Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDCEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) | 8.04% | 17.22% | 14.12% | 9.69% | 7.80% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 08/03/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDCEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) | 08/03/2015 | 06/04/2026 |
| 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 (%) | 0.26 | 17.22 | 14.12 | 9.69 | 7.80 | NA | NA | … | … | 8.04 | 10.80 | 16.12 | 13.56 | -3.78 | 10.20 | 6.31 | 10.82 | 0.35 | 5.43 | 1.12 | -2.03 |
| Sharpe Ratio | NA | 2.40 | 1.26 | 0.78 | 0.63 | NA | NA | … | … | 2.61 | 0.66 | 1.69 | 1.44 | -0.42 | 2.12 | 0.32 | 2.03 | -0.12 | 1.30 | 0.10 | -0.37 |
| Standard Deviation(%) | NA | 6.30 | 8.85 | 9.30 | 9.73 | NA | NA | … | … | 6.95 | 11.97 | 7.42 | 6.95 | 12.41 | 4.79 | 19.13 | 4.60 | 8.92 | 3.68 | 8.67 | 13.15 |
| Draw Down(%) | NA | 3.66 | 10.73 | 10.73 | 17.77 | NA | NA | … | … | 3.66 | 10.73 | 4.27 | 4.06 | 9.71 | 1.83 | 17.77 | 2.17 | 8.39 | 2.16 | 7.35 | 7.85 |
| Yield(%) | 0.00 | 0.00 | 0.08 | 2.19 | 3.27 | 2.13 | 1.60 | … | … | 0.00 | 0.00 | 0.00 | 0.27 | 2.37 | 8.91 | 7.12 | 2.21 | 8.88 | 1.68 | 0.00 | 0.07 |
Data as of 06/04/2026, 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 |
|---|---|---|---|---|
| JDCEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) |
2.28%
Dec 2015 – Dec 2018 |
3.78%
Oct 2015 – Oct 2020 |
6.80%
Nov 2015 – Nov 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDCEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) |
14.88%
Sep 2022 – Sep 2025 |
9.93%
Oct 2020 – Oct 2025 |
7.81%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart