Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/04/2018.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JIQBX (INVESTMENT QUALITY BOND FUND CLASS 1) | NA | 0.55% | 1.88% | 1.67% | 4.05% | NA | NA | 4.17% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JIQBX (INVESTMENT QUALITY BOND FUND CLASS 1) | 10/17/2005 | 05/04/2018 |
The return data shown below all have the same latest date: 05/04/2018.
AR inception is since 10/17/2005.
AR inception is since 10/17/2005.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.55 | 1.88 | 1.67 | 4.05 | NA | NA | 4.17 | -2.08 | 4.97 | 4.08 | -0.65 | 5.48 | -2.15 | 7.03 | 7.47 | 7.18 | 11.84 | -0.48 | 6.26 | 1.03 | 1.03 |
| Sharpe Ratio | NA | -0.12 | 0.49 | 0.44 | 0.42 | NA | NA | 0.36 | -2.78 | 1.57 | 1.26 | -0.19 | 2.09 | -0.59 | 2.19 | 0.29 | 1.46 | 1.94 | -0.10 | 0.83 | -0.52 | 0.71 |
| Standard Deviation(%) | NA | 2.48 | 3.01 | 3.15 | 9.13 | NA | NA | 9.01 | 2.55 | 2.77 | 3.06 | 3.53 | 2.62 | 3.70 | 3.21 | 26.07 | 4.86 | 6.04 | 13.46 | 3.93 | 4.38 | 3.43 |
| Draw Down(%) | NA | 2.57 | 3.74 | 5.71 | 16.80 | NA | NA | 16.80 | 2.39 | 1.39 | 3.74 | 2.92 | 1.27 | 6.30 | 1.48 | 16.80 | 4.28 | 3.76 | 16.12 | 2.45 | 4.77 | 1.26 |
| Yield(%) | 0.00 | 2.57 | 3.34 | 3.21 | 4.06 | 3.34 | 2.50 | 4.17 | 0.31 | 4.46 | 2.99 | 2.91 | 3.37 | 3.46 | 4.98 | 3.57 | 4.14 | 5.06 | 5.86 | 4.97 | 2.47 | 0.85 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIQBX (INVESTMENT QUALITY BOND FUND CLASS 1) |
0.84%
Dec 2012 - Dec 2015 |
1.57%
Apr 2013 - Apr 2018 |
4.01%
Feb 2008 - Feb 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIQBX (INVESTMENT QUALITY BOND FUND CLASS 1) |
11.38%
Oct 2008 - Oct 2011 |
7.85%
Oct 2008 - Oct 2013 |
5.15%
Jun 2006 - Jun 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart