Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JAEAX (JAMES ALPHA EVENT DRIVEN PORTFOLIO JAMES ALPHA EVENT DRIVEN PORTFOLIO CLASS A SHARES) | NA | -27.23% | -0.27% | -5.99% | NA | NA | NA | … | … |
Data as of 07/20/2012, Common starting date is 07/30/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JAEAX (JAMES ALPHA EVENT DRIVEN PORTFOLIO JAMES ALPHA EVENT DRIVEN PORTFOLIO CLASS A SHARES) | 07/30/2002 | 07/20/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.26 | -27.23 | -0.27 | -5.99 | NA | NA | NA | … | … | -4.35 | -23.83 | 21.37 | 65.60 | -53.79 | 44.39 | 30.32 | 18.18 | 10.92 | 38.92 | -11.18 |
| Sharpe Ratio | NA | -1.03 | -0.01 | -0.20 | NA | NA | NA | … | … | -0.43 | -0.92 | 1.00 | 2.07 | -1.14 | 1.69 | 1.71 | 1.39 | 0.49 | 2.22 | -1.42 |
| Standard Deviation(%) | NA | 26.45 | 22.63 | 31.94 | NA | NA | NA | … | … | 18.09 | 26.06 | 21.36 | 31.70 | 47.96 | 24.59 | 15.87 | 11.55 | 20.40 | 17.20 | 17.84 |
| Draw Down(%) | NA | 33.04 | 34.77 | 69.26 | NA | NA | NA | … | … | 16.56 | 34.77 | 17.25 | 23.59 | 65.64 | 17.47 | 19.68 | 7.90 | 25.80 | 16.14 | 17.39 |
| Yield(%) | 0.00 | 0.24 | 0.11 | 1.10 | 2.51 | 1.67 | 1.25 | … | … | 0.00 | 0.24 | 0.01 | 0.00 | 0.04 | 6.78 | 2.34 | 4.64 | 0.00 | 0.83 | 0.00 |
Data as of 07/20/2012, Common starting date is 07/30/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JAEAX (JAMES ALPHA EVENT DRIVEN PORTFOLIO JAMES ALPHA EVENT DRIVEN PORTFOLIO CLASS A SHARES) |
-10.34%
Feb 2006 – Feb 2009 |
-3.90%
Jun 2007 – Jun 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JAEAX (JAMES ALPHA EVENT DRIVEN PORTFOLIO JAMES ALPHA EVENT DRIVEN PORTFOLIO CLASS A SHARES) |
40.96%
Oct 2004 – Oct 2007 |
30.41%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart