Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JCLY (Jaclyn Inc) | NA | 58.00% | 5.91% | 7.48% | -0.16% | 11.27% | 4.52% | … | … |
Data as of 05/12/2017, Common starting date is 08/02/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCLY (Jaclyn Inc) | 08/02/1991 | 05/12/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 58.00 | 5.91 | 7.48 | -0.16 | 11.27 | 4.52 | … | … | 19.70 | 22.00 | 8.20 | -4.76 | -2.60 | -15.87 | 36.76 | -7.42 | 25.51 | -28.82 | -37.87 | 43.76 | 0.65 | 55.65 | 65.89 | 45.85 | -30.21 | 6.82 | -26.67 | -11.76 | -22.73 | 25.71 | -18.73 | -53.63 | 48.88 | 14.10 | -14.36 |
| Sharpe Ratio | NA | 0.29 | -0.24 | -0.20 | -0.23 | NA | NA | … | … | 2.47 | -0.13 | -0.16 | -0.29 | -0.46 | -0.59 | 0.36 | -0.54 | 0.04 | -0.33 | -0.88 | 1.04 | -0.43 | 1.22 | 1.16 | 0.54 | -0.71 | -0.17 | -0.33 | -0.28 | -0.67 | 0.54 | -0.47 | -1.50 | 1.02 | 0.46 | -1.16 |
| Standard Deviation(%) | NA | 82.60 | 73.37 | 69.20 | 88.59 | NA | NA | … | … | 20.90 | 94.81 | 64.84 | 78.98 | 45.99 | 58.90 | 50.83 | 48.58 | 153.87 | 145.10 | 68.05 | 20.72 | 47.82 | 29.64 | 40.09 | 48.67 | 73.66 | 94.52 | 91.24 | 53.22 | 39.20 | 40.82 | 47.73 | 37.83 | 45.51 | 25.06 | 29.81 |
| Draw Down(%) | NA | 28.57 | 38.80 | 41.61 | 78.26 | NA | NA | … | … | 2.03 | 28.57 | 27.32 | 33.22 | 21.47 | 36.50 | 21.87 | 28.57 | 59.38 | 66.78 | 67.84 | 15.35 | 52.12 | 8.91 | 34.13 | 30.45 | 54.47 | 40.43 | 50.00 | 42.55 | 29.55 | 18.89 | 36.14 | 68.93 | 20.69 | 12.16 | 21.67 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 3.70 | 1.27 | 4.27 | 1.56 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 15.92 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.17 | 4.04 | 5.71 | 6.06 | 1.30 |
Data as of 05/12/2017, Common starting date is 08/02/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCLY (Jaclyn Inc) |
-31.22%
Jul 1994 – Jul 1997 |
-27.97%
Apr 1994 – Apr 1999 |
-14.00%
Jul 1992 – Jul 2002 |
-9.44%
Jan 1994 – Jan 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCLY (Jaclyn Inc) |
56.36%
Jul 2002 – Jul 2005 |
44.76%
Jun 2002 – Jun 2007 |
16.71%
Jun 2002 – Jun 2012 |
11.35%
Apr 2002 – Apr 2017 |
Annualized Rolling Returns Comparison Chart