Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JTSOX (NEW OPPORTUNITIES FUND CLASS R3) | NA | -24.62% | -8.17% | 1.16% | NA | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 05/28/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JTSOX (NEW OPPORTUNITIES FUND CLASS R3) | 05/28/2015 | 12/17/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -32.82 | -24.62 | -8.17 | 1.16 | NA | NA | NA | … | … | 10.76 | 17.80 | -29.93 | 13.69 | 19.95 | -10.14 |
| Sharpe Ratio | NA | 0.31 | 0.16 | 0.39 | NA | NA | NA | … | … | 0.28 | 0.98 | -1.12 | 1.11 | 1.06 | -0.93 |
| Standard Deviation(%) | NA | 38.20 | 26.22 | 22.59 | NA | NA | NA | … | … | 38.88 | 16.89 | 27.99 | 11.86 | 18.47 | 17.57 |
| Draw Down(%) | NA | 39.23 | 41.67 | 41.67 | NA | NA | NA | … | … | 39.23 | 13.03 | 41.23 | 6.96 | 13.79 | 15.22 |
| Yield(%) | 0.00 | 3.26 | 7.85 | 7.72 | 3.45 | 2.30 | 1.73 | … | … | 0.00 | 4.18 | 14.97 | 7.48 | 0.32 | 8.07 |
Data as of 12/17/2020, Common starting date is 05/28/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTSOX (NEW OPPORTUNITIES FUND CLASS R3) |
-4.79%
Mar 2017 – Mar 2020 |
4.19%
Jun 2015 – Jun 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTSOX (NEW OPPORTUNITIES FUND CLASS R3) |
14.89%
Sep 2015 – Sep 2018 |
8.62%
Oct 2015 – Oct 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart