Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JEMTF (iPath GEMS Index ETN) | NA | 26.87% | 2.72% | 5.24% | 1.17% | 1.71% | NA | … | … |
Data as of 01/29/2024, Common starting date is 04/07/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEMTF (iPath GEMS Index ETN) | 04/07/2008 | 01/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 26.87 | 2.72 | 5.24 | 1.17 | 1.71 | NA | … | … | 0.00 | 50.00 | 0.00 | -58.69 | 8.18 | -5.21 | -18.31 | 9.88 | 3.61 | -8.86 | -6.75 | -4.27 | 6.11 | -6.58 | 6.65 | 15.14 | -13.55 |
| Sharpe Ratio | NA | 0.00 | -0.30 | -0.23 | -0.21 | NA | NA | … | … | 0.00 | 1.13 | 0.00 | -0.66 | 1.04 | -1.24 | -0.56 | 0.76 | 0.33 | -0.49 | -0.70 | -0.50 | 0.45 | -0.45 | 0.32 | 0.47 | -1.17 |
| Standard Deviation(%) | NA | 40.63 | 56.30 | 43.75 | 33.85 | NA | NA | … | … | NA | 40.71 | NA | 88.42 | 7.63 | 5.35 | 35.08 | 12.14 | 10.28 | 18.13 | 9.73 | 8.54 | 13.50 | 14.55 | 20.83 | 31.72 | 15.85 |
| Draw Down(%) | NA | 0.00 | 58.69 | 58.69 | 67.49 | NA | NA | … | … | 0.00 | 0.00 | 0.00 | 58.69 | 1.88 | 5.21 | 20.51 | 6.34 | 5.68 | 11.39 | 12.69 | 7.67 | 8.68 | 12.48 | 10.32 | 16.19 | 23.45 |
| Yield(%) | 0.00 | 23.53 | 9.24 | 8.67 | 5.26 | 4.77 | 3.13 | … | … | 4.01 | 31.33 | 19.91 | 4.08 | 6.71 | 9.16 | 5.33 | 5.05 | 8.18 | 6.25 | 4.54 | 4.94 | 4.81 | 3.26 | 2.34 | 6.00 | 6.07 |
Data as of 01/29/2024, Common starting date is 04/07/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEMTF (iPath GEMS Index ETN) |
-24.61%
Feb 2018 – Feb 2021 |
-13.85%
Aug 2016 – Aug 2021 |
-8.87%
Jul 2011 – Jul 2021 |
-0.69%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEMTF (iPath GEMS Index ETN) |
9.23%
Feb 2009 – Feb 2012 |
4.83%
Nov 2008 – Nov 2013 |
0.47%
Feb 2009 – Feb 2019 |
1.50%
Nov 2008 – Nov 2023 |
Annualized Rolling Returns Comparison Chart
