Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JCS (Communications Systems Inc) | NA | 42.47% | 51.77% | 16.86% | -0.87% | 2.65% | 3.91% | … | … |
Data as of 04/01/2022, Common starting date is 11/18/1981
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCS (Communications Systems Inc) | 11/18/1981 | 04/01/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 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 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -42.97 | 42.47 | 51.77 | 16.86 | -0.87 | 2.65 | 3.91 | … | … | 111.25 | 48.86 | -25.36 | 203.94 | -42.98 | -23.11 | -40.41 | -26.00 | -5.75 | 7.12 | -26.03 | 0.07 | 12.94 | 59.49 | -34.29 | 17.06 | -17.43 | 2.25 | 49.94 | 0.50 | 5.70 | -14.44 | -32.21 | 10.05 | -33.45 | 18.33 | -4.76 | 26.00 | -5.66 | 72.36 | 7.89 | 119.23 | -31.58 | 52.00 | 6.38 | -2.08 | -40.74 | 3.85 | -24.03 | 181.71 | -2.38 | -12.50 |
| Sharpe Ratio | NA | 0.26 | 0.49 | 0.18 | -0.01 | NA | NA | … | … | 6.50 | 0.54 | -0.50 | 2.72 | -1.13 | -0.96 | -1.89 | -1.35 | -0.84 | -0.44 | -1.32 | -0.34 | -0.15 | 0.74 | -1.06 | -0.16 | -1.26 | -0.54 | 0.84 | -0.66 | -0.27 | -0.58 | -1.34 | 0.76 | 0.00 | -0.72 | -0.06 | -0.91 | -0.07 | 1.21 | 0.14 | 2.40 | -0.45 | 1.44 | 0.16 | -0.04 | -0.63 | 0.08 | -0.47 | 3.52 | -0.07 | -2.00 |
| Standard Deviation(%) | NA | 155.82 | 103.33 | 87.45 | 66.02 | NA | NA | … | … | 290.87 | 90.93 | 51.46 | 66.34 | 57.36 | 44.26 | 39.40 | 33.03 | 28.96 | 25.81 | 34.16 | 53.53 | 36.98 | 55.37 | 50.46 | 30.60 | 31.73 | 34.47 | 36.21 | 28.27 | 51.44 | 62.20 | 75.05 | 46.22 | 39.95 | 39.35 | 42.84 | 39.61 | 55.69 | 59.26 | 54.14 | 49.47 | 70.09 | 36.21 | 39.14 | 52.23 | 64.48 | 45.87 | 51.44 | 51.34 | 31.87 | 34.36 |
| Draw Down(%) | NA | 67.33 | 67.33 | 67.33 | 80.46 | NA | NA | … | … | 42.97 | 55.47 | 44.11 | 35.09 | 52.01 | 33.01 | 55.28 | 38.08 | 23.53 | 16.67 | 36.63 | 38.69 | 25.28 | 26.62 | 40.35 | 15.03 | 27.36 | 27.29 | 17.49 | 21.93 | 39.47 | 45.41 | 65.59 | 31.37 | 44.00 | 26.55 | 29.77 | 29.94 | 30.36 | 25.56 | 38.89 | 30.91 | 55.42 | 12.82 | 14.00 | 41.10 | 64.15 | 36.00 | 45.60 | 44.44 | 30.95 | 20.41 |
| Yield(%) | 0.00 | 57.57 | 47.43 | 17.68 | 4.80 | 5.72 | 6.22 | … | … | 0.00 | 79.55 | 0.64 | 3.35 | 3.86 | 3.40 | 4.97 | 5.99 | 5.78 | 5.93 | 4.39 | 4.34 | 4.44 | 6.72 | 4.12 | 4.29 | 2.98 | 2.47 | 2.38 | 1.96 | 0.56 | 2.56 | 2.94 | 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 04/01/2022, Common starting date is 11/18/1981
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCS (Communications Systems Inc) |
-32.98%
Dec 2015 – Dec 2018 |
-25.03%
Dec 2013 – Dec 2018 |
-9.85%
Jan 2012 – Jan 2022 |
-4.42%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCS (Communications Systems Inc) |
81.22%
Oct 1990 – Oct 1993 |
43.33%
Oct 1990 – Oct 1995 |
20.49%
Aug 1990 – Aug 2000 |
18.57%
Sep 1982 – Sep 1997 |
Annualized Rolling Returns Comparison Chart