Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GRRAX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS A SHARES) | NA | -4.15% | 1.46% | 0.14% | -0.47% | NA | NA | … | … |
Data as of 11/19/2021, Common starting date is 02/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GRRAX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS A SHARES) | 02/07/2011 | 11/19/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.15 | 1.46 | 0.14 | -0.47 | NA | NA | … | … | -7.98 | 3.24 | 9.09 | -3.89 | 0.33 | -7.42 | -0.80 | 2.21 | -2.53 | 3.65 | 1.30 |
| Sharpe Ratio | NA | -0.33 | 0.09 | -0.07 | -0.13 | NA | NA | … | … | -0.68 | 0.32 | 1.73 | -1.03 | -0.08 | -1.42 | -0.20 | 0.66 | -1.16 | 0.39 | 0.35 |
| Standard Deviation(%) | NA | 12.71 | 9.38 | 7.78 | 6.71 | NA | NA | … | … | 13.26 | 9.29 | 4.45 | 5.06 | 3.69 | 5.35 | 4.21 | 3.30 | 2.21 | 9.30 | 4.04 |
| Draw Down(%) | NA | 12.25 | 15.03 | 15.03 | 18.21 | NA | NA | … | … | 12.25 | 14.64 | 4.12 | 7.06 | 3.45 | 8.98 | 4.20 | 3.08 | 4.11 | 6.20 | 4.41 |
| Yield(%) | 0.00 | 0.00 | 2.84 | 1.64 | 1.15 | 0.77 | 0.58 | … | … | 0.00 | 0.00 | 8.41 | 0.00 | 0.00 | 0.00 | 1.16 | 0.00 | 0.96 | 1.81 | 0.00 |
Data as of 11/19/2021, Common starting date is 02/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRRAX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS A SHARES) |
-4.12%
Mar 2015 – Mar 2018 |
-3.50%
Mar 2015 – Mar 2020 |
-0.69%
Aug 2011 – Aug 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRRAX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS A SHARES) |
4.45%
Mar 2018 – Mar 2021 |
1.49%
Mar 2016 – Mar 2021 |
0.77%
Mar 2011 – Mar 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart