Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JBJBX (Morgan Stanley Sm-Md Spec Val B) | NA | 38.61% | 5.90% | 6.78% | 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 |
|---|---|---|
| JBJBX (Morgan Stanley Sm-Md Spec Val B) | 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 | 38.61 | 5.90 | 6.78 | NA | NA | NA | … | … | 8.02 | 26.57 | 34.30 | -38.18 | 8.15 | 16.20 | 9.19 | 19.45 | 37.67 | -0.77 |
| Sharpe Ratio | NA | 2.15 | 0.18 | 0.22 | NA | NA | NA | … | … | 1.23 | 1.36 | 1.27 | -1.00 | 0.33 | 1.18 | 0.66 | 1.61 | 2.80 | -0.15 |
| Standard Deviation(%) | NA | 17.96 | 29.73 | 25.24 | NA | NA | NA | … | … | 15.95 | 19.50 | 26.97 | 39.08 | 15.42 | 11.00 | 10.65 | 11.46 | 13.18 | 21.88 |
| Draw Down(%) | NA | 9.28 | 52.30 | 58.52 | NA | NA | NA | … | … | 6.60 | 16.32 | 28.99 | 52.65 | 11.97 | 9.49 | 8.35 | 8.56 | 9.76 | 14.44 |
| Yield(%) | 0.00 | 0.00 | 1.71 | 7.35 | 9.06 | 6.04 | 4.53 | … | … | 0.00 | 0.00 | 0.00 | 4.96 | 19.17 | 13.44 | 15.83 | 11.22 | 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 |
|---|---|---|---|---|
| JBJBX (Morgan Stanley Sm-Md Spec Val B) |
-14.49%
Feb 2006 – Feb 2009 |
-4.17%
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 |
|---|---|---|---|---|
| JBJBX (Morgan Stanley Sm-Md Spec Val B) |
25.11%
Mar 2003 – Mar 2006 |
19.75%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart