Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDAS (Jda Software Group Inc) | NA | 38.21% | 20.22% | 17.78% | 16.35% | 4.80% | NA | … | … |
Data as of 01/01/2013, Common starting date is 03/19/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDAS (Jda Software Group Inc) | 03/19/1996 | 01/01/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 38.21 | 20.22 | 17.78 | 16.35 | 4.80 | NA | … | … | 39.49 | 39.49 | 15.68 | 9.93 | 93.98 | -35.83 | 48.58 | -19.05 | 24.89 | -17.50 | 70.91 | -56.78 | 71.13 | -20.22 | 68.94 | -58.47 | 22.81 | 137.50 |
| Sharpe Ratio | NA | 0.97 | 0.49 | 0.35 | 0.32 | NA | NA | … | … | 1.08 | 1.10 | 0.38 | 0.24 | 1.75 | -0.67 | 1.17 | -0.65 | 0.56 | -0.42 | 1.09 | -0.53 | 0.87 | -0.28 | 0.78 | -0.58 | -0.45 | 2.59 |
| Standard Deviation(%) | NA | 40.79 | 43.06 | 48.75 | 48.80 | NA | NA | … | … | 36.91 | 36.11 | 41.32 | 40.78 | 53.55 | 54.93 | 39.13 | 34.24 | 40.63 | 44.18 | 64.18 | 108.82 | 80.88 | 86.41 | 84.14 | 106.95 | 72.56 | 75.56 |
| Draw Down(%) | NA | 26.29 | 35.63 | 56.45 | 64.28 | NA | NA | … | … | 26.29 | 26.29 | 35.63 | 29.76 | 32.39 | 49.26 | 23.88 | 23.71 | 30.67 | 45.53 | 28.79 | 83.17 | 47.53 | 58.81 | 40.60 | 80.58 | 41.03 | 42.72 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/01/2013, Common starting date is 03/19/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDAS (Jda Software Group Inc) |
-31.39%
Mar 1998 – Mar 2001 |
-22.18%
Mar 1998 – Mar 2003 |
-6.42%
Mar 1998 – Mar 2008 |
1.62%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDAS (Jda Software Group Inc) |
62.42%
Mar 1999 – Mar 2002 |
24.20%
Sep 2002 – Sep 2007 |
16.68%
Dec 2002 – Dec 2012 |
6.00%
Apr 1996 – Apr 2011 |
Annualized Rolling Returns Comparison Chart