Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JERT (Jer Inv Trust New) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 09/10/2021, Common starting date is 07/14/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JERT (Jer Inv Trust New) | 07/14/2005 | 09/10/2021 |
| 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 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | -52.38 | 58.49 | 55.88 | -54.82 | 113.48 | -64.75 | -33.33 | -20.00 | 150.00 | -40.00 | -61.54 | -98.60 | -91.36 | -47.90 | 21.95 | -7.38 |
| Sharpe Ratio | NA | -0.25 | -0.09 | -0.06 | -0.04 | NA | NA | … | … | -0.19 | -0.15 | 0.16 | 0.08 | -0.29 | 0.19 | -0.35 | -0.18 | -0.17 | 0.34 | -0.19 | -0.21 | -0.56 | -0.98 | -1.31 | -0.02 | -2.22 |
| Standard Deviation(%) | NA | 313.37 | 334.86 | 336.76 | 319.06 | NA | NA | … | … | 363.69 | 352.94 | 223.09 | 421.55 | 255.01 | 406.10 | 239.99 | 284.03 | 232.55 | 391.61 | 300.24 | 382.95 | 210.58 | 112.48 | 53.42 | 22.49 | 17.03 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 79.49 | 72.50 | 85.50 | 78.00 | 84.34 | 86.21 | 83.33 | 70.83 | 70.83 | 70.00 | 83.33 | 98.67 | 92.05 | 58.95 | 16.29 | 14.97 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.13 | 1.82 | … | … | 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 | 17.00 | 11.64 | 10.84 | 3.44 |
Data as of 09/10/2021, Common starting date is 07/14/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JERT (Jer Inv Trust New) |
-90.81%
Oct 2007 – Oct 2010 |
-81.27%
Jan 2007 – Jan 2012 |
-57.02%
Oct 2007 – Oct 2017 |
-45.52%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JERT (Jer Inv Trust New) |
65.65%
Mar 2018 – Mar 2021 |
19.52%
Jan 2016 – Jan 2021 |
1.84%
Feb 2011 – Feb 2021 |
-37.23%
Mar 2006 – Mar 2021 |
Annualized Rolling Returns Comparison Chart