Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JECMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS C) | NA | -19.84% | -6.71% | -3.03% | 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 |
|---|---|---|
| JECMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS C) | 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 | -19.84 | -6.71 | -3.03 | NA | NA | NA | … | … | -21.27 | -0.60 | 3.96 | -4.55 | 10.29 | 3.21 | -8.66 |
| Sharpe Ratio | NA | -0.76 | -0.36 | -0.22 | NA | NA | NA | … | … | -0.86 | -0.04 | 0.32 | -0.61 | 1.64 | 0.21 | -1.14 |
| Standard Deviation(%) | NA | 26.01 | 20.48 | 16.64 | NA | NA | NA | … | … | 27.46 | 22.61 | 7.98 | 9.68 | 5.92 | 14.51 | 17.22 |
| Draw Down(%) | NA | 25.22 | 25.22 | 25.22 | NA | NA | NA | … | … | 25.22 | 21.25 | 6.63 | 10.38 | 2.25 | 10.52 | 11.57 |
| Yield(%) | 0.00 | 28.88 | 12.57 | 8.85 | 4.22 | 2.82 | 2.11 | … | … | 20.92 | 9.27 | 0.00 | 11.33 | 6.94 | 0.00 | 1.05 |
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 |
|---|---|---|---|---|
| JECMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS C) |
-7.27%
Aug 2018 – Aug 2021 |
-3.54%
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 |
|---|---|---|---|---|
| JECMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS C) |
6.18%
Jan 2016 – Jan 2019 |
3.79%
Jan 2016 – Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart