Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JCOM (J2 GLOBAL INC) | NA | 74.90% | 19.96% | 15.25% | 17.60% | 11.81% | 31.36% | … | … |
Data as of 10/15/2021, Common starting date is 07/23/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCOM (J2 GLOBAL INC) | 07/23/1999 | 10/15/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 8.65 | 74.90 | 19.96 | 15.25 | 17.60 | 11.81 | 31.36 | … | … | 26.90 | 4.25 | 35.07 | -7.53 | -8.28 | -0.63 | 32.77 | 23.98 | 63.43 | 8.74 | -2.80 | 42.26 | 1.55 | -5.34 | -22.31 | 27.52 | 23.88 | 39.17 | 160.40 | 284.65 | 340.00 | -95.81 | -29.28 |
| Sharpe Ratio | NA | 2.05 | 0.53 | 0.47 | 0.56 | NA | NA | … | … | 0.92 | 0.09 | 0.51 | -1.17 | -1.29 | -0.90 | 0.58 | 0.21 | 1.44 | -0.46 | -0.64 | 0.89 | -0.39 | -0.41 | -1.09 | 0.13 | 0.08 | 0.43 | 1.81 | 2.78 | 3.32 | -1.13 | -0.10 |
| Standard Deviation(%) | NA | 36.56 | 36.34 | 31.69 | 30.38 | NA | NA | … | … | 38.22 | 45.50 | 23.01 | 24.88 | 21.36 | 38.62 | 24.43 | 26.35 | 31.19 | 21.47 | 33.24 | 26.65 | 43.58 | 60.21 | 40.99 | 40.83 | 35.89 | 45.54 | 77.99 | 95.22 | 99.20 | 145.00 | 129.51 |
| Draw Down(%) | NA | 22.36 | 47.45 | 47.45 | 47.45 | NA | NA | … | … | 22.36 | 47.45 | 12.93 | 28.05 | 20.94 | 30.88 | 12.10 | 15.48 | 21.21 | 22.86 | 20.31 | 15.21 | 22.26 | 49.05 | 43.14 | 28.70 | 21.10 | 32.34 | 51.97 | 42.45 | 48.28 | 96.05 | 57.24 |
| Yield(%) | 0.00 | 0.00 | 0.61 | 1.38 | 3.43 | 2.44 | 80.37 | … | … | 0.00 | 0.00 | 1.31 | 2.24 | 1.84 | 1.69 | 1.99 | 2.21 | 3.07 | 3.80 | 1.36 | 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 10/15/2021, Common starting date is 07/23/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCOM (J2 GLOBAL INC) |
-14.47%
Jun 2007 – Jun 2010 |
-5.66%
May 2007 – May 2012 |
8.63%
Jun 2006 – Jun 2016 |
11.76%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCOM (J2 GLOBAL INC) |
180.35%
Dec 2000 – Dec 2003 |
106.98%
Dec 2000 – Dec 2005 |
58.95%
Dec 2000 – Dec 2010 |
47.13%
Dec 2000 – Dec 2015 |
Annualized Rolling Returns Comparison Chart