Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDAEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) | 8.12% | 17.76% | 14.88% | 10.54% | 8.64% | NA | NA | … | … |
Data as of 06/03/2026, Common starting date is 08/03/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDAEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) | 08/03/2015 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.32 | 17.76 | 14.88 | 10.54 | 8.64 | NA | NA | … | … | 8.12 | 11.65 | 17.02 | 14.30 | -2.96 | 11.01 | 7.32 | 11.78 | 1.09 | 6.26 | 1.84 | -1.89 |
| Sharpe Ratio | NA | 2.53 | 1.36 | 0.86 | 0.72 | NA | NA | … | … | 2.72 | 0.74 | 1.79 | 1.56 | -0.35 | 2.30 | 0.37 | 2.22 | -0.03 | 1.50 | 0.19 | -0.35 |
| Standard Deviation(%) | NA | 6.30 | 8.87 | 9.30 | 9.73 | NA | NA | … | … | 6.94 | 11.97 | 7.48 | 6.90 | 12.41 | 4.78 | 19.09 | 4.64 | 8.86 | 3.76 | 8.73 | 13.11 |
| Draw Down(%) | NA | 3.57 | 10.71 | 10.71 | 17.72 | NA | NA | … | … | 3.57 | 10.71 | 4.30 | 3.98 | 9.49 | 1.78 | 17.72 | 2.24 | 8.33 | 2.05 | 7.36 | 7.85 |
| Yield(%) | 0.00 | 0.00 | 0.08 | 2.51 | 3.71 | 2.43 | 1.82 | … | … | 0.00 | 0.00 | 0.00 | 0.26 | 2.35 | 10.62 | 7.81 | 2.20 | 9.57 | 2.33 | 0.00 | 0.31 |
Data as of 06/03/2026, Common starting date is 08/03/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDAEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) |
3.04%
Dec 2015 – Dec 2018 |
4.59%
Oct 2015 – Oct 2020 |
7.64%
Oct 2015 – Oct 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDAEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) |
15.79%
Sep 2022 – Sep 2025 |
10.78%
Oct 2020 – Oct 2025 |
8.65%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart