Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDSTX (DIVERSIFIED STRATEGIES FUND CLASS A) | NA | -2.85% | -16.30% | -9.17% | -2.79% | NA | NA | … | … |
Data as of 10/28/2021, Common starting date is 10/28/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDSTX (DIVERSIFIED STRATEGIES FUND CLASS A) | 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 | -2.85 | -16.30 | -9.17 | -2.79 | NA | NA | … | … | -2.66 | -42.08 | 4.95 | -3.13 | 7.00 | 3.47 | -1.63 | 1.72 | 5.96 | 12.14 | -0.13 |
| Sharpe Ratio | NA | -0.96 | -0.54 | -0.40 | -0.18 | NA | NA | … | … | -1.09 | -0.77 | 1.18 | -2.57 | 2.51 | 0.60 | -0.28 | 0.38 | 0.46 | 5.46 | -0.22 |
| Standard Deviation(%) | NA | 2.99 | 31.55 | 24.50 | 18.04 | NA | NA | … | … | 2.98 | 54.45 | 3.00 | 1.73 | 2.55 | 5.44 | 5.95 | 4.44 | 12.84 | 2.23 | 3.64 |
| Draw Down(%) | NA | 4.44 | 45.28 | 45.28 | 45.28 | NA | NA | … | … | 4.16 | 43.34 | 1.72 | 3.39 | 0.95 | 5.41 | 6.62 | 4.25 | 8.31 | 1.21 | 2.51 |
| Yield(%) | 0.00 | 1.56 | 8.07 | 5.89 | 5.21 | 3.48 | 2.61 | … | … | 0.00 | 1.55 | 1.08 | 21.65 | 3.58 | 1.64 | 2.30 | 5.63 | 8.14 | 5.86 | 1.12 |
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 |
|---|---|---|---|---|
| JDSTX (DIVERSIFIED STRATEGIES FUND CLASS A) |
-16.46%
Sep 2018 – Sep 2021 |
-9.38%
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 |
|---|---|---|---|---|
| JDSTX (DIVERSIFIED STRATEGIES FUND CLASS A) |
7.65%
Nov 2011 – Nov 2014 |
4.47%
Nov 2011 – Nov 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart