Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JORDX (Jordan Opportunity) | NA | -6.46% | 11.93% | 9.88% | NA | NA | NA | 8.36% |
Data as of 06/12/2015, AR inception is 08/29/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JORDX (Jordan Opportunity) | 08/29/2005 | 06/12/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -13.06 | -6.46 | 11.93 | 9.88 | NA | NA | NA | 8.36 | -6.94 | 6.54 | 29.65 | 13.70 | -7.30 | 14.93 | 43.39 | -37.43 | 25.79 | 9.49 | 7.01 |
| Sharpe Ratio | NA | -0.30 | 0.71 | 0.49 | NA | NA | NA | 0.29 | -0.61 | 0.47 | 2.27 | 1.07 | -0.25 | 0.94 | 1.38 | -0.87 | 1.42 | 0.50 | 1.84 |
| Standard Deviation(%) | NA | 21.46 | 16.70 | 19.94 | NA | NA | NA | 23.31 | 24.66 | 13.81 | 13.06 | 12.88 | 29.29 | 15.72 | 31.45 | 43.96 | 16.12 | 12.41 | 10.56 |
| Draw Down(%) | NA | 13.91 | 13.91 | 30.77 | NA | NA | NA | 56.27 | 13.91 | 10.52 | 7.07 | 10.63 | 30.77 | 11.94 | 23.49 | 54.52 | 10.26 | 10.49 | 5.59 |
| Yield(%) | 0.00 | 0.46 | 0.35 | 0.24 | 3.12 | 2.08 | 1.56 | 3.46 | 0.00 | 0.49 | 0.15 | 0.20 | 0.00 | 0.00 | 0.04 | 0.06 | 9.80 | 11.15 | 9.48 |
Data as of 06/12/2015, AR inception is 08/29/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JORDX (Jordan Opportunity) |
-10.31%
Feb 2006 - Feb 2009 |
0.06%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JORDX (Jordan Opportunity) |
24.39%
Feb 2009 - Feb 2012 |
22.05%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart