Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JACK (Jack in the Box Inc.) | -47.88% | -59.13% | -28.52% | -20.84% | -11.91% | 2.20% | 1.72% | 3.82% |
Data as of 07/18/2025, AR inception is 03/05/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JACK (Jack in the Box Inc.) | 03/05/1992 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.93 | -59.13 | -28.52 | -20.84 | -11.91 | 2.20 | 1.72 | 3.82 | -47.88 | -47.35 | 22.24 | -20.18 | -4.10 | 20.70 | 2.52 | -19.42 | -10.71 | 47.76 | -2.80 | 61.39 | 74.90 | 36.84 | -1.09 | 7.42 | -10.96 | -14.28 | -15.56 | 74.75 | -5.26 | 72.61 | 23.54 | -37.22 | -6.45 | 42.30 | -6.23 | 46.47 | 69.72 | 47.92 | 41.18 | -56.41 | -30.36 | -8.94 |
| Sharpe Ratio | NA | -1.00 | -0.65 | -0.53 | -0.29 | NA | NA | 0.05 | -1.14 | -1.35 | 0.60 | -0.48 | -0.13 | 0.23 | 0.04 | -0.76 | -0.54 | 1.34 | -0.10 | 2.48 | 3.62 | 1.59 | -0.03 | 0.24 | -0.26 | -0.23 | -0.50 | 2.44 | -0.23 | 2.45 | 0.70 | -0.94 | -0.22 | 0.91 | -0.21 | 1.08 | 1.49 | 1.07 | 0.67 | -1.34 | -0.54 | -0.25 |
| Standard Deviation(%) | NA | 55.16 | 44.09 | 40.08 | 43.45 | NA | NA | 41.55 | 62.39 | 40.08 | 30.49 | 44.84 | 31.19 | 87.72 | 26.18 | 27.32 | 21.05 | 35.56 | 28.51 | 24.78 | 20.70 | 23.29 | 34.17 | 30.24 | 42.85 | 66.48 | 37.29 | 29.48 | 31.95 | 29.29 | 32.83 | 40.96 | 40.28 | 42.03 | 44.43 | 39.93 | 44.27 | 41.29 | 55.82 | 44.38 | 59.97 | 52.16 |
| Draw Down(%) | NA | 71.07 | 82.08 | 84.78 | 84.78 | NA | NA | 84.78 | 59.91 | 52.58 | 38.81 | 41.42 | 34.86 | 79.08 | 18.16 | 22.87 | 17.26 | 19.49 | 28.89 | 14.91 | 8.39 | 12.86 | 23.39 | 29.43 | 34.66 | 58.84 | 34.90 | 15.09 | 33.38 | 14.73 | 27.67 | 52.53 | 32.35 | 25.58 | 36.89 | 37.91 | 28.70 | 26.44 | 27.27 | 63.10 | 44.64 | 47.97 |
| Yield(%) | 0.00 | 2.44 | 2.55 | 2.13 | 1.65 | 5.73 | 4.36 | 6.48 | 1.07 | 2.11 | 2.60 | 2.01 | 1.89 | 1.51 | 2.05 | 1.66 | 1.48 | 1.73 | 1.38 | 1.22 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/18/2025, AR inception is 03/05/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JACK (Jack in the Box Inc.) |
-32.90%
May 2022 - May 2025 |
-23.33%
Jun 2020 - Jun 2025 |
-13.24%
Jun 2015 - Jun 2025 |
0.30%
May 2010 - May 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JACK (Jack in the Box Inc.) |
67.47%
Mar 1995 - Mar 1998 |
42.81%
Apr 1995 - Apr 2000 |
24.56%
Mar 1995 - Mar 2005 |
18.00%
Dec 2002 - Dec 2017 |
Annualized Rolling Returns Comparison Chart