Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JJMTF (iPath Bloomberg Industrial Metals Subindex Total Return(SM) ETN) | NA | -8.50% | 8.15% | 4.53% | 1.38% | 3.06% | NA | … | … |
Data as of 03/04/2024, Common starting date is 12/28/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JJMTF (iPath Bloomberg Industrial Metals Subindex Total Return(SM) ETN) | 12/28/2007 | 03/04/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.50 | 8.15 | 4.53 | 1.38 | 3.06 | NA | … | … | -4.11 | -4.58 | 2.29 | 75.82 | -21.27 | 7.61 | -22.09 | 28.79 | 24.03 | -29.34 | -8.87 | -14.94 | 0.49 | -25.97 | 15.59 | 79.98 | -48.67 | -0.93 |
| Sharpe Ratio | NA | -0.76 | 0.13 | 0.05 | 0.01 | NA | NA | … | … | -1.18 | -0.63 | 0.02 | 1.13 | -0.23 | 0.25 | -1.07 | 1.49 | 1.20 | -1.23 | -0.49 | -0.83 | 0.02 | -0.90 | 0.53 | 2.09 | -1.37 | NA |
| Standard Deviation(%) | NA | 16.14 | 47.16 | 57.48 | 43.03 | NA | NA | … | … | 21.49 | 14.20 | 44.92 | 66.80 | 94.61 | 25.29 | 21.80 | 19.01 | 19.76 | 23.92 | 17.98 | 18.05 | 21.83 | 28.95 | 29.31 | 38.30 | 36.05 | 0.00 |
| Draw Down(%) | NA | 15.11 | 43.53 | 43.53 | 44.83 | NA | NA | … | … | 5.96 | 15.11 | 43.53 | 22.94 | 31.73 | 13.03 | 25.37 | 10.35 | 10.09 | 35.79 | 15.85 | 22.83 | 22.22 | 32.72 | 28.35 | 16.93 | 63.68 | 0.93 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/04/2024, Common starting date is 12/28/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JJMTF (iPath Bloomberg Industrial Metals Subindex Total Return(SM) ETN) |
-19.20%
Nov 2012 – Nov 2015 |
-16.78%
Jan 2011 – Jan 2016 |
-8.10%
Dec 2010 – Dec 2020 |
-2.74%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JJMTF (iPath Bloomberg Industrial Metals Subindex Total Return(SM) ETN) |
26.79%
Apr 2020 – Apr 2023 |
16.02%
Apr 2017 – Apr 2022 |
3.33%
Mar 2012 – Mar 2022 |
3.03%
Jan 2009 – Jan 2024 |
Annualized Rolling Returns Comparison Chart