Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GRRSX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS S SHARES) | NA | -6.37% | 2.45% | 2.49% | NA | NA | NA | … | … |
Data as of 11/11/2022, Common starting date is 08/08/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GRRSX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS S SHARES) | 08/08/2017 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.37 | 2.45 | 2.49 | NA | NA | NA | … | … | -1.69 | -5.53 | 4.21 | 9.44 | -3.56 | -14.39 |
| Sharpe Ratio | NA | -0.44 | 0.16 | 0.17 | NA | NA | NA | … | … | -0.42 | -0.37 | 0.42 | 1.80 | -0.97 | -1.11 |
| Standard Deviation(%) | NA | 16.83 | 12.39 | 10.06 | NA | NA | NA | … | … | 7.33 | 14.95 | 9.38 | 4.47 | 5.04 | 29.77 |
| Draw Down(%) | NA | 12.46 | 14.53 | 14.77 | NA | NA | NA | … | … | 7.66 | 14.37 | 14.53 | 4.08 | 6.73 | 16.51 |
| Yield(%) | 0.00 | 9.94 | 6.17 | 3.89 | 1.66 | 1.11 | 0.83 | … | … | 0.00 | 10.86 | 0.00 | 8.65 | 0.00 | 0.00 |
Data as of 11/11/2022, Common starting date is 08/08/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRRSX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS S SHARES) |
0.33%
Oct 2017 – Oct 2020 |
2.45%
Oct 2017 – Oct 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRRSX (JAMES ALPHA MACRO PORTFOLIO JAMES ALPHA MACRO PORTFOLIO CLASS S SHARES) |
7.58%
Oct 2018 – Oct 2021 |
2.85%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart