Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMPB (JMP Group LLC SR NT 23) | NA | 4.68% | 4.05% | 5.57% | NA | NA | NA | … | … |
Data as of 10/25/2019, Common starting date is 02/08/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMPB (JMP Group LLC SR NT 23) | 02/08/2013 | 10/25/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 4.68 | 4.05 | 5.57 | NA | NA | NA | … | … | 4.68 | 2.38 | 2.14 | 7.97 | 4.68 | 9.68 | 7.49 |
| Sharpe Ratio | NA | 0.58 | 0.57 | 0.61 | NA | NA | NA | … | … | 0.83 | 0.20 | 0.28 | 0.54 | 0.72 | 1.28 | 0.74 |
| Standard Deviation(%) | NA | 5.42 | 5.25 | 8.05 | NA | NA | NA | … | … | 5.09 | 5.38 | 5.41 | 14.22 | 6.43 | 7.54 | 11.42 |
| Draw Down(%) | NA | 3.14 | 3.14 | 21.09 | NA | NA | NA | … | … | 3.14 | 4.06 | 2.43 | 20.85 | 3.33 | 3.03 | 4.77 |
| Yield(%) | 0.00 | 5.91 | 4.57 | 5.84 | 4.31 | 2.87 | 2.15 | … | … | 4.01 | 7.91 | 1.97 | 6.06 | 7.82 | 7.86 | 7.65 |
Data as of 10/25/2019, Common starting date is 02/08/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMPB (JMP Group LLC SR NT 23) |
4.17%
Sep 2016 – Sep 2019 |
5.82%
Sep 2014 – Sep 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMPB (JMP Group LLC SR NT 23) |
10.82%
Feb 2016 – Feb 2019 |
7.07%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart