | — | — | +0.7% | +1.4% | +1.4% | +2.1% |
JLDEX Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 7.65%
- 3-year Sharpe ratio: 0.85 (vs 4.5% risk-free rate)
- Best month: +6.15% (Nov 2023)
- Worst month: −3.70% (Mar 2026)
JLDEX Fund Flows
Monthly money in and out of Multimanager 2020 Lifetime Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$61.8M
- 12-month gross sales (incl. reinvestments): $33.8M
- Sales ÷ redemptions: 0.35×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $964K | $5.8M | −$4.8M |
| Apr 2026 | $2.2M | $6.7M | −$4.5M |
| Mar 2026 | $1.5M | $9.5M | −$8.0M |
| Feb 2026 | $721K | $8.7M | −$8.0M |
| Jan 2026 | $1.0M | $8.6M | −$7.6M |
| Dec 2025 | $23.2M | $9.5M | $13.7M |
| Nov 2025 | $470K | $9.6M | −$9.1M |
| Oct 2025 | $1.2M | $7.5M | −$6.3M |
| Sep 2025 | $671K | $6.4M | −$5.7M |
| Aug 2025 | $527K | $8.5M | −$7.9M |
| Jul 2025 | $675K | $9.1M | −$8.4M |
| Jun 2025 | $712K | $5.9M | −$5.2M |
JLDEX Assets Under Management
Net assets of Multimanager 2020 Lifetime Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $334.34M |
| 2026-02-28 | $345.02M |
| 2025-11-30 | $353.27M |
| 2025-08-31 | $362.79M |
| 2025-05-31 | $366.94M |
| 2025-02-28 | $387.98M |
| 2024-11-30 | $424.77M |
| 2024-08-31 | $440.05M |
| 2024-05-31 | $444.69M |
| 2024-02-29 | $455.21M |
| 2023-11-30 | $463.61M |
| 2023-08-31 | $491.74M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.