Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JJOFF (iPath Bloomberg Coffee Subindex Total Return(SM) ETN) | NA | 66.33% | 26.34% | 18.85% | -3.60% | -2.54% | NA | … | … |
Data as of 06/25/2024, Common starting date is 06/26/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JJOFF (iPath Bloomberg Coffee Subindex Total Return(SM) ETN) | 06/26/2008 | 06/25/2024 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.67 | 66.33 | 26.34 | 18.85 | -3.60 | -2.54 | NA | … | … | 30.48 | 33.57 | -26.62 | 80.51 | -13.50 | 14.10 | -31.74 | -19.79 | -0.71 | -35.37 | 40.46 | -32.96 | -42.73 | -11.73 | 65.37 | 14.76 | -35.38 |
| Sharpe Ratio | NA | 1.11 | 0.48 | 0.34 | -0.11 | NA | NA | … | … | 1.27 | 0.69 | -0.60 | 1.37 | -0.27 | 0.32 | -1.11 | -0.79 | -0.03 | -1.00 | 0.88 | -1.22 | -1.39 | -0.38 | 2.11 | 0.47 | -1.68 |
| Standard Deviation(%) | NA | 47.25 | 49.98 | 49.96 | 42.07 | NA | NA | … | … | 55.51 | 42.90 | 47.06 | 58.72 | 51.38 | 40.11 | 29.85 | 25.94 | 31.34 | 35.42 | 45.83 | 27.06 | 31.05 | 31.33 | 30.87 | 30.89 | 34.37 |
| Draw Down(%) | NA | 19.22 | 47.55 | 47.55 | 81.59 | NA | NA | … | … | 19.22 | 29.73 | 41.05 | 20.86 | 36.17 | 26.62 | 36.54 | 33.87 | 27.27 | 45.63 | 30.03 | 41.79 | 45.21 | 33.48 | 13.25 | 21.17 | 37.70 |
| 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 |
Data as of 06/25/2024, Common starting date is 06/26/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JJOFF (iPath Bloomberg Coffee Subindex Total Return(SM) ETN) |
-30.28%
Dec 2010 – Dec 2013 |
-25.93%
Apr 2014 – Apr 2019 |
-18.07%
Apr 2011 – Apr 2021 |
-8.35%
Aug 2008 – Aug 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JJOFF (iPath Bloomberg Coffee Subindex Total Return(SM) ETN) |
33.06%
Aug 2019 – Aug 2022 |
20.15%
Apr 2019 – Apr 2024 |
-1.48%
Dec 2013 – Dec 2023 |
-2.90%
Apr 2009 – Apr 2024 |
Annualized Rolling Returns Comparison Chart