Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JCDS (JC Data Solutions Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 05/17/2021, Common starting date is 11/09/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCDS (JC Data Solutions Inc) | 11/09/1994 | 05/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 100.00 | -50.00 | 14.94 | -3.33 | -43.75 | -50.00 | -41.82 | 400.00 | 57.14 | -12.50 | 0.00 | 100.00 | -50.00 | -73.33 | -96.25 | -20.00 | -80.00 | 66.67 | 0.00 | -97.60 | 525.00 | 233.33 | 20.00 | 0.00 | -87.50 | -74.36 | -68.80 |
| Sharpe Ratio | NA | 0.21 | 0.06 | -0.05 | 0.01 | NA | NA | … | … | 0.29 | 0.46 | -0.33 | 0.06 | -0.01 | -0.26 | -0.29 | -0.29 | 2.22 | 0.28 | -0.05 | 0.00 | 0.39 | -0.15 | -0.19 | -0.28 | -0.01 | -0.09 | 0.07 | 0.00 | -0.03 | 21.49 | 0.18 | 0.02 | 0.00 | -0.15 | -0.22 | -0.28 |
| Standard Deviation(%) | NA | 237.47 | 213.53 | 214.69 | 201.76 | NA | NA | … | … | 241.72 | 217.60 | 154.28 | 232.82 | 274.26 | 171.14 | 170.04 | 144.04 | 180.03 | 206.71 | 250.37 | 248.36 | 255.69 | 342.19 | 409.32 | 357.00 | 1,677.90 | 903.29 | 930.02 | 1,006.89 | 3,037.68 | 2,835.89 | 1,781.06 | 1,047.90 | 1,393.60 | 606.02 | 351.27 | 375.26 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 46.15 | 50.00 | 67.74 | 72.73 | 73.33 | 69.70 | 63.64 | 61.80 | 70.83 | 66.67 | 53.85 | 82.14 | 92.00 | 97.33 | 97.78 | 99.40 | 80.00 | 66.67 | 66.67 | 99.20 | 87.50 | 83.33 | 86.67 | 93.33 | 95.00 | 95.00 | 80.00 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/17/2021, Common starting date is 11/09/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCDS (JC Data Solutions Inc) |
-94.15%
May 2005 – May 2008 |
-84.48%
May 2005 – May 2010 |
-66.34%
Jan 2000 – Jan 2010 |
-47.39%
Aug 1999 – Aug 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCDS (JC Data Solutions Inc) |
155.44%
May 2002 – May 2005 |
68.91%
Dec 2008 – Dec 2013 |
9.60%
Dec 2008 – Dec 2018 |
-18.10%
Apr 2006 – Apr 2021 |
Annualized Rolling Returns Comparison Chart