Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JEF (Jefferies Financial Group Inc.) | -26.40% | 14.26% | 30.53% | 33.32% | 12.04% | 9.87% | 7.12% | 10.55% |
Data as of 07/03/2025, AR inception is 04/22/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEF (Jefferies Financial Group Inc.) | 04/22/1999 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.52 | 14.26 | 30.53 | 33.32 | 12.04 | 9.87 | 7.12 | 10.55 | -26.40 | 98.84 | 22.13 | -7.70 | 61.95 | 19.00 | 35.00 | -33.13 | 13.97 | 33.66 | -22.44 | -20.88 | 22.48 | 4.59 | -22.05 | 22.67 | 20.13 | -57.96 | 67.02 | 18.83 | 2.47 | 50.75 | 23.48 | 29.34 | -18.59 | 95.64 | 4.76 |
| Sharpe Ratio | NA | 0.31 | 0.77 | 0.97 | 0.30 | NA | NA | 0.25 | -0.95 | 3.58 | 0.59 | -0.25 | 2.07 | 0.34 | 1.28 | -1.18 | 0.70 | 1.15 | -1.00 | -1.07 | 1.02 | 0.15 | -0.48 | 0.69 | 0.29 | -0.79 | 2.13 | 0.80 | 0.01 | 2.55 | 1.29 | 1.20 | -0.84 | 2.22 | 0.09 |
| Standard Deviation(%) | NA | 43.50 | 34.54 | 34.21 | 33.89 | NA | NA | 35.72 | 55.00 | 25.74 | 30.45 | 36.93 | 29.92 | 55.37 | 26.29 | 29.25 | 19.05 | 29.21 | 22.52 | 19.48 | 22.03 | 29.93 | 46.25 | 32.61 | 69.51 | 74.05 | 30.27 | 19.65 | 21.92 | 19.50 | 17.71 | 23.57 | 25.14 | 41.27 | 39.39 |
| Draw Down(%) | NA | 49.49 | 49.49 | 49.49 | 51.39 | NA | NA | 80.74 | 49.22 | 11.03 | 26.47 | 35.33 | 17.53 | 49.03 | 16.22 | 40.30 | 18.11 | 16.89 | 36.20 | 26.55 | 22.66 | 33.25 | 47.65 | 32.65 | 52.04 | 76.02 | 17.15 | 21.27 | 29.11 | 18.51 | 14.32 | 25.79 | 25.65 | 16.59 | 38.46 |
| Yield(%) | 0.00 | 2.94 | 4.95 | 7.58 | 3.15 | 2.77 | 2.00 | 5.28 | 1.01 | 3.22 | 3.51 | 3.80 | 3.63 | 2.76 | 2.87 | 1.71 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/03/2025, AR inception is 04/22/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEF (Jefferies Financial Group Inc.) |
-21.65%
Aug 2007 - Aug 2010 |
-15.03%
Mar 2011 - Mar 2016 |
-8.40%
May 2008 - May 2018 |
-2.17%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEF (Jefferies Financial Group Inc.) |
43.33%
Apr 2005 - Apr 2008 |
35.75%
Mar 2020 - Mar 2025 |
16.50%
Dec 2014 - Dec 2024 |
11.30%
Nov 2009 - Nov 2024 |
Annualized Rolling Returns Comparison Chart