Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JCAP (Jernigan Capital Inc) | NA | 3.61% | 1.78% | 7.16% | NA | NA | NA | … | … |
Data as of 11/06/2020, Common starting date is 03/30/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCAP (Jernigan Capital Inc) | 03/30/2015 | 11/06/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.40 | 3.61 | 1.78 | 7.16 | NA | NA | NA | … | … | -6.60 | 3.01 | 8.23 | -3.52 | 52.92 | -20.58 |
| Sharpe Ratio | NA | 0.06 | 0.02 | 0.18 | NA | NA | NA | … | … | -0.14 | 0.09 | 0.29 | -0.17 | 1.20 | -0.71 |
| Standard Deviation(%) | NA | 53.22 | 34.88 | 36.44 | NA | NA | NA | … | … | 56.70 | 17.80 | 23.55 | 24.55 | 43.55 | 36.62 |
| Draw Down(%) | NA | 54.53 | 54.53 | 54.53 | NA | NA | NA | … | … | 54.53 | 17.63 | 15.51 | 22.75 | 34.96 | 27.07 |
| Yield(%) | 0.00 | 4.61 | 6.52 | 7.91 | 3.93 | 2.62 | 1.97 | … | … | 2.45 | 8.87 | 7.33 | 6.56 | 9.27 | 8.43 |
Data as of 11/06/2020, 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 |
|---|---|---|---|---|
| JCAP (Jernigan Capital Inc) |
-15.70%
Mar 2017 – Mar 2020 |
-2.00%
May 2015 – May 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCAP (Jernigan Capital Inc) |
32.20%
Apr 2016 – Apr 2019 |
7.68%
Sep 2015 – Sep 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart