Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/30/2019.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JFVAX (FUNDAMENTAL LARGE CAP VALUE FUND CLASS A) | NA | 25.90% | 6.51% | 5.30% | NA | NA | NA | 10.60% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JFVAX (FUNDAMENTAL LARGE CAP VALUE FUND CLASS A) | 06/06/2011 | 12/30/2019 |
The return data shown below all have the same latest date: 12/30/2019.
AR inception is since 06/06/2011.
AR inception is since 06/06/2011.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 25.90 | 6.51 | 5.30 | NA | NA | NA | 10.60 | 25.90 | -16.95 | 15.57 | 9.66 | -1.42 | 9.76 | 31.63 | 22.97 | -3.50 |
| Sharpe Ratio | NA | 2.63 | 0.43 | 0.32 | NA | NA | NA | 0.61 | 2.55 | -1.07 | 1.71 | 0.58 | -0.09 | 0.82 | 2.63 | 1.58 | -0.20 |
| Standard Deviation(%) | NA | 9.64 | 12.41 | 14.16 | NA | NA | NA | 15.44 | 9.64 | 17.03 | 8.76 | 16.34 | 16.59 | 11.88 | 12.02 | 14.59 | 30.76 |
| Draw Down(%) | NA | 7.59 | 25.63 | 25.63 | NA | NA | NA | 25.63 | 7.59 | 25.63 | 4.55 | 17.00 | 13.69 | 9.05 | 6.20 | 13.30 | 21.54 |
| Yield(%) | 0.00 | 0.00 | 7.91 | 6.21 | 7.21 | 4.80 | 3.60 | 9.01 | 0.00 | 13.81 | 8.74 | 3.09 | 4.75 | 6.26 | 12.34 | 6.10 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFVAX (FUNDAMENTAL LARGE CAP VALUE FUND CLASS A) |
1.72%
Dec 2015 - Dec 2018 |
2.64%
Dec 2013 - Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFVAX (FUNDAMENTAL LARGE CAP VALUE FUND CLASS A) |
25.53%
Sep 2011 - Sep 2014 |
15.36%
Sep 2011 - Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart