Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JEIMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS I) | NA | -19.03% | -5.67% | -1.91% | NA | NA | NA | … | … |
Data as of 11/19/2021, Common starting date is 08/03/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEIMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS I) | 08/03/2015 | 11/19/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -19.03 | -5.67 | -1.91 | NA | NA | NA | … | … | -20.61 | 0.58 | 5.19 | -3.26 | 11.54 | 4.40 | -8.36 |
| Sharpe Ratio | NA | -0.74 | -0.31 | -0.15 | NA | NA | NA | … | … | -0.84 | 0.02 | 0.48 | -0.47 | 1.85 | 0.29 | -1.10 |
| Standard Deviation(%) | NA | 25.93 | 20.40 | 16.59 | NA | NA | NA | … | … | 27.39 | 22.49 | 7.92 | 9.76 | 5.91 | 14.41 | 17.28 |
| Draw Down(%) | NA | 24.82 | 24.82 | 24.82 | NA | NA | NA | … | … | 24.82 | 21.05 | 6.11 | 9.54 | 2.11 | 10.41 | 11.28 |
| Yield(%) | 0.00 | 29.71 | 13.06 | 9.47 | 4.59 | 3.06 | 2.30 | … | … | 20.97 | 10.31 | 0.00 | 11.59 | 7.90 | 0.19 | 1.35 |
Data as of 11/19/2021, Common starting date is 08/03/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEIMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS I) |
-6.13%
Aug 2018 – Aug 2021 |
-2.38%
Sep 2016 – Sep 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEIMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS I) |
7.48%
Jan 2016 – Jan 2019 |
5.03%
Jan 2016 – Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart