Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JEAMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS A) | NA | -19.58% | -6.13% | -2.39% | NA | NA | NA | … | … |
Data as of 11/19/2021, Common starting date is 08/03/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEAMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS A) | 08/03/2015 | 11/19/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -19.58 | -6.13 | -2.39 | NA | NA | NA | … | … | -21.03 | 0.18 | 4.61 | -3.76 | 11.15 | 3.99 | -8.54 |
| Sharpe Ratio | NA | -0.75 | -0.33 | -0.18 | NA | NA | NA | … | … | -0.85 | 0.00 | 0.41 | -0.52 | 1.79 | 0.26 | -1.12 |
| Standard Deviation(%) | NA | 26.08 | 20.48 | 16.65 | NA | NA | NA | … | … | 27.54 | 22.57 | 7.84 | 9.76 | 5.89 | 14.53 | 17.30 |
| Draw Down(%) | NA | 25.18 | 25.18 | 25.18 | NA | NA | NA | … | … | 25.18 | 21.06 | 6.27 | 9.89 | 2.22 | 10.31 | 11.37 |
| Yield(%) | 0.00 | 29.70 | 12.91 | 9.25 | 4.46 | 2.97 | 2.23 | … | … | 21.07 | 10.14 | 0.00 | 11.26 | 7.59 | 0.00 | 1.27 |
Data as of 11/19/2021, 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 |
|---|---|---|---|---|
| JEAMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS A) |
-6.63%
Aug 2018 – Aug 2021 |
-2.88%
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 |
|---|---|---|---|---|
| JEAMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS A) |
6.99%
Jan 2016 – Jan 2019 |
4.57%
Jan 2016 – Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart