Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JAEIX (JAMES ALPHA EVENT DRIVEN PORTFOLIO JAMES ALPHA EVENT DRIVEN PORTFOLIO CLASS I SHARES) | NA | 8.95% | -0.52% | 0.02% | 3.19% | NA | NA | … | … |
Data as of 03/14/2011, Common starting date is 07/16/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JAEIX (JAMES ALPHA EVENT DRIVEN PORTFOLIO JAMES ALPHA EVENT DRIVEN PORTFOLIO CLASS I SHARES) | 07/16/1996 | 03/14/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.95 | -0.52 | 0.02 | 3.19 | NA | NA | … | … | 1.19 | 9.57 | 36.49 | -43.12 | 11.64 | 10.28 | 16.36 | 13.77 | 23.27 | -18.02 | -12.11 | -7.37 | 38.53 | 40.05 | 31.23 | 19.80 |
| Sharpe Ratio | NA | 0.49 | -0.03 | -0.05 | 0.08 | NA | NA | … | … | 0.90 | 0.51 | 1.29 | -1.04 | 0.51 | 0.57 | 1.29 | 1.13 | 1.53 | -0.91 | -0.75 | -0.49 | 1.81 | 1.60 | -1.86 | 4.86 |
| Standard Deviation(%) | NA | 17.44 | 30.83 | 25.96 | 21.45 | NA | NA | … | … | 6.84 | 18.56 | 28.12 | 42.42 | 16.86 | 12.32 | 10.96 | 11.31 | 14.79 | 20.98 | 19.44 | 23.34 | 19.56 | 22.97 | 12.84 | 9.08 |
| Draw Down(%) | NA | 15.87 | 54.63 | 57.97 | 57.97 | NA | NA | … | … | 1.75 | 15.87 | 26.10 | 54.72 | 10.96 | 11.81 | 6.61 | 7.70 | 11.53 | 28.09 | 27.38 | 19.32 | 11.99 | 27.60 | 8.49 | 3.52 |
| Yield(%) | 0.00 | 0.72 | 1.43 | 2.83 | 2.14 | 6.29 | 4.72 | … | … | 0.00 | 0.72 | 0.93 | 2.73 | 9.36 | 0.58 | 0.36 | 0.46 | 0.42 | 0.62 | 0.75 | 10.86 | 3.92 | 1.73 | 8.63 | 4.94 |
Data as of 03/14/2011, Common starting date is 07/16/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JAEIX (JAMES ALPHA EVENT DRIVEN PORTFOLIO JAMES ALPHA EVENT DRIVEN PORTFOLIO CLASS I SHARES) |
-17.37%
Feb 2006 – Feb 2009 |
-5.13%
Feb 2004 – Feb 2009 |
-1.46%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JAEIX (JAMES ALPHA EVENT DRIVEN PORTFOLIO JAMES ALPHA EVENT DRIVEN PORTFOLIO CLASS I SHARES) |
37.71%
Mar 1997 – Mar 2000 |
16.59%
Aug 1996 – Aug 2001 |
11.86%
Apr 1997 – Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart