Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JFLIX (FUNDAMENTAL LARGE CAP CORE FUND CLASS I) | NA | -13.75% | 0.26% | 9.32% | NA | NA | NA | … | … |
Data as of 12/23/2016, Common starting date is 06/06/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JFLIX (FUNDAMENTAL LARGE CAP CORE FUND CLASS I) | 06/06/2011 | 12/23/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -13.75 | 0.26 | 9.32 | NA | NA | NA | … | … | -12.95 | 6.41 | 7.81 | 31.77 | 19.40 | -2.49 |
| Sharpe Ratio | NA | -1.63 | 0.01 | 0.71 | NA | NA | NA | … | … | -1.60 | 0.39 | 0.64 | 2.72 | 1.31 | -0.14 |
| Standard Deviation(%) | NA | 8.54 | 12.70 | 13.03 | NA | NA | NA | … | … | 8.32 | 16.18 | 12.16 | 11.66 | 14.85 | 31.29 |
| Draw Down(%) | NA | 14.54 | 17.02 | 17.02 | NA | NA | NA | … | … | 12.95 | 11.54 | 8.33 | 5.11 | 12.55 | 20.51 |
| Yield(%) | 0.00 | 5.07 | 3.72 | 3.66 | 1.87 | 1.25 | 0.93 | … | … | 0.00 | 5.19 | 2.84 | 3.51 | 1.69 | 0.91 |
Data as of 12/23/2016, Common starting date is 06/06/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFLIX (FUNDAMENTAL LARGE CAP CORE FUND CLASS I) |
0.77%
Nov 2013 – Nov 2016 |
8.86%
Jul 2011 – Jul 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFLIX (FUNDAMENTAL LARGE CAP CORE FUND CLASS I) |
23.03%
Sep 2011 – Sep 2014 |
12.08%
Sep 2011 – Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart