Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JIVIX (INTERNATIONAL VALUE FUND CLASS 1) | NA | -11.76% | -5.50% | 2.06% | 1.68% | 2.29% | NA | 2.64% |
Data as of 12/17/2020, AR inception is 10/19/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JIVIX (INTERNATIONAL VALUE FUND CLASS 1) | 10/19/2005 | 12/17/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -11.76 | -5.50 | 2.06 | 1.68 | 2.29 | NA | 2.64 | -12.08 | 11.79 | -15.30 | 17.25 | 12.67 | -7.78 | -12.45 | 25.32 | 19.70 | -12.92 | 7.98 | 38.51 | -42.50 | 8.85 | 28.96 | 5.49 |
| Sharpe Ratio | NA | -0.42 | -0.32 | 0.07 | 0.07 | NA | NA | 0.09 | -0.44 | 0.93 | -1.27 | 2.09 | 0.62 | -0.47 | -1.04 | 1.84 | 1.00 | -0.43 | 0.37 | 1.36 | -1.06 | 0.34 | 1.98 | 3.13 |
| Standard Deviation(%) | NA | 28.54 | 19.26 | 17.82 | 18.64 | NA | NA | 21.32 | 29.05 | 11.12 | 13.12 | 7.98 | 20.09 | 16.73 | 12.00 | 13.75 | 19.82 | 29.85 | 21.11 | 28.25 | 41.02 | 17.13 | 13.00 | 9.05 |
| Draw Down(%) | NA | 38.26 | 44.74 | 44.74 | 44.74 | NA | NA | 58.38 | 38.26 | 12.93 | 22.20 | 4.05 | 14.23 | 20.40 | 19.34 | 8.88 | 19.94 | 28.06 | 17.98 | 25.65 | 53.38 | 12.68 | 12.42 | 1.25 |
| Yield(%) | 0.00 | 11.55 | 4.90 | 4.61 | 3.35 | 3.79 | 3.00 | 4.00 | 4.61 | 8.05 | 1.89 | 2.59 | 2.66 | 1.81 | 2.43 | 1.80 | 2.54 | 2.99 | 1.72 | 2.57 | 4.71 | 7.12 | 9.64 | 0.35 |
Data as of 12/17/2020, 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 |
|---|---|---|---|---|
| JIVIX (INTERNATIONAL VALUE FUND CLASS 1) |
-14.38%
Feb 2006 - Feb 2009 |
-6.58%
May 2007 - May 2012 |
0.24%
Mar 2010 - Mar 2020 |
2.54%
Nov 2005 - Nov 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIVIX (INTERNATIONAL VALUE FUND CLASS 1) |
21.48%
Feb 2009 - Feb 2012 |
19.13%
Feb 2009 - Feb 2014 |
8.88%
Feb 2009 - Feb 2019 |
2.54%
Nov 2005 - Nov 2020 |
Annualized Rolling Returns Comparison Chart