Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JTRIX (REDWOOD FUND CLASS I) | NA | -19.83% | -4.77% | -2.52% | NA | NA | NA | … | … |
Data as of 03/13/2020, Common starting date is 12/30/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JTRIX (REDWOOD FUND CLASS I) | 12/30/2013 | 03/13/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -24.05 | -19.83 | -4.77 | -2.52 | NA | NA | NA | … | … | 0.89 | -2.99 | -4.16 | 5.35 | 2.70 | -1.44 | 2.06 | 0.00 |
| Sharpe Ratio | NA | -0.62 | -0.13 | -0.05 | NA | NA | NA | … | … | 0.98 | -0.32 | -0.78 | 1.80 | 0.38 | -0.21 | 0.49 | NA |
| Standard Deviation(%) | NA | 13.64 | 8.96 | 8.12 | NA | NA | NA | … | … | 3.74 | 13.86 | 7.01 | 2.64 | 6.58 | 7.14 | 4.21 | 0.00 |
| Draw Down(%) | NA | 12.41 | 12.41 | 12.41 | NA | NA | NA | … | … | 0.69 | 12.06 | 11.08 | 1.02 | 6.49 | 7.03 | 3.03 | 0.00 |
| Yield(%) | 0.00 | 12.62 | 5.11 | 4.37 | 2.61 | 1.74 | 1.31 | … | … | 0.00 | 13.26 | 1.92 | 0.00 | 0.00 | 7.41 | 4.81 | 0.00 |
Data as of 03/13/2020, Common starting date is 12/30/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTRIX (REDWOOD FUND CLASS I) |
1.14%
Feb 2014 – Feb 2017 |
1.90%
May 2014 – May 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTRIX (REDWOOD FUND CLASS I) |
4.75%
Feb 2016 – Feb 2019 |
3.01%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart