Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMP (JMP Group LLC) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | … | … |
Data as of 12/02/2021, Common starting date is 05/11/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMP (JMP Group LLC) | 05/11/2007 | 12/02/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | … | … | -100.00 | 19.20 | -17.18 | -30.36 | -8.79 | 12.45 | -28.35 | 2.97 | 21.91 | -15.10 | -6.29 | -21.50 | 75.14 | -34.55 | -31.06 |
| Sharpe Ratio | NA | 3.10 | 0.39 | 0.21 | 0.14 | NA | NA | … | … | 1.84 | 0.45 | -1.49 | -2.46 | -0.63 | -0.87 | -1.64 | -0.46 | 0.09 | -0.92 | -0.50 | -1.01 | 0.90 | -0.79 | -1.29 |
| Standard Deviation(%) | NA | 64.23 | 46.45 | 42.00 | 38.11 | NA | NA | … | … | 66.76 | 41.53 | 27.07 | 21.14 | 44.63 | 24.91 | 28.60 | 33.65 | 36.10 | 36.89 | 49.69 | 39.89 | 63.16 | 67.93 | 53.74 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 30.77 | 35.00 | 30.36 | 27.32 | 12.76 | 40.46 | 25.97 | 14.77 | 37.10 | 38.79 | 41.59 | 29.73 | 59.79 | 49.02 |
| Yield(%) | NA | 7.49 | 3.07 | 3.77 | 3.59 | 1.62 | 1.22 | … | … | 6.36 | 0.00 | 4.01 | 6.58 | 5.77 | 7.12 | 6.15 | 3.02 | 2.24 | 1.73 | 1.34 | 0.56 | 0.74 | 2.45 | 0.61 |
Data as of 12/02/2021, Common starting date is 05/11/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMP (JMP Group LLC) |
-22.48%
Mar 2017 – Mar 2020 |
-17.23%
Mar 2015 – Mar 2020 |
-8.13%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMP (JMP Group LLC) |
25.73%
Nov 2008 – Nov 2011 |
13.97%
Nov 2008 – Nov 2013 |
6.84%
Nov 2008 – Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart