Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JIIMX (INTERNATIONAL SMALL CAP FUND CLASS 1) | NA | 11.77% | 7.25% | 3.86% | 5.57% | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 10/18/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JIIMX (INTERNATIONAL SMALL CAP FUND CLASS 1) | 10/18/2005 | 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 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.77 | 7.25 | 3.86 | 5.57 | NA | NA | … | … | 11.77 | -18.22 | 34.95 | -2.73 | 0.59 | -5.52 | 22.83 | 21.33 | -18.24 | 23.86 | 68.36 | -51.53 | 9.76 | 27.93 | 2.76 |
| Sharpe Ratio | NA | 1.08 | 0.58 | 0.26 | 0.36 | NA | NA | … | … | 1.00 | -1.56 | 4.73 | -0.20 | 0.04 | -0.59 | 2.13 | 1.46 | -0.79 | 1.29 | 2.86 | -1.72 | 0.40 | 2.20 | 1.54 |
| Standard Deviation(%) | NA | 10.35 | 10.38 | 12.02 | 14.21 | NA | NA | … | … | 10.35 | 12.61 | 7.29 | 14.92 | 13.30 | 9.36 | 10.73 | 14.69 | 23.18 | 18.46 | 23.90 | 30.52 | 16.69 | 11.17 | 7.54 |
| Draw Down(%) | NA | 8.02 | 26.35 | 26.35 | 27.26 | NA | NA | … | … | 8.02 | 26.35 | 2.51 | 12.17 | 16.27 | 13.40 | 9.20 | 15.21 | 27.26 | 16.91 | 21.03 | 56.95 | 17.01 | 15.63 | 2.26 |
| Yield(%) | 0.00 | 0.00 | 6.33 | 4.13 | 3.51 | 4.76 | 3.57 | … | … | 0.00 | 12.97 | 1.50 | 1.59 | 0.94 | 0.52 | 1.70 | 1.89 | 1.47 | 1.00 | 2.61 | 7.01 | 17.79 | 16.39 | 0.20 |
Data as of 12/30/2019, Common starting date is 10/18/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIIMX (INTERNATIONAL SMALL CAP FUND CLASS 1) |
-18.41%
Feb 2006 – Feb 2009 |
-5.07%
Jul 2007 – Jul 2012 |
2.25%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIIMX (INTERNATIONAL SMALL CAP FUND CLASS 1) |
30.85%
Feb 2009 – Feb 2012 |
24.24%
Feb 2009 – Feb 2014 |
12.88%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart