Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JSDEX (SHORT DURATION CREDIT OPPORTUNITIES FUND CLASS R6) | NA | 1.17% | 4.71% | 3.55% | NA | NA | NA | … | … |
Data as of 12/14/2021, Common starting date is 03/30/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JSDEX (SHORT DURATION CREDIT OPPORTUNITIES FUND CLASS R6) | 03/30/2015 | 12/14/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | 1.17 | 4.71 | 3.55 | NA | NA | NA | … | … | -1.23 | 5.22 | 5.60 | -1.71 | 4.60 | 6.69 | -3.39 |
| Sharpe Ratio | NA | -0.30 | 0.74 | 0.64 | NA | NA | NA | … | … | -0.69 | 0.64 | 0.79 | -1.40 | 2.52 | 2.49 | -2.01 |
| Standard Deviation(%) | NA | 1.88 | 4.77 | 3.88 | NA | NA | NA | … | … | 1.90 | 7.77 | 5.30 | 2.17 | 1.58 | 2.59 | 2.21 |
| Draw Down(%) | NA | 3.24 | 16.34 | 16.34 | NA | NA | NA | … | … | 3.24 | 16.34 | 2.66 | 3.19 | 0.72 | 2.80 | 4.56 |
| Yield(%) | 0.00 | 2.72 | 3.33 | 3.42 | 2.24 | 1.49 | 1.12 | … | … | 2.53 | 2.82 | 4.02 | 3.91 | 3.60 | 3.58 | 2.79 |
Data as of 12/14/2021, Common starting date is 03/30/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSDEX (SHORT DURATION CREDIT OPPORTUNITIES FUND CLASS R6) |
-0.21%
Mar 2017 – Mar 2020 |
1.39%
Apr 2015 – Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSDEX (SHORT DURATION CREDIT OPPORTUNITIES FUND CLASS R6) |
4.94%
Aug 2018 – Aug 2021 |
4.99%
Jan 2016 – Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart