Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JCDAF (Jacada Ltd) | NA | 0.00% | 11.20% | 2.98% | 9.60% | -3.67% | -2.19% | -8.24% |
Data as of 10/22/2021, AR inception is 10/19/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCDAF (Jacada Ltd) | 10/19/1999 | 10/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 11.20 | 2.98 | 9.60 | -3.67 | -2.19 | -8.24 | 1.85 | 102.25 | -33.25 | -11.11 | -12.28 | 51.33 | 3.67 | 21.11 | 126.89 | -37.04 | -52.75 | -31.97 | -51.00 | -18.92 | 46.83 | -4.55 | 11.86 | -26.25 | 117.69 | -47.87 | -39.03 | -83.41 | 205.48 |
| Sharpe Ratio | NA | 0.00 | 0.09 | 0.02 | 0.08 | NA | NA | -0.10 | 0.02 | 1.06 | -0.24 | -0.22 | -0.26 | 0.72 | 0.05 | 0.34 | 1.32 | -0.15 | -1.32 | -0.62 | -0.90 | -0.39 | 1.27 | -0.19 | 0.19 | -0.52 | 1.77 | -0.65 | -0.69 | -0.89 | 132.12 |
| Standard Deviation(%) | NA | 111.67 | 113.77 | 94.86 | 115.12 | NA | NA | 90.65 | 106.32 | 95.56 | 142.73 | 55.24 | 49.51 | 71.04 | 71.67 | 61.70 | 95.77 | 255.97 | 40.13 | 51.93 | 56.83 | 50.34 | 34.71 | 40.80 | 50.17 | 52.51 | 65.94 | 74.98 | 60.58 | 98.28 | 187.76 |
| Draw Down(%) | NA | 50.95 | 53.74 | 59.47 | 88.26 | NA | NA | 99.80 | 50.95 | 31.43 | 53.74 | 28.26 | 34.26 | 23.50 | 43.10 | 27.97 | 31.08 | 87.02 | 57.14 | 52.02 | 60.00 | 47.17 | 15.15 | 29.35 | 31.82 | 50.22 | 21.88 | 68.92 | 66.56 | 86.89 | 43.59 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/22/2021, 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 |
|---|---|---|---|---|
| JCDAF (Jacada Ltd) |
-65.21%
Jan 2000 - Jan 2003 |
-43.22%
Jan 2008 - Jan 2013 |
-25.91%
Jan 2000 - Jan 2010 |
-21.03%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCDAF (Jacada Ltd) |
64.74%
Jan 2013 - Jan 2016 |
38.62%
Jan 2013 - Jan 2018 |
15.53%
Jun 2011 - Jun 2021 |
0.13%
Jun 2006 - Jun 2021 |
Annualized Rolling Returns Comparison Chart