Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JJSSF (iPath Bloomberg Softs Subindex Total Return(SM) ETN) | NA | 26.47% | 17.62% | 14.49% | -1.54% | 1.50% | NA | … | … |
Data as of 04/30/2024, Common starting date is 06/26/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JJSSF (iPath Bloomberg Softs Subindex Total Return(SM) ETN) | 06/26/2008 | 04/30/2024 |
| 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 (%) | 0.00 | 26.47 | 17.62 | 14.49 | -1.54 | 1.50 | NA | … | … | 1.35 | 26.79 | 9.84 | 59.24 | -16.50 | 4.79 | -24.91 | -17.71 | 13.73 | -11.51 | -11.10 | -18.09 | -23.52 | -14.50 | 58.86 | 43.31 | -30.66 |
| Sharpe Ratio | NA | 0.67 | 0.33 | 0.18 | -0.05 | NA | NA | … | … | 0.01 | 0.69 | 0.32 | 0.88 | -0.15 | 0.05 | -1.16 | -1.06 | 0.51 | -0.34 | -0.40 | -1.27 | -1.19 | -0.52 | 2.18 | 1.62 | -1.54 |
| Standard Deviation(%) | NA | 34.03 | 46.33 | 72.05 | 53.53 | NA | NA | … | … | 39.39 | 32.92 | 26.44 | 67.50 | 113.10 | 74.32 | 22.62 | 17.41 | 26.48 | 34.24 | 27.52 | 14.30 | 19.93 | 27.76 | 26.91 | 26.74 | 33.38 |
| Draw Down(%) | NA | 14.21 | 34.46 | 74.83 | 83.21 | NA | NA | … | … | 7.27 | 14.21 | 22.17 | 34.46 | 63.22 | 42.23 | 29.10 | 31.43 | 18.39 | 29.41 | 32.34 | 20.95 | 28.75 | 31.29 | 21.84 | 11.79 | 35.51 |
| 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 04/30/2024, 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 |
|---|---|---|---|---|
| JJSSF (iPath Bloomberg Softs Subindex Total Return(SM) ETN) |
-34.66%
Jul 2017 – Jul 2020 |
-22.49%
Oct 2015 – Oct 2020 |
-18.36%
Oct 2010 – Oct 2020 |
-1.25%
Aug 2008 – Aug 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JJSSF (iPath Bloomberg Softs Subindex Total Return(SM) ETN) |
71.39%
Oct 2020 – Oct 2023 |
15.28%
Feb 2019 – Feb 2024 |
0.73%
Nov 2013 – Nov 2023 |
2.43%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart