Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMON (James Monroe Capital Corporation) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 05/17/2021, Common starting date is 01/31/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMON (James Monroe Capital Corporation) | 01/31/1996 | 05/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 200.00 | 0.00 | 0.00 | -90.00 | 733.33 | 20.00 | 0.00 | 0.00 | 0.00 | 0.00 | -99.87 | 7,900.00 | 900.00 | 0.00 | -90.00 | -97.87 | 4,600.00 | 0.00 | -66.67 | -50.00 | -45.45 | -99.80 | 2,404.61 | 1,176.47 | 183.33 |
| Sharpe Ratio | NA | 1.73 | 0.27 | 0.29 | 0.05 | NA | NA | … | … | 1.74 | 1.06 | -0.01 | 0.00 | -0.27 | 0.95 | 0.03 | 0.00 | 0.00 | 0.00 | 0.00 | -0.11 | 6.81 | 1.12 | -0.02 | -0.18 | -0.19 | 1.15 | NA | -0.08 | -0.02 | -0.02 | -0.02 | 0.12 | 1.16 | 0.04 |
| Standard Deviation(%) | NA | 288.31 | 300.95 | 429.31 | 413.88 | NA | NA | … | … | 427.22 | 187.97 | 224.74 | 373.03 | 339.55 | 760.65 | 663.71 | 297.84 | 138.91 | 98.61 | 613.85 | 882.83 | 1,160.31 | 785.09 | 171.84 | 545.71 | 532.28 | 1,547.84 | 0.00 | 872.00 | 2,722.14 | 2,270.66 | 4,419.67 | 9,332.54 | 3,445.20 | 5,981.22 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 50.00 | 50.00 | 75.00 | 90.00 | 99.00 | 99.00 | 75.00 | 50.00 | 50.00 | 88.89 | 99.87 | 95.00 | 97.14 | 50.00 | 90.00 | 99.43 | 62.07 | 0.00 | 66.67 | 96.55 | 97.97 | 99.80 | 92.17 | 92.41 | 88.28 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/17/2021, Common starting date is 01/31/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMON (James Monroe Capital Corporation) |
-97.36%
Mar 2003 – Mar 2006 |
-76.27%
Mar 2006 – Mar 2011 |
-63.98%
Oct 2003 – Oct 2013 |
-47.99%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMON (James Monroe Capital Corporation) |
828.32%
Dec 2006 – Dec 2009 |
126.79%
Apr 2016 – Apr 2021 |
27.10%
Jan 2011 – Jan 2021 |
-10.17%
Jan 2005 – Jan 2020 |
Annualized Rolling Returns Comparison Chart