Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JIRRX (REAL RETURN BOND FUND CLASS 1) | NA | 7.19% | 2.64% | 2.01% | 2.94% | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 10/18/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JIRRX (REAL RETURN BOND FUND CLASS 1) | 10/18/2005 | 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 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.19 | 2.64 | 2.01 | 2.94 | NA | NA | … | … | 7.19 | -2.40 | 3.35 | 4.85 | -2.97 | 3.08 | -9.67 | 8.74 | 11.15 | 8.20 | 17.80 | -6.23 | 11.21 | 0.31 | 0.20 |
| Sharpe Ratio | NA | 1.61 | 0.44 | 0.32 | 0.26 | NA | NA | … | … | 1.59 | -1.17 | 0.77 | 1.04 | -0.57 | 0.70 | -1.52 | 1.96 | 0.41 | 1.33 | 2.02 | -0.42 | 1.49 | -0.63 | -0.37 |
| Standard Deviation(%) | NA | 3.66 | 3.47 | 4.10 | 9.72 | NA | NA | … | … | 3.66 | 3.19 | 3.54 | 4.46 | 5.27 | 4.35 | 6.39 | 4.46 | 27.29 | 6.10 | 8.75 | 16.79 | 5.53 | 4.78 | 4.53 |
| Draw Down(%) | NA | 2.34 | 3.45 | 6.50 | 17.29 | NA | NA | … | … | 2.34 | 3.42 | 2.03 | 4.10 | 6.50 | 4.39 | 11.97 | 2.12 | 17.29 | 5.81 | 6.27 | 19.89 | 3.45 | 3.75 | 1.92 |
| Yield(%) | 0.00 | 0.00 | 1.93 | 1.76 | 3.75 | 4.12 | 3.09 | … | … | 0.00 | 3.43 | 2.34 | 1.98 | 1.11 | 3.92 | 1.68 | 6.05 | 10.11 | 8.11 | 3.20 | 15.23 | 5.40 | 3.31 | 0.92 |
Data as of 12/30/2019, Common starting date is 10/18/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIRRX (REAL RETURN BOND FUND CLASS 1) |
-3.33%
Dec 2012 – Dec 2015 |
-0.83%
Apr 2013 – Apr 2018 |
2.72%
Feb 2008 – Feb 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIRRX (REAL RETURN BOND FUND CLASS 1) |
14.85%
Nov 2008 – Nov 2011 |
9.03%
May 2007 – May 2012 |
4.70%
Nov 2008 – Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart