Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JEIEX | NA | -5.46% | -17.73% | -17.76% | NA | NA | NA | … | … |
Data as of 11/07/2012, Common starting date is 02/17/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEIEX | 02/17/2006 | 11/07/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.76 | -5.46 | -17.73 | -17.76 | NA | NA | NA | … | … | 2.80 | -19.42 | -23.92 | 21.86 | -46.67 | 5.71 | 18.39 |
| Sharpe Ratio | NA | -0.25 | -0.52 | -0.52 | NA | NA | NA | … | … | 0.16 | -0.72 | -0.57 | 0.69 | -1.11 | 0.14 | 1.29 |
| Standard Deviation(%) | NA | 21.97 | 32.55 | 34.55 | NA | NA | NA | … | … | 20.04 | 27.01 | 41.87 | 31.59 | 42.94 | 19.14 | 14.12 |
| Draw Down(%) | NA | 14.81 | 48.98 | 65.27 | NA | NA | NA | … | … | 14.81 | 29.15 | 38.49 | 28.28 | 56.23 | 14.20 | 16.17 |
| 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 |
Data as of 11/07/2012, Common starting date is 02/17/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEIEX (JEIEX) |
-24.87%
Aug 2007 – Aug 2010 |
-17.66%
Jun 2007 – Jun 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEIEX (JEIEX) |
1.54%
Feb 2009 – Feb 2012 |
-8.66%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart