Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JBJCX (Morgan Stanley Sm-Md Spec Val C) | NA | 37.47% | 5.05% | 6.13% | 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 |
|---|---|---|
| JBJCX (Morgan Stanley Sm-Md Spec Val C) | 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 | 37.47 | 5.05 | 6.13 | NA | NA | NA | … | … | 7.69 | 25.58 | 33.13 | -38.74 | 7.99 | 16.19 | 9.26 | 19.45 | 37.67 | -0.77 |
| Sharpe Ratio | NA | 2.08 | 0.15 | 0.19 | NA | NA | NA | … | … | 1.17 | 1.31 | 1.23 | -1.01 | 0.32 | 1.18 | 0.67 | 1.62 | 2.81 | -0.15 |
| Standard Deviation(%) | NA | 18.01 | 29.72 | 25.26 | NA | NA | NA | … | … | 16.05 | 19.52 | 26.94 | 39.13 | 15.40 | 10.99 | 10.65 | 11.45 | 13.14 | 21.88 |
| Draw Down(%) | NA | 9.27 | 52.60 | 59.05 | NA | NA | NA | … | … | 6.70 | 16.38 | 29.04 | 53.04 | 12.08 | 9.49 | 8.41 | 8.56 | 9.76 | 14.44 |
| Yield(%) | 0.00 | 0.00 | 1.72 | 7.35 | 9.06 | 6.04 | 4.53 | … | … | 0.00 | 0.00 | 0.00 | 4.97 | 19.15 | 13.43 | 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 |
|---|---|---|---|---|
| JBJCX (Morgan Stanley Sm-Md Spec Val C) |
-14.80%
Feb 2006 – Feb 2009 |
-4.36%
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 |
|---|---|---|---|---|
| JBJCX (Morgan Stanley Sm-Md Spec Val C) |
25.14%
Mar 2003 – Mar 2006 |
19.74%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart