Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDSIX (DIVERSIFIED STRATEGIES FUND CLASS I) | NA | -2.57% | -16.64% | -9.25% | -2.68% | NA | NA | … | … |
Data as of 10/28/2021, Common starting date is 10/28/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDSIX (DIVERSIFIED STRATEGIES FUND CLASS I) | 10/28/2011 | 10/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.57 | -16.64 | -9.25 | -2.68 | NA | NA | … | … | -2.39 | -43.16 | 5.22 | -2.62 | 7.31 | 3.78 | -1.31 | 2.05 | 6.37 | 12.56 | -0.13 |
| Sharpe Ratio | NA | -0.88 | -0.53 | -0.39 | -0.16 | NA | NA | … | … | -0.99 | -0.76 | 1.23 | -2.29 | 2.57 | 0.66 | -0.23 | 0.45 | 0.48 | 5.57 | -0.23 |
| Standard Deviation(%) | NA | 2.96 | 32.77 | 25.45 | 18.72 | NA | NA | … | … | 2.94 | 56.57 | 3.11 | 1.73 | 2.61 | 5.43 | 5.82 | 4.50 | 13.25 | 2.26 | 3.42 |
| Draw Down(%) | NA | 4.15 | 46.14 | 46.14 | 46.14 | NA | NA | … | … | 3.87 | 44.39 | 1.83 | 3.00 | 0.95 | 5.40 | 6.52 | 4.14 | 8.58 | 1.20 | 2.41 |
| Yield(%) | 0.00 | 1.54 | 8.11 | 6.04 | 5.44 | 3.63 | 2.72 | … | … | 0.00 | 1.54 | 1.38 | 21.63 | 3.89 | 1.96 | 2.62 | 5.96 | 8.45 | 6.28 | 1.22 |
Data as of 10/28/2021, Common starting date is 10/28/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDSIX (DIVERSIFIED STRATEGIES FUND CLASS I) |
-16.79%
Jul 2018 – Jul 2021 |
-9.45%
Sep 2016 – Sep 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDSIX (DIVERSIFIED STRATEGIES FUND CLASS I) |
8.02%
Nov 2011 – Nov 2014 |
4.82%
Nov 2011 – Nov 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart