Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JITRX (TOTAL RETURN FUND CLASS 1) | NA | 0.66% | 1.11% | 3.28% | 5.40% | NA | NA | 5.44% |
Data as of 12/08/2015, AR inception is 10/19/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JITRX (TOTAL RETURN FUND CLASS 1) | 10/19/2005 | 12/08/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.15 | 0.66 | 1.11 | 3.28 | 5.40 | NA | NA | 5.44 | -2.41 | 0.59 | -4.69 | 3.78 | -0.43 | -0.14 | 8.12 | -8.70 | 2.71 | -0.73 | 0.22 |
| Sharpe Ratio | NA | -0.84 | -0.69 | -0.35 | -0.16 | NA | NA | -0.16 | -0.60 | 0.16 | -1.08 | 0.94 | -0.13 | -0.03 | 1.29 | -0.70 | -0.06 | -0.89 | -0.45 |
| Standard Deviation(%) | NA | 4.79 | 4.31 | 4.94 | 6.56 | NA | NA | 6.41 | 4.34 | 3.53 | 4.38 | 4.01 | 3.56 | 7.23 | 6.22 | 13.75 | 5.05 | 4.56 | 3.40 |
| Draw Down(%) | NA | 5.82 | 9.43 | 10.59 | 16.57 | NA | NA | 16.57 | 5.82 | 2.78 | 6.54 | 3.71 | 3.87 | 9.28 | 7.62 | 14.31 | 4.04 | 4.32 | 1.24 |
| Yield(%) | 0.00 | 4.64 | 3.90 | 4.76 | 5.58 | 3.73 | 2.80 | 5.60 | 3.07 | 3.94 | 2.99 | 5.12 | 4.09 | 8.36 | 6.79 | 11.15 | 5.53 | 4.15 | 0.66 |
Data as of 12/08/2015, AR inception is 10/19/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JITRX (TOTAL RETURN FUND CLASS 1) |
1.19%
Sep 2012 - Sep 2015 |
2.79%
Oct 2010 - Oct 2015 |
5.46%
Nov 2005 - Nov 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JITRX (TOTAL RETURN FUND CLASS 1) |
11.06%
Feb 2009 - Feb 2012 |
8.64%
Jul 2007 - Jul 2012 |
5.46%
Nov 2005 - Nov 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart