Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JCURX (ABSOLUTE RETURN CURRENCY FUND CLASS R6) | NA | -8.36% | -2.00% | -2.68% | 0.14% | NA | NA | … | … |
Data as of 10/25/2022, Common starting date is 11/04/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCURX (ABSOLUTE RETURN CURRENCY FUND CLASS R6) | 11/04/2011 | 10/25/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.10 | -8.36 | -2.00 | -2.68 | 0.14 | NA | NA | … | … | -4.93 | -16.34 | 18.54 | -1.70 | -4.05 | -1.43 | 12.23 | -4.37 | 1.78 | 3.45 | 5.09 | -0.32 |
| Sharpe Ratio | NA | -0.95 | -0.19 | -0.33 | -0.04 | NA | NA | … | … | -0.71 | -0.97 | 1.86 | -0.47 | -0.81 | -0.28 | 1.75 | -0.35 | 0.24 | 0.48 | 0.90 | -0.38 |
| Standard Deviation(%) | NA | 9.75 | 12.60 | 10.63 | 9.62 | NA | NA | … | … | 10.03 | 16.90 | 9.79 | 6.53 | 6.68 | 7.34 | 6.84 | 12.73 | 7.32 | 7.15 | 5.64 | 5.58 |
| Draw Down(%) | NA | 13.98 | 27.62 | 27.62 | 27.62 | NA | NA | … | … | 12.07 | 18.36 | 3.79 | 4.81 | 8.37 | 8.69 | 3.60 | 11.05 | 8.45 | 4.90 | 5.71 | 1.70 |
| Yield(%) | 0.00 | 0.00 | 1.01 | 0.70 | 1.51 | 1.03 | 0.77 | … | … | 0.00 | 0.00 | 0.00 | 3.01 | 0.71 | 0.00 | 0.00 | 0.00 | 3.25 | 6.87 | 1.42 | 0.00 |
Data as of 10/25/2022, Common starting date is 11/04/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCURX (ABSOLUTE RETURN CURRENCY FUND CLASS R6) |
-3.83%
Mar 2019 – Mar 2022 |
-3.87%
Mar 2017 – Mar 2022 |
-0.31%
Mar 2012 – Mar 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCURX (ABSOLUTE RETURN CURRENCY FUND CLASS R6) |
5.18%
Aug 2017 – Aug 2020 |
5.56%
Jul 2015 – Jul 2020 |
0.99%
Jan 2012 – Jan 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart