Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JTEKF (JTEKT Corporation) | NA | 3.13% | 3.02% | nan% | nan% | NA | NA | … | … |
Data as of 10/22/2024, Common starting date is 01/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JTEKF (JTEKT Corporation) | 01/18/2012 | 10/22/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.13 | 3.02 | nan | nan | NA | NA | … | … | 3.13 | 22.07 | -13.15 | -3,362.77 | -35.22 | -1.50 | -9.39 | 2.63 | -12.97 | 14.55 | 9.50 | 74.07 | -12.72 |
| Sharpe Ratio | NA | -1.59 | -0.06 | NA | NA | NA | NA | … | … | -1.34 | 1.12 | -0.90 | NA | -0.72 | -0.08 | -0.50 | 1.09 | -0.41 | 0.40 | 0.33 | 1.70 | -0.49 |
| Standard Deviation(%) | NA | 2.19 | 13.19 | NA | NA | NA | NA | … | … | 2.43 | 16.01 | 16.14 | NA | 49.19 | 34.92 | 21.42 | 1.83 | 31.79 | 36.52 | 28.64 | 43.60 | 27.63 |
| Draw Down(%) | NA | 0.00 | 13.15 | 2,410.95 | 1,864.45 | NA | NA | … | … | 0.00 | 0.00 | 13.15 | 3,333.33 | 45.64 | 19.23 | 17.59 | 0.00 | 29.94 | 22.66 | 12.68 | 17.66 | 24.52 |
| Yield(%) | 0.00 | 3.06 | 2.98 | 17.06 | 7.02 | 7.80 | 5.85 | … | … | 3.06 | 4.64 | 1.93 | 103.99 | 2.26 | 3.08 | 2.71 | 2.58 | 2.29 | 1.68 | 1.26 | 2.04 | 2.05 |
Data as of 10/22/2024, Common starting date is 01/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTEKF (JTEKT Corporation) |
-21.08%
Apr 2017 – Apr 2020 |
-16.13%
May 2015 – May 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTEKF (JTEKT Corporation) |
29.73%
Nov 2012 – Nov 2015 |
14.29%
Sep 2012 – Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart