Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JFROF (J. Front Retailing Co. Ltd) | NA | 15.18% | 10.98% | 2.45% | 1.28% | NA | NA | -0.34% |
Data as of 10/22/2024, AR inception is 01/09/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JFROF (J. Front Retailing Co. Ltd) | 01/09/2014 | 10/22/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.18 | 10.98 | 2.45 | 1.28 | NA | NA | -0.34 | 15.18 | 20.24 | -1.31 | 33.91 | -38.36 | -4.55 | -32.65 | 36.78 | -7.36 | 23.57 | -14.87 |
| Sharpe Ratio | NA | 0.72 | 0.72 | 0.00 | -0.01 | NA | NA | -0.07 | 0.91 | 1.43 | -0.43 | 1.34 | -0.71 | -0.45 | -1.47 | 2.07 | -0.78 | 1.05 | -0.55 |
| Standard Deviation(%) | NA | 11.85 | 10.24 | 31.09 | 25.12 | NA | NA | 25.59 | 13.17 | 11.31 | 4.65 | 42.29 | 54.52 | 13.17 | 23.08 | 17.51 | 9.68 | 22.47 | 27.60 |
| Draw Down(%) | NA | 0.00 | 3.98 | 45.32 | 62.52 | NA | NA | 62.52 | 0.00 | 0.00 | 3.98 | 16.53 | 45.32 | 8.63 | 33.20 | 5.53 | 9.13 | 10.58 | 14.87 |
| Yield(%) | 0.00 | 2.53 | 2.81 | 2.10 | 2.09 | 1.27 | 0.95 | 1.90 | 2.53 | 2.96 | 2.73 | 2.54 | 2.26 | 2.77 | 1.66 | 2.01 | 1.76 | 1.81 | 1.52 |
Data as of 10/22/2024, AR inception is 01/09/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFROF (J. Front Retailing Co. Ltd) |
-26.55%
Dec 2017 - Dec 2020 |
-14.80%
Sep 2015 - Sep 2020 |
0.53%
Jul 2014 - Jul 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFROF (J. Front Retailing Co. Ltd) |
17.14%
Feb 2021 - Feb 2024 |
2.81%
Jun 2019 - Jun 2024 |
1.24%
Aug 2014 - Aug 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart