Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JAGOX | NA | 1.71% | 9.48% | 5.90% | NA | NA | NA | 3.72% |
Data as of 11/20/2014, AR inception is 07/03/2008
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JAGOX | 07/03/2008 | 11/20/2014 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 1.71 | 9.48 | 5.90 | NA | NA | NA | 3.72 | -0.47 | 14.66 | 12.14 | -3.35 | 9.73 | 31.24 | -30.10 |
Sharpe Ratio | NA | 0.34 | 1.15 | 0.55 | NA | NA | NA | 0.23 | -0.11 | 1.95 | 1.41 | -0.22 | 0.77 | 1.90 | -1.58 |
Standard Deviation(%) | NA | 5.03 | 7.76 | 10.58 | NA | NA | NA | 14.63 | 4.96 | 7.50 | 8.67 | 15.28 | 12.48 | 16.43 | 32.99 |
Draw Down(%) | NA | 3.78 | 7.54 | 14.24 | NA | NA | NA | 40.10 | 3.78 | 5.92 | 7.54 | 14.24 | 9.83 | 16.38 | 38.27 |
Yield(%) | 0.00 | 3.40 | 3.78 | 3.21 | 1.50 | 1.00 | 0.75 | 2.50 | 0.00 | 3.77 | 4.00 | 3.02 | 5.09 | 0.00 | 0.00 |
Data as of 11/20/2014, AR inception is 07/03/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JAGOX (JAGOX) |
0.72%
Aug 2008 - Aug 2011 |
3.36%
Aug 2008 - Aug 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JAGOX (JAGOX) |
18.48%
Feb 2009 - Feb 2012 |
15.10%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart