Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JPS (Nuveen Preferred Securites Income Fund) | NA | -2.19% | -5.20% | 0.50% | 4.53% | 9.01% | 3.72% | 4.12% |
Data as of 11/03/2023, AR inception is 09/24/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPS (Nuveen Preferred Securites Income Fund) | 09/24/2002 | 11/03/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.43 | -2.19 | -5.20 | 0.50 | 4.53 | 9.01 | 3.72 | 4.12 | -4.29 | -24.92 | 6.30 | 4.12 | 30.10 | -12.28 | 18.04 | 10.59 | 10.51 | 18.45 | -7.17 | 30.07 | 7.58 | 18.40 | 64.20 | -47.14 | -22.26 | 27.95 | -2.72 | -1.16 | 16.26 | 1.35 |
| Sharpe Ratio | NA | -0.32 | -0.43 | -0.03 | 0.17 | NA | NA | 0.11 | -0.49 | -1.36 | 0.72 | 0.07 | 2.62 | -1.16 | 2.14 | 0.76 | 0.89 | 2.21 | -0.55 | 1.95 | 0.45 | 1.05 | 1.12 | -0.63 | -1.28 | 2.57 | -0.45 | -0.14 | 1.64 | 0.31 |
| Standard Deviation(%) | NA | 18.04 | 15.61 | 29.29 | 21.99 | NA | NA | 27.40 | 17.76 | 19.38 | 8.69 | 58.13 | 10.93 | 11.87 | 8.16 | 13.64 | 11.81 | 8.32 | 13.00 | 15.52 | 16.91 | 17.46 | 57.17 | 75.76 | 19.88 | 9.60 | 11.04 | 15.58 | 9.45 | 13.39 |
| Draw Down(%) | NA | 22.45 | 35.19 | 52.48 | 52.48 | NA | NA | 77.64 | 22.45 | 30.17 | 6.81 | 52.48 | 5.36 | 20.97 | 4.33 | 11.87 | 9.91 | 3.94 | 18.54 | 10.90 | 17.16 | 13.60 | 52.97 | 71.35 | 26.03 | 5.29 | 13.73 | 22.63 | 11.69 | 6.33 |
| Yield(%) | 0.00 | 5.92 | 5.95 | 6.80 | 7.85 | 11.73 | 5.10 | 5.42 | 4.49 | 5.71 | 6.31 | 6.23 | 8.05 | 6.98 | 7.87 | 7.99 | 7.78 | 8.69 | 6.90 | 8.25 | 8.33 | 8.97 | 13.31 | 8.85 | 7.41 | 8.57 | 8.65 | 8.53 | 9.06 | 1.40 |
Data as of 11/03/2023, AR inception is 09/24/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPS (Nuveen Preferred Securites Income Fund) |
-28.32%
Feb 2006 - Feb 2009 |
-17.43%
Feb 2004 - Feb 2009 |
2.47%
Dec 2003 - Dec 2013 |
4.06%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPS (Nuveen Preferred Securites Income Fund) |
45.21%
Feb 2009 - Feb 2012 |
28.47%
Feb 2009 - Feb 2014 |
18.41%
Feb 2009 - Feb 2019 |
8.67%
Sep 2008 - Sep 2023 |
Annualized Rolling Returns Comparison Chart