Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDIEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) | 8.48% | 18.35% | 15.25% | 10.76% | 8.96% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 08/03/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDIEX (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 (%) | 0.25 | 18.35 | 15.25 | 10.76 | 8.96 | NA | NA | … | … | 8.48 | 11.87 | 17.36 | 14.58 | -2.74 | 11.25 | 7.57 | 12.11 | 1.52 | 6.68 | 2.36 | -1.71 |
| Sharpe Ratio | NA | 2.59 | 1.40 | 0.89 | 0.76 | NA | NA | … | … | 2.77 | 0.75 | 1.86 | 1.57 | -0.34 | 2.40 | 0.38 | 2.29 | 0.02 | 1.64 | 0.25 | -0.31 |
| Standard Deviation(%) | NA | 6.29 | 8.86 | 9.29 | 9.71 | NA | NA | … | … | 6.98 | 11.96 | 7.39 | 7.01 | 12.37 | 4.68 | 19.05 | 4.65 | 8.93 | 3.69 | 8.58 | 13.15 |
| Draw Down(%) | NA | 3.49 | 10.66 | 10.66 | 17.63 | NA | NA | … | … | 3.49 | 10.66 | 4.22 | 3.92 | 9.37 | 1.76 | 17.63 | 2.12 | 8.29 | 2.03 | 7.25 | 7.85 |
| Yield(%) | 0.00 | 0.00 | 0.12 | 2.54 | 3.84 | 2.53 | 1.90 | … | … | 0.00 | 0.00 | 0.11 | 0.26 | 2.32 | 10.76 | 7.95 | 2.18 | 9.87 | 2.67 | 0.11 | 0.39 |
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 |
|---|---|---|---|---|
| JDIEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) |
3.44%
Mar 2017 – Mar 2020 |
4.99%
Oct 2015 – Oct 2020 |
7.97%
Oct 2015 – Oct 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDIEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) |
16.04%
Sep 2022 – Sep 2025 |
11.04%
Oct 2020 – Oct 2025 |
8.97%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart