Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JCUIX (ABSOLUTE RETURN CURRENCY FUND CLASS I) | NA | -8.46% | -2.10% | -2.77% | 0.04% | NA | NA | … | … |
Data as of 10/25/2022, Common starting date is 08/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCUIX (ABSOLUTE RETURN CURRENCY FUND CLASS I) | 08/02/2010 | 10/25/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.46 | -2.10 | -2.77 | 0.04 | NA | NA | … | … | -4.99 | -16.34 | 18.39 | -1.83 | -4.20 | -1.54 | 12.21 | -4.62 | 1.68 | 3.36 | 4.99 | 1.76 | -9.10 |
| Sharpe Ratio | NA | -0.95 | -0.20 | -0.34 | -0.05 | NA | NA | … | … | -0.71 | -0.98 | 1.86 | -0.49 | -0.83 | -0.30 | 1.76 | -0.37 | 0.23 | 0.46 | 0.87 | 0.18 | -3.36 |
| Standard Deviation(%) | NA | 9.83 | 12.55 | 10.60 | 9.60 | NA | NA | … | … | 10.10 | 16.78 | 9.74 | 6.63 | 6.66 | 7.32 | 6.81 | 12.70 | 7.38 | 7.19 | 5.69 | 9.36 | 6.06 |
| Draw Down(%) | NA | 14.14 | 27.68 | 27.68 | 27.68 | NA | NA | … | … | 12.12 | 18.23 | 3.74 | 4.76 | 8.34 | 8.67 | 3.62 | 11.11 | 8.49 | 4.92 | 5.73 | 13.96 | 9.84 |
| Yield(%) | 0.00 | 0.00 | 0.99 | 0.66 | 1.49 | 0.94 | 0.71 | … | … | 0.00 | 0.00 | 0.00 | 2.93 | 0.61 | 0.00 | 0.00 | 0.00 | 3.27 | 6.90 | 1.42 | 0.00 | 0.00 |
Data as of 10/25/2022, Common starting date is 08/02/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCUIX (ABSOLUTE RETURN CURRENCY FUND CLASS I) |
-3.92%
Mar 2019 – Mar 2022 |
-3.96%
Mar 2017 – Mar 2022 |
-0.42%
Mar 2012 – Mar 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCUIX (ABSOLUTE RETURN CURRENCY FUND CLASS I) |
7.37%
Aug 2011 – Aug 2014 |
5.45%
Jul 2015 – Jul 2020 |
2.80%
Dec 2010 – Dec 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart