Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JESMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS S SHARES) | NA | -18.53% | -4.75% | NA | NA | NA | NA | … | … |
Data as of 11/19/2021, Common starting date is 08/08/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JESMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS S SHARES) | 08/08/2017 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -18.53 | -4.75 | NA | NA | NA | NA | … | … | -20.10 | 1.03 | 7.12 | -3.05 | 1.81 |
| Sharpe Ratio | NA | -0.73 | -0.26 | NA | NA | NA | NA | … | … | -0.83 | 0.04 | 0.72 | -0.44 | 0.60 |
| Standard Deviation(%) | NA | 25.55 | 20.26 | NA | NA | NA | NA | … | … | 26.98 | 22.51 | 7.95 | 9.85 | 6.43 |
| Draw Down(%) | NA | 24.47 | 24.47 | NA | NA | NA | NA | … | … | 24.47 | 20.90 | 5.87 | 9.42 | 2.20 |
| Yield(%) | 0.00 | 29.37 | 13.47 | 8.86 | 4.43 | 2.95 | 2.21 | … | … | 20.71 | 10.23 | 1.55 | 11.58 | 7.24 |
Data as of 11/19/2021, Common starting date is 08/08/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JESMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS S SHARES) |
-4.89%
Sep 2018 – Sep 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JESMX (JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO JAMES ALPHA MANAGED RISK EMERGING MARKETS EQUITY PORTFOLIO CLASS S SHARES) |
2.71%
Jun 2018 – Jun 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart