Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JARRX (ABSOLUTE RETURN CURRENCY FUND CLASS R4) | NA | -1.53% | -2.47% | NA | NA | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 03/30/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JARRX (ABSOLUTE RETURN CURRENCY FUND CLASS R4) | 03/30/2015 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.53 | -2.47 | NA | NA | NA | NA | … | … | -1.53 | -4.12 | -1.74 | 12.14 | 1.28 |
| Sharpe Ratio | NA | -0.53 | -0.55 | NA | NA | NA | NA | … | … | -0.52 | -0.82 | -0.33 | 1.71 | 0.20 |
| Standard Deviation(%) | NA | 5.70 | 6.56 | NA | NA | NA | NA | … | … | 5.71 | 6.63 | 7.28 | 6.93 | 8.14 |
| Draw Down(%) | NA | 4.74 | 13.44 | NA | NA | NA | NA | … | … | 4.74 | 8.32 | 8.64 | 3.61 | 4.36 |
| Yield(%) | 0.00 | 0.00 | 0.18 | 0.13 | 0.06 | 0.04 | 0.03 | … | … | 0.00 | 0.56 | 0.00 | 0.00 | 0.00 |
Data as of 12/30/2019, Common starting date is 03/30/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JARRX (ABSOLUTE RETURN CURRENCY FUND CLASS R4) |
-2.57%
Nov 2016 – Nov 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JARRX (ABSOLUTE RETURN CURRENCY FUND CLASS R4) |
3.02%
Apr 2015 – Apr 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart