Find A Portfolio/Ticker
Comparison Box
JCURX: ABSOLUTE RETURN CURRENCY FUND CLASS R6 (MUTUAL FUND)
Basic Info
Asset Class: | Currency |
MyPlanIQ Rating: | Not Rated |
Start Date: | 11/04/2011 |
Last Dividend Date: | 12/19/2019 |
12-Mo. Yield | 0.00% |
Expenses | 1.12% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 10/25/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.1 | -8.4 | -2.0 | -2.7 | 0.1 | 0.3 | -4.9 | -16.3 | 18.5 | -1.7 | -4.1 | -1.4 | 12.2 | -4.4 | 1.8 | 3.5 | 5.1 | -0.3 |
Sharpe Ratio | NA | -0.95 | -0.19 | -0.33 | -0.04 | -0.01 | -0.71 | -0.97 | 1.86 | -0.47 | -0.81 | -0.28 | 1.75 | -0.35 | 0.24 | 0.48 | 0.9 | -0.38 |
Draw Down(%) | NA | 14.0 | 27.6 | 27.6 | 27.6 | 27.6 | 12.1 | 18.4 | 3.8 | 4.8 | 8.4 | 8.7 | 3.6 | 11.1 | 8.4 | 4.9 | 5.7 | 1.7 |
Standard Deviation(%) | NA | 9.8 | 12.6 | 10.6 | 9.6 | 9.3 | 10.0 | 16.9 | 9.8 | 6.5 | 6.7 | 7.3 | 6.8 | 12.7 | 7.3 | 7.1 | 5.6 | 5.6 |
Treynor Ratio | NA | 0.0 | 0.0 | 0.19 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.14 | 0.53 | 0.08 | -0.64 | 0.09 | -0.3 | -0.05 | -0.12 | 0.06 |
Alpha | NA | 0.08 | -0.01 | -0.01 | 0.0 | 0.0 | NA | NA | NA | -0.01 | -0.02 | -0.01 | 0.05 | -0.03 | 0.01 | 0.0 | 0.03 | -0.04 |
Beta | NA | 0.03 | 0.0 | -0.18 | -0.31 | -0.32 | NA | NA | NA | -0.22 | -0.1 | -0.27 | -0.19 | -0.46 | -0.06 | -0.74 | -0.42 | -0.34 |
RSquared | NA | 0.0 | 0.0 | 0.0 | 0.02 | 0.03 | 0.0 | 0.0 | 0.0 | 0.03 | 0.01 | 0.04 | 0.02 | 0.07 | 0.0 | 0.26 | 0.15 | 0.23 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 3.2 | 6.8 | 1.4 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -53.8 | 400.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/01/2011
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Currency Asset Class Trend Rankings |
Top Rated Funds in Currency
Best Mutual Funds
- LDMFX (LORD ABBETT EMERGING MARKETS CURRENCY FUND CLASS F) (86%)
- FDPIX (FALLING U.S. DOLLAR PROFUND FALLING U.S. DOLLAR PROFUND INVESTOR CLASS) (81%)
- RDPIX (RISING U.S. DOLLAR PROFUND RISING U.S. DOLLAR PROFUND INVESTOR CLASS) (76%)
- PLMIX (PIMCO EMERGING MARKETS CURRENCY FUND INSTITUTIONAL) (71%)
- PLMPX (PIMCO EMERGING MARKETS CURRENCY FUND CLASS P) (62%)
- MERKX (MERK HARD CURRENCY FUND INVESTOR SHARES) (57%)
- FDPSX (FALLING U.S. DOLLAR PROFUND FALLING U.S. DOLLAR PROFUND SERVICE CLASS) (52%)
- RDPSX (RISING U.S. DOLLAR PROFUND RISING U.S. DOLLAR PROFUND SERVICE CLASS) (48%)
- ECIMX (EATON VANCE DIVERSIFIED CURRENCY INCOME FUND EATON VANCE DIVERSIFIED CURRENCY INCOME FUND CLASS C) (38%)
- MHCIX (MERK HARD CURRENCY FUND INSTITUTIONAL SHARE CLASS) (5%)
Best ETFs
- DBV (Invesco DB G10 Currency Harvest Fund) (100%)
- UDN (Invesco DB US Dollar Index Bearish Fund) (95%)
- UUP (Invesco DB US Dollar Index Bullish Fund) (90%)
- CEW (WisdomTree Emerging Currency Strategy Fund) (43%)