Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JISVX (SMALL COMPANY VALUE FUND CLASS 1) | NA | 16.30% | 4.17% | 6.99% | 9.85% | NA | NA | 8.06% |
Data as of 12/30/2019, AR inception is 10/18/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JISVX (SMALL COMPANY VALUE FUND CLASS 1) | 10/18/2005 | 12/30/2019 |
| 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 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.30 | 4.17 | 6.99 | 9.85 | NA | NA | 8.06 | 16.30 | -12.84 | 11.51 | 32.16 | -5.54 | 0.03 | 31.56 | 16.18 | -0.97 | 21.25 | 27.59 | -26.83 | -1.27 | 15.43 | 7.41 |
| Sharpe Ratio | NA | 1.14 | 0.22 | 0.43 | 0.52 | NA | NA | 0.32 | 1.09 | -0.89 | 0.94 | 2.00 | -0.37 | 0.00 | 2.19 | 0.99 | -0.03 | 0.88 | 0.78 | -0.63 | -0.23 | 0.74 | 2.45 |
| Standard Deviation(%) | NA | 13.77 | 13.90 | 14.55 | 18.23 | NA | NA | 22.51 | 13.78 | 15.95 | 11.60 | 16.01 | 14.93 | 14.32 | 14.40 | 16.36 | 31.70 | 24.14 | 35.16 | 44.25 | 18.80 | 16.41 | 16.21 |
| Draw Down(%) | NA | 8.14 | 25.05 | 25.05 | 27.06 | NA | NA | 55.12 | 8.14 | 25.05 | 5.21 | 10.47 | 11.65 | 14.83 | 6.52 | 11.74 | 27.06 | 20.48 | 33.56 | 47.31 | 13.26 | 13.47 | 2.90 |
| Yield(%) | 0.00 | 0.00 | 7.23 | 10.43 | 10.40 | 7.97 | 5.97 | 8.53 | 0.00 | 9.59 | 12.09 | 15.04 | 24.09 | 8.71 | 0.81 | 2.19 | 0.81 | 0.60 | 1.08 | 2.15 | 4.58 | 1.91 | 0.22 |
Data as of 12/30/2019, AR inception is 10/18/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JISVX (SMALL COMPANY VALUE FUND CLASS 1) |
-15.37%
Feb 2006 - Feb 2009 |
0.36%
Sep 2006 - Sep 2011 |
4.80%
Jan 2006 - Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JISVX (SMALL COMPANY VALUE FUND CLASS 1) |
27.95%
Feb 2009 - Feb 2012 |
24.30%
Feb 2009 - Feb 2014 |
15.22%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart