Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JNY (The Jones Group Inc) | NA | 17.37% | 2.58% | 25.63% | -7.09% | -3.31% | 4.29% | … | … |
Data as of 04/08/2014, Common starting date is 05/16/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JNY (The Jones Group Inc) | 05/16/1991 | 04/08/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.07 | 17.37 | 2.58 | 25.63 | -7.09 | -3.31 | 4.29 | … | … | 0.20 | 37.22 | 6.84 | -30.94 | -2.10 | 182.83 | -61.66 | -51.02 | 10.56 | -14.76 | 4.84 | -0.09 | 6.84 | 3.04 | 18.65 | 22.98 | 2.60 | 15.03 | 89.84 | 52.93 | -13.79 | -21.64 | 29.22 | 103.45 |
| Sharpe Ratio | NA | 0.56 | 0.06 | 0.52 | -0.13 | NA | NA | … | … | 0.30 | 1.10 | 0.17 | -0.56 | -0.04 | 2.23 | -0.50 | -1.60 | 0.31 | -0.73 | 0.18 | -0.02 | 0.17 | 0.02 | 0.27 | 0.41 | -0.01 | -1.20 | 2.94 | 1.63 | -0.46 | -0.49 | 0.74 | 4.89 |
| Standard Deviation(%) | NA | 30.78 | 42.96 | 49.14 | 64.07 | NA | NA | … | … | 2.40 | 33.72 | 40.07 | 55.63 | 50.20 | 81.96 | 124.14 | 33.89 | 23.43 | 23.10 | 22.19 | 31.95 | 34.78 | 48.14 | 54.54 | 47.84 | 62.98 | 33.47 | 29.03 | 30.16 | 36.21 | 48.31 | 36.16 | 42.30 |
| Draw Down(%) | NA | 26.99 | 43.29 | 63.11 | 92.93 | NA | NA | … | … | 1.54 | 26.99 | 29.96 | 46.62 | 42.48 | 58.35 | 87.96 | 53.53 | 21.19 | 27.09 | 15.56 | 27.53 | 34.47 | 47.79 | 34.74 | 28.69 | 56.16 | 28.13 | 15.29 | 14.46 | 37.11 | 51.38 | 27.56 | 12.90 |
| Yield(%) | 0.00 | 1.16 | 1.26 | 3.68 | 0.87 | 0.78 | 0.56 | … | … | 0.00 | 1.81 | 1.95 | 1.25 | 1.22 | 3.33 | 3.52 | 1.69 | 1.64 | 1.19 | 1.04 | 0.44 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/08/2014, Common starting date is 05/16/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JNY (The Jones Group Inc) |
-53.09%
Feb 2006 – Feb 2009 |
-39.39%
Feb 2004 – Feb 2009 |
-19.80%
Feb 1999 – Feb 2009 |
-6.39%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JNY (The Jones Group Inc) |
69.80%
Jun 1995 – Jun 1998 |
45.90%
Jun 1993 – Jun 1998 |
27.17%
Jun 1991 – Jun 2001 |
15.29%
Jun 1991 – Jun 2006 |
Annualized Rolling Returns Comparison Chart