Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JBJAX (Morgan Stanley Sm-Md Spec Val A) | NA | 38.64% | 5.84% | 6.92% | NA | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 09/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JBJAX (Morgan Stanley Sm-Md Spec Val A) | 09/05/2002 | 06/07/2011 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 38.64 | 5.84 | 6.92 | NA | NA | NA | … | … | 8.01 | 26.57 | 34.05 | -38.25 | 8.81 | 17.02 | 10.00 | 20.41 | 38.86 | -0.55 |
| Sharpe Ratio | NA | 2.14 | 0.18 | 0.23 | NA | NA | NA | … | … | 1.23 | 1.35 | 1.26 | -1.00 | 0.38 | 1.25 | 0.73 | 1.71 | 2.90 | -0.12 |
| Standard Deviation(%) | NA | 18.00 | 29.68 | 25.21 | NA | NA | NA | … | … | 15.92 | 19.56 | 27.01 | 38.94 | 15.36 | 11.01 | 10.71 | 11.41 | 13.14 | 21.82 |
| Draw Down(%) | NA | 9.19 | 52.29 | 58.50 | NA | NA | NA | … | … | 6.64 | 16.29 | 28.90 | 52.73 | 11.80 | 9.43 | 8.33 | 8.52 | 9.50 | 14.30 |
| Yield(%) | 0.00 | 0.00 | 1.60 | 7.08 | 9.05 | 6.03 | 4.53 | … | … | 0.00 | 0.00 | 0.00 | 4.66 | 18.28 | 12.99 | 15.48 | 11.08 | 0.00 | 0.00 |
Data as of 06/07/2011, Common starting date is 09/05/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JBJAX (Morgan Stanley Sm-Md Spec Val A) |
-14.22%
Feb 2006 – Feb 2009 |
-3.68%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JBJAX (Morgan Stanley Sm-Md Spec Val A) |
26.06%
Mar 2003 – Mar 2006 |
20.64%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart