Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GRRIX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS I SHARES) | NA | -6.80% | 1.94% | 2.15% | 0.33% | NA | NA | … | … |
Data as of 11/11/2022, Common starting date is 02/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GRRIX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS I SHARES) | 02/07/2011 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.80 | 1.94 | 2.15 | 0.33 | NA | NA | … | … | -1.72 | -6.12 | 3.56 | 9.35 | -3.67 | 0.65 | -7.16 | -0.62 | 2.41 | -2.33 | 3.98 | 1.30 |
| Sharpe Ratio | NA | -0.46 | 0.12 | 0.13 | -0.02 | NA | NA | … | … | -0.43 | -0.41 | 0.36 | 1.75 | -0.98 | 0.01 | -1.36 | -0.15 | 0.73 | -1.07 | 0.30 | 0.36 |
| Standard Deviation(%) | NA | 16.84 | 12.31 | 10.01 | 7.64 | NA | NA | … | … | 7.23 | 14.89 | 9.26 | 4.53 | 5.09 | 3.64 | 5.38 | 4.35 | 3.27 | 2.21 | 13.14 | 4.00 |
| Draw Down(%) | NA | 12.74 | 14.69 | 15.01 | 17.20 | NA | NA | … | … | 7.70 | 14.57 | 14.69 | 4.19 | 6.84 | 3.46 | 8.82 | 4.18 | 2.98 | 3.91 | 6.40 | 4.41 |
| Yield(%) | 0.00 | 10.08 | 6.19 | 3.90 | 2.23 | 1.56 | 1.17 | … | … | 0.00 | 10.95 | 0.00 | 8.67 | 0.00 | 0.00 | 0.00 | 2.21 | 0.00 | 1.16 | 1.94 | 0.00 |
Data as of 11/11/2022, 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 |
|---|---|---|---|---|
| GRRIX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS I SHARES) |
-3.89%
Mar 2015 – Mar 2018 |
-3.27%
Mar 2015 – Mar 2020 |
0.35%
Jul 2012 – Jul 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRRIX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS I SHARES) |
7.14%
Oct 2018 – Oct 2021 |
3.68%
Apr 2017 – Apr 2022 |
1.46%
Oct 2011 – Oct 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart