Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDSEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) | 8.56% | 18.65% | 15.53% | 11.08% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 08/08/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDSEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) | 08/08/2017 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.24 | 18.65 | 15.53 | 11.08 | NA | NA | NA | … | … | 8.56 | 12.21 | 17.60 | 14.96 | -2.57 | 11.70 | 8.06 | 12.53 | 2.30 | -10.64 |
| Sharpe Ratio | NA | 2.63 | 1.43 | 0.93 | NA | NA | NA | … | … | 2.83 | 0.78 | 1.87 | 1.65 | -0.32 | 2.45 | 0.41 | 2.35 | 0.10 | -1.04 |
| Standard Deviation(%) | NA | 6.30 | 8.84 | 9.27 | NA | NA | NA | … | … | 6.92 | 11.94 | 7.45 | 6.91 | 12.36 | 4.76 | 19.16 | 4.70 | 8.88 | 24.54 |
| Draw Down(%) | NA | 3.49 | 10.59 | 10.59 | NA | NA | NA | … | … | 3.49 | 10.59 | 4.23 | 3.90 | 9.15 | 1.81 | 17.66 | 2.10 | 8.23 | 13.81 |
| Yield(%) | 0.00 | 0.00 | 0.12 | 2.49 | 3.13 | 2.09 | 1.57 | … | … | 0.00 | 0.00 | 0.11 | 0.25 | 2.26 | 10.56 | 7.79 | 2.16 | 9.86 | 2.24 |
Data as of 06/04/2026, Common starting date is 08/08/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDSEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) |
4.22%
Sep 2019 – Sep 2022 |
5.58%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDSEX (JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK DOMESTIC EQUITY PORTFOLI) |
16.32%
Sep 2022 – Sep 2025 |
11.37%
Oct 2020 – Oct 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart