Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JBX (Jack in the Box) | NA | -27.39% | 4.73% | 13.47% | 8.07% | 10.07% | NA | 6.17% |
Data as of 12/12/2008, AR inception is 03/05/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JBX (Jack in the Box) | 03/05/1992 | 12/12/2008 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 8.56 | -27.39 | 4.73 | 13.47 | 8.07 | 10.07 | NA | 6.17 | -22.24 | -15.56 | 74.75 | -5.26 | 72.61 | 23.54 | -37.22 | -6.45 | 42.29 | -6.21 | 46.48 | 69.59 | 48.00 | 41.18 | -56.41 | -30.36 | -8.97 |
| Sharpe Ratio | NA | -0.43 | 0.05 | 0.27 | 0.14 | NA | NA | 0.02 | -0.36 | -0.50 | 2.44 | -0.23 | 2.45 | 0.70 | -0.93 | -0.22 | 0.90 | -0.21 | 1.08 | 0.32 | 1.07 | 0.67 | -1.34 | -0.54 | -0.25 |
| Standard Deviation(%) | NA | 66.47 | 47.42 | 42.60 | 42.96 | NA | NA | 44.50 | 66.41 | 37.29 | 29.48 | 31.95 | 29.29 | 32.83 | 41.08 | 40.28 | 42.31 | 44.43 | 39.92 | 44.24 | 41.34 | 55.61 | 44.41 | 59.93 | 52.11 |
| Draw Down(%) | NA | 58.84 | 68.39 | 68.39 | 68.39 | NA | NA | 81.73 | 58.84 | 34.90 | 15.09 | 33.38 | 14.73 | 27.67 | 52.53 | 32.35 | 25.60 | 36.88 | 37.92 | 28.71 | 26.47 | 27.33 | 63.05 | 44.64 | 48.00 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 |
Data as of 12/12/2008, 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 |
|---|---|---|---|---|
| JBX (Jack in the Box) |
-30.92%
Apr 1992 - Apr 1995 |
-2.74%
Apr 1992 - Apr 1997 |
2.13%
Dec 1992 - Dec 2002 |
9.08%
Dec 1992 - Dec 2007 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JBX (Jack in the Box) |
67.55%
Mar 1995 - Mar 1998 |
42.84%
Apr 1995 - Apr 2000 |
24.58%
Mar 1995 - Mar 2005 |
13.97%
May 1992 - May 2007 |
Annualized Rolling Returns Comparison Chart