Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JFVIX (FUNDAMENTAL LARGE CAP VALUE FUND CLASS I) | NA | 26.01% | 6.80% | 5.60% | NA | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 06/06/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JFVIX (FUNDAMENTAL LARGE CAP VALUE FUND CLASS I) | 06/06/2011 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 26.01 | 6.80 | 5.60 | NA | NA | NA | … | … | 26.01 | -16.60 | 15.93 | 10.01 | -1.23 | 10.14 | 32.09 | 23.59 | -3.50 |
| Sharpe Ratio | NA | 2.62 | 0.46 | 0.34 | NA | NA | NA | … | … | 2.54 | -1.05 | 1.75 | 0.60 | -0.08 | 0.85 | 2.68 | 1.62 | -0.20 |
| Standard Deviation(%) | NA | 9.75 | 12.47 | 14.19 | NA | NA | NA | … | … | 9.75 | 17.08 | 8.78 | 16.31 | 16.59 | 11.90 | 11.94 | 14.64 | 30.80 |
| Draw Down(%) | NA | 7.62 | 25.52 | 25.52 | NA | NA | NA | … | … | 7.62 | 25.52 | 4.53 | 16.94 | 13.63 | 9.00 | 6.18 | 13.19 | 21.52 |
| Yield(%) | 0.00 | 0.00 | 8.08 | 6.43 | 7.48 | 4.99 | 3.74 | … | … | 0.00 | 13.99 | 9.04 | 3.39 | 5.06 | 6.41 | 12.72 | 6.50 | 0.00 |
Data as of 12/30/2019, 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 |
|---|---|---|---|---|
| JFVIX (FUNDAMENTAL LARGE CAP VALUE FUND CLASS I) |
2.08%
Dec 2015 – Dec 2018 |
2.96%
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 |
|---|---|---|---|---|
| JFVIX (FUNDAMENTAL LARGE CAP VALUE FUND CLASS I) |
25.90%
Sep 2011 – Sep 2014 |
15.68%
Sep 2011 – Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart