Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JCOIX (GREATER CHINA OPPORTUNITIES FUND CLASS I) | NA | 11.46% | 12.13% | 6.24% | 5.44% | NA | NA | 9.47% |
Data as of 12/30/2019, AR inception is 06/15/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCOIX (GREATER CHINA OPPORTUNITIES FUND CLASS I) | 06/15/2005 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.46 | 12.13 | 6.24 | 5.44 | NA | NA | 9.47 | 11.46 | -17.97 | 54.20 | 1.15 | -5.43 | 0.08 | 16.99 | 23.85 | -22.78 | 11.59 | 58.90 | -53.22 | 48.72 | 71.22 | 11.26 |
| Sharpe Ratio | NA | 1.06 | 0.70 | 0.31 | 0.27 | NA | NA | 0.34 | 1.00 | -0.86 | 4.64 | 0.05 | -0.24 | 0.00 | 1.12 | 1.41 | -0.83 | 0.56 | 1.97 | -1.04 | 1.58 | 4.17 | 1.50 |
| Standard Deviation(%) | NA | 10.10 | 15.82 | 17.88 | 18.68 | NA | NA | 23.95 | 10.11 | 22.53 | 11.60 | 17.97 | 22.98 | 14.09 | 15.08 | 17.08 | 27.55 | 20.40 | 29.91 | 52.17 | 28.99 | 16.36 | 12.69 |
| Draw Down(%) | NA | 6.23 | 30.10 | 35.63 | 35.63 | NA | NA | 68.74 | 6.23 | 29.60 | 7.75 | 15.30 | 30.68 | 10.31 | 12.90 | 14.83 | 33.88 | 17.09 | 18.65 | 62.71 | 21.31 | 15.17 | 10.50 |
| Yield(%) | 0.00 | 0.00 | 7.49 | 5.74 | 4.76 | 7.72 | 5.79 | 8.27 | 0.00 | 10.29 | 6.76 | 1.74 | 7.63 | 10.13 | 2.24 | 0.68 | 0.83 | 0.46 | 1.02 | 0.15 | 10.72 | 4.97 | 0.35 |
Data as of 12/30/2019, AR inception is 06/15/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCOIX (GREATER CHINA OPPORTUNITIES FUND CLASS I) |
-12.48%
Oct 2007 - Oct 2010 |
-9.50%
Oct 2007 - Oct 2012 |
0.83%
Oct 2007 - Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCOIX (GREATER CHINA OPPORTUNITIES FUND CLASS I) |
26.70%
Jul 2005 - Jul 2008 |
17.78%
Feb 2009 - Feb 2014 |
11.75%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart