Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JAMNX (James Market Neutral ) | NA | -3.66% | -9.19% | -5.90% | -0.60% | NA | NA | … | … |
Data as of 07/22/2011, Common starting date is 10/18/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JAMNX (James Market Neutral ) | 10/18/2000 | 07/22/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.66 | -9.19 | -5.90 | -0.60 | NA | NA | … | … | 1.47 | -8.32 | -17.78 | -5.04 | 6.61 | -0.43 | 7.94 | 8.99 | 3.23 | 1.59 | 0.20 | -1.95 |
| Sharpe Ratio | NA | -0.69 | -0.98 | -0.74 | -0.24 | NA | NA | … | … | 0.54 | -1.17 | -1.60 | -0.52 | 0.34 | -0.68 | 0.94 | 1.24 | 0.34 | 0.07 | -0.41 | -1.43 |
| Standard Deviation(%) | NA | 5.39 | 9.58 | 9.44 | 8.08 | NA | NA | … | … | 4.88 | 7.16 | 11.19 | 11.39 | 10.50 | 5.52 | 6.14 | 6.48 | 7.46 | 6.70 | 5.31 | 9.55 |
| Draw Down(%) | NA | 7.75 | 31.55 | 31.93 | 31.93 | NA | NA | … | … | 3.88 | 8.52 | 20.09 | 9.21 | 10.66 | 7.58 | 3.01 | 3.88 | 9.37 | 11.14 | 3.87 | 3.69 |
| Yield(%) | 0.00 | 0.00 | 0.03 | 0.94 | 0.80 | 0.53 | 0.40 | … | … | 0.00 | 0.00 | 0.00 | 0.07 | 3.00 | 2.68 | 0.70 | 0.35 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/22/2011, Common starting date is 10/18/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JAMNX (James Market Neutral ) |
-10.54%
Dec 2007 – Dec 2010 |
-5.82%
Jun 2006 – Jun 2011 |
-0.86%
Apr 2001 – Apr 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JAMNX (James Market Neutral ) |
9.85%
Jul 2003 – Jul 2006 |
5.92%
Nov 2002 – Nov 2007 |
-0.13%
Nov 2000 – Nov 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart