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ISIN
US4697856049
CUSIP
469785604
Issuer
Jacob
Inception Date
Dec 12, 1999
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

JAMFX Performance Chart

Jacob Internet Fund (JAMFX) is down 16.1% since the beginning of the year. JAMFX is currently trading at $5 per share. Investors who bought $1,000 worth of JAMFX shares 5 years ago would now be looking at an investment worth $550.


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S&P 500 Index

Returns By Period

Jacob Internet Fund (JAMFX) has returned -16.08% so far this year and -8.14% over the past 12 months. Over the last ten years, JAMFX has returned 9.27% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Jacob Internet Fund

1D
0.55%
1M
2.05%
YTD
-16.08%
6M
-18.57%
1Y
-8.14%
3Y*
6.86%
5Y*
-11.27%
10Y*
9.27%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JAMFX Monthly Returns History

Based on dividend-adjusted daily data since Dec 13, 1999, JAMFX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Oct 2002 with a return of +32.0%, while the worst month was Mar 2001 at -33.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JAMFX closed higher 48% of trading days. The best single day was Apr 18, 2000 with a return of +17.8%, while the worst single day was Apr 14, 2000 at -19.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-10.41%-13.33%-5.33%8.75%10.92%-5.35%-16.08%
20256.09%-0.32%-12.16%-1.28%8.49%10.54%4.15%11.23%0.93%-1.32%-10.13%-0.77%13.17%
2024-6.00%8.23%1.52%-10.11%-2.92%-1.50%4.79%-2.70%2.99%2.70%20.81%-1.17%14.31%
202316.41%-4.03%-1.17%-6.84%9.87%5.76%4.79%-10.60%-8.60%-7.38%18.13%20.23%34.64%
2022-20.13%1.72%-4.93%-19.65%-11.21%-16.83%15.86%-3.97%-14.67%0.97%1.68%-9.43%-59.54%
20218.78%21.02%-1.93%-3.85%-4.28%7.19%-7.43%4.11%-1.60%11.38%-12.27%-4.35%12.88%

Benchmark Metrics

Jacob Internet Fund has an annualized alpha of -3.48%, beta of 1.26, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since December 13, 1999.

  • This fund captured 159.71% of S&P 500 Index gains and 159.25% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund had an annualized alpha of -3.48% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-3.48%
Beta
1.26
0.51
Upside Capture
159.71%
Downside Capture
159.25%

Expense Ratio

JAMFX has a high expense ratio of 2.02%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JAMFX ranks 2 for risk / return — in the bottom 2% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


JAMFX Risk / Return Rank: 22
Overall Rank
JAMFX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
JAMFX Sortino Ratio Rank: 22
Sortino Ratio Rank
JAMFX Omega Ratio Rank: 22
Omega Ratio Rank
JAMFX Calmar Ratio Rank: 22
Calmar Ratio Rank
JAMFX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Jacob Internet Fund (JAMFX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JAMFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.32

Sortino ratioReturn per unit of downside risk

-2.96

Omega ratioGain probability vs. loss probability

0.98

1.37

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.23

2.78

-3.01

Martin ratioReturn relative to average drawdown

-0.42

12.44

-12.86

Dividends

Dividend History

Jacob Internet Fund provided a 2.93% dividend yield over the last twelve months, with an annual payout of $0.16 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.16$0.16$0.00$0.00$0.00$0.29$1.19$0.57$0.37$0.56$0.20$0.49

Dividend yield

2.93%2.46%0.00%0.00%0.00%3.07%13.77%12.76%8.77%12.56%4.94%12.97%

Monthly Dividends

The table displays the monthly dividend distributions for Jacob Internet Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Jacob Internet Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Jacob Internet Fund was 96.46%, occurring on Oct 9, 2002. Recovery took 4487 trading sessions.

The current Jacob Internet Fund drawdown is 53.22%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-96.46%Oct 2002
2y 7mo17y 10mo
20y 5moMar 2000 - Aug 2020
Bear market2022
-70.50%Nov 2022
1y 8mo
5y 4moFeb 2021 - now
2000 correction2000
-12.29%Jan 2000
8d27d
1mo 5dJan 2000 - Feb 2000
2000 correction2000
-11.62%Feb 2000
13d10d
23dFeb 2000 - Mar 2000
2020 correction2020
-11.01%Oct 2020
16d7d
23dOct 2020 - Nov 2020

Drawdown Indicators


JAMFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-96.46%

-56.78%

-39.68%

Max Drawdown (1Y)

Largest decline over 1 year

-40.83%

-9.10%

-31.73%

Max Drawdown (3Y)

Largest decline over 3 years

-40.83%

-18.90%

-21.93%

Max Drawdown (5Y)

Largest decline over 5 years

-70.01%

-25.43%

-44.58%

Max Drawdown (10Y)

Largest decline over 10 years

-70.50%

-33.92%

-36.58%

Current Drawdown

Current decline from peak

-53.22%

-1.80%

-51.42%

Average Drawdown

Average peak-to-trough decline

-63.97%

-10.71%

-53.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.91%

2.03%

+19.88%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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