Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JCVRX (CLASSIC VALUE FUND CLASS R1) | NA | -22.13% | -7.20% | 2.53% | 5.53% | 2.34% | NA | … | … |
Data as of 12/17/2020, Common starting date is 08/13/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCVRX (CLASSIC VALUE FUND CLASS R1) | 08/13/2003 | 12/17/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -22.13 | -7.20 | 2.53 | 5.53 | 2.34 | NA | … | … | -22.65 | 24.37 | -17.24 | 16.00 | 21.56 | -7.54 | 10.05 | 40.03 | 14.47 | -7.07 | 16.05 | 35.42 | -46.76 | -14.53 | 16.15 | 8.44 | 13.91 | 16.90 |
| Sharpe Ratio | NA | -0.46 | -0.25 | 0.07 | 0.23 | NA | NA | … | … | -0.48 | 1.35 | -1.09 | 1.57 | 1.05 | -0.44 | 0.81 | 3.24 | 0.90 | -0.27 | 0.80 | 0.97 | -0.96 | -0.94 | 1.32 | 0.62 | 1.22 | 4.75 |
| Standard Deviation(%) | NA | 48.66 | 31.38 | 26.34 | 22.42 | NA | NA | … | … | 49.55 | 17.05 | 16.99 | 9.81 | 20.17 | 17.06 | 12.35 | 12.36 | 16.21 | 26.63 | 20.06 | 36.26 | 49.28 | 18.75 | 9.81 | 10.06 | 10.65 | 10.39 |
| Draw Down(%) | NA | 50.56 | 52.19 | 52.19 | 52.19 | NA | NA | … | … | 50.56 | 12.25 | 27.62 | 5.57 | 15.68 | 16.30 | 9.96 | 5.52 | 14.91 | 26.77 | 19.00 | 36.99 | 59.62 | 24.76 | 7.72 | 5.55 | 6.97 | 3.74 |
| Yield(%) | 0.00 | 0.00 | 1.88 | 2.09 | 1.96 | 2.00 | 2.21 | … | … | 0.00 | 4.92 | 1.57 | 0.68 | 1.76 | 0.92 | 0.52 | 0.63 | 0.84 | 0.61 | 0.24 | 0.58 | 3.34 | 7.68 | 3.77 | 1.45 | 0.34 | 1.28 |
Data as of 12/17/2020, Common starting date is 08/13/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCVRX (CLASSIC VALUE FUND CLASS R1) |
-27.47%
Feb 2006 – Feb 2009 |
-14.03%
Feb 2004 – Feb 2009 |
0.95%
Feb 2006 – Feb 2016 |
1.13%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCVRX (CLASSIC VALUE FUND CLASS R1) |
29.40%
Feb 2009 – Feb 2012 |
25.68%
Feb 2009 – Feb 2014 |
15.42%
Feb 2009 – Feb 2019 |
6.29%
Sep 2003 – Sep 2018 |
Annualized Rolling Returns Comparison Chart