Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRSOX (NEW OPPORTUNITIES FUND CLASS R1) | NA | 11.27% | 4.34% | 9.21% | NA | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 05/28/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRSOX (NEW OPPORTUNITIES FUND CLASS R1) | 05/28/2015 | 12/17/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.27 | 4.34 | 9.21 | NA | NA | NA | … | … | 9.82 | 17.34 | -30.16 | 13.75 | 19.95 | -10.14 |
| Sharpe Ratio | NA | 0.29 | 0.14 | 0.37 | NA | NA | NA | … | … | 0.25 | 0.95 | -1.12 | 1.11 | 1.06 | -0.93 |
| Standard Deviation(%) | NA | 38.26 | 26.24 | 22.60 | NA | NA | NA | … | … | 38.94 | 16.86 | 28.04 | 11.85 | 18.48 | 17.57 |
| Draw Down(%) | NA | 39.22 | 41.93 | 41.93 | NA | NA | NA | … | … | 39.22 | 13.08 | 41.27 | 7.00 | 13.79 | 15.22 |
| Yield(%) | 0.00 | 3.28 | 7.80 | 7.68 | 3.44 | 2.29 | 1.72 | … | … | 0.00 | 3.93 | 14.97 | 7.50 | 0.32 | 8.07 |
Data as of 12/17/2020, Common starting date is 05/28/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSOX (NEW OPPORTUNITIES FUND CLASS R1) |
-4.99%
Mar 2017 – Mar 2020 |
4.04%
Jun 2015 – Jun 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSOX (NEW OPPORTUNITIES FUND CLASS R1) |
14.82%
Sep 2015 – Sep 2018 |
8.30%
Oct 2015 – Oct 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart