Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JFLCX (FUNDAMENTAL LARGE CAP VALUE FUND CLASS R2) | NA | -7.29% | -3.80% | NA | NA | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 03/30/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JFLCX (FUNDAMENTAL LARGE CAP VALUE FUND CLASS R2) | 03/30/2015 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -27.17 | -7.29 | -3.80 | NA | NA | NA | NA | … | … | 27.30 | -16.95 | 15.62 | 9.71 | -2.04 |
| Sharpe Ratio | NA | 2.77 | 0.47 | NA | NA | NA | NA | … | … | 2.69 | -1.07 | 1.71 | 0.58 | -0.16 |
| Standard Deviation(%) | NA | 9.69 | 12.46 | NA | NA | NA | NA | … | … | 9.69 | 17.09 | 8.80 | 16.40 | 16.99 |
| Draw Down(%) | NA | 7.58 | 25.69 | NA | NA | NA | NA | … | … | 7.58 | 25.69 | 4.61 | 16.96 | 13.65 |
| Yield(%) | 0.00 | 1.38 | 8.21 | 6.45 | 3.22 | 2.15 | 1.61 | … | … | 1.37 | 13.69 | 8.72 | 3.16 | 4.86 |
Data as of 12/30/2019, Common starting date is 03/30/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFLCX (FUNDAMENTAL LARGE CAP VALUE FUND CLASS R2) |
1.75%
Dec 2015 – Dec 2018 |
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 |
|---|---|---|---|---|
| JFLCX (FUNDAMENTAL LARGE CAP VALUE FUND CLASS R2) |
11.40%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart