Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JCDA (Jacada, Ltd.) | NA | -29.91% | -7.75% | -17.67% | 2.31% | NA | NA | -13.65% |
Data as of 10/17/2012, AR inception is 10/19/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCDA (Jacada, Ltd.) | 10/19/1999 | 10/17/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.95 | -29.91 | -7.75 | -17.67 | 2.31 | NA | NA | -13.65 | -16.93 | -52.75 | 172.11 | -51.00 | -18.92 | 46.83 | -4.55 | 11.86 | -26.25 | 117.69 | -47.87 | -38.96 | -83.43 | 205.37 |
| Sharpe Ratio | NA | -0.51 | -0.08 | -0.32 | 0.02 | NA | NA | -0.21 | -0.33 | -1.31 | 1.08 | -0.90 | -0.39 | 1.27 | -0.19 | 0.19 | -0.52 | 1.77 | -0.65 | -0.69 | -0.87 | 129.98 |
| Standard Deviation(%) | NA | 59.29 | 64.48 | 56.76 | 54.33 | NA | NA | 67.11 | 62.48 | 40.38 | 159.65 | 56.83 | 50.34 | 34.71 | 40.80 | 50.17 | 52.51 | 65.94 | 75.11 | 60.93 | 100.32 | 190.50 |
| Draw Down(%) | NA | 42.92 | 69.00 | 80.00 | 81.72 | NA | NA | 97.51 | 33.50 | 57.14 | 52.02 | 60.00 | 47.17 | 15.15 | 29.35 | 31.82 | 50.22 | 21.88 | 68.92 | 66.56 | 86.88 | 43.61 |
| 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 |
Data as of 10/17/2012, AR inception is 10/19/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCDA (Jacada, Ltd.) |
-65.21%
Jan 2000 - Jan 2003 |
-39.55%
Jan 2000 - Jan 2005 |
-25.91%
Jan 2000 - Jan 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCDA (Jacada, Ltd.) |
39.83%
Oct 2002 - Oct 2005 |
27.14%
Oct 2002 - Oct 2007 |
0.91%
Aug 2002 - Aug 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart