Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GRRCX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS C SHARES) | NA | -3.32% | 1.28% | -0.28% | NA | NA | NA | … | … |
Data as of 11/19/2021, Common starting date is 01/10/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GRRCX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS C SHARES) | 01/10/2012 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.32 | 1.28 | -0.28 | NA | NA | NA | … | … | -7.07 | 2.58 | 8.20 | -4.62 | -0.34 | -8.14 | -1.57 | 1.42 | -3.27 | 1.84 |
| Sharpe Ratio | NA | -0.29 | 0.08 | -0.13 | NA | NA | NA | … | … | -0.66 | 0.25 | 1.52 | -1.19 | -0.27 | -1.56 | -0.37 | 0.44 | -1.39 | 0.14 |
| Standard Deviation(%) | NA | 11.57 | 8.86 | 7.39 | NA | NA | NA | … | … | 12.04 | 9.27 | 4.46 | 5.00 | 3.62 | 5.34 | 4.32 | 3.20 | 2.38 | 13.54 |
| Draw Down(%) | NA | 11.23 | 15.42 | 15.42 | NA | NA | NA | … | … | 11.23 | 14.68 | 4.34 | 7.59 | 3.80 | 9.54 | 4.58 | 3.32 | 4.57 | 6.41 |
| Yield(%) | 0.00 | 0.00 | 2.49 | 1.42 | 0.97 | 0.65 | 0.49 | … | … | 0.00 | 0.00 | 7.38 | 0.00 | 0.00 | 0.00 | 1.42 | 0.00 | 0.63 | 1.57 |
Data as of 11/19/2021, Common starting date is 01/10/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRRCX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS C SHARES) |
-4.81%
Mar 2015 – Mar 2018 |
-4.20%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRRCX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS C SHARES) |
3.66%
Mar 2018 – Mar 2021 |
0.74%
Mar 2016 – Mar 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart