Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JIHLX (U.S. HIGH YIELD BOND FUND CLASS 1) | NA | -66.44% | -26.09% | -15.69% | -5.37% | -1.47% | NA | … | … |
Data as of 12/30/2021, Common starting date is 10/17/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JIHLX (U.S. HIGH YIELD BOND FUND CLASS 1) | 10/17/2005 | 12/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -66.44 | -26.09 | -15.69 | -5.37 | -1.47 | NA | … | … | -66.47 | 6.80 | 12.74 | -2.08 | 7.72 | 14.72 | -4.34 | 4.11 | 5.10 | 12.56 | 5.03 | 11.74 | 45.41 | -20.72 | 2.95 | 9.53 | 1.68 |
| Sharpe Ratio | NA | -0.60 | -0.41 | -0.33 | -0.16 | NA | NA | … | … | -0.60 | 0.66 | 4.91 | -1.29 | 3.73 | 3.15 | -1.26 | 1.49 | 2.08 | 6.21 | 1.25 | 3.64 | 8.02 | -2.51 | -0.03 | 2.15 | 3.85 |
| Standard Deviation(%) | NA | 111.51 | 64.45 | 49.99 | 35.41 | NA | NA | … | … | 111.74 | 9.92 | 2.31 | 2.65 | 1.91 | 4.59 | 3.48 | 2.75 | 2.43 | 2.03 | 4.02 | 3.20 | 5.65 | 8.61 | 2.62 | 2.91 | 1.49 |
| Draw Down(%) | NA | 67.06 | 67.06 | 67.06 | 67.06 | NA | NA | … | … | 67.06 | 19.02 | 0.81 | 4.85 | 1.75 | 4.67 | 8.66 | 4.11 | 4.33 | 1.90 | 7.06 | 3.77 | 6.15 | 27.44 | 4.57 | 1.72 | 0.47 |
| Yield(%) | 0.00 | 1.10 | 4.08 | 4.53 | 5.94 | 6.15 | 5.16 | … | … | 1.09 | 5.02 | 5.70 | 5.37 | 5.58 | 6.59 | 6.37 | 10.38 | 8.21 | 8.13 | 8.75 | 8.10 | 10.77 | 7.04 | 7.33 | 6.40 | 1.36 |
Data as of 12/30/2021, Common starting date is 10/17/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIHLX (U.S. HIGH YIELD BOND FUND CLASS 1) |
-27.12%
Sep 2018 – Sep 2021 |
-15.43%
Oct 2016 – Oct 2021 |
-5.42%
Jul 2011 – Jul 2021 |
-1.40%
Nov 2006 – Nov 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIHLX (U.S. HIGH YIELD BOND FUND CLASS 1) |
20.92%
Nov 2008 – Nov 2011 |
16.27%
Nov 2008 – Nov 2013 |
10.13%
Nov 2008 – Nov 2018 |
6.63%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart