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ISIN
US4702595087
CUSIP
470259508
Inception Date
Oct 2, 1998
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

JASCX Performance Chart

James Small Cap Fund (JASCX) is up 18.6% since the beginning of the year. JASCX is currently trading at $50 per share. Investors who bought $1,000 worth of JASCX shares 5 years ago would now be looking at an investment worth $1,984.


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S&P 500 Index

Returns By Period

James Small Cap Fund (JASCX) has returned 18.64% so far this year and 33.42% over the past 12 months. Over the last ten years, JASCX has returned 10.37% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


James Small Cap Fund

1D
1.68%
1M
5.00%
YTD
18.64%
6M
14.91%
1Y
33.42%
3Y*
22.24%
5Y*
14.68%
10Y*
10.37%

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)

JASCX Monthly Returns History

Based on dividend-adjusted daily data since Oct 2, 1998, JASCX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Oct 2011 with a return of +14.8%, while the worst month was Mar 2020 at -24.6%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JASCX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -13.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.15%1.32%-3.06%8.50%0.53%4.32%18.64%
20256.50%-5.32%-2.29%-3.59%3.77%4.59%1.41%6.19%0.61%-3.56%4.80%-0.20%12.66%
2024-0.03%4.71%3.73%-4.84%6.24%-0.74%9.23%-1.17%0.88%-2.26%9.84%-7.29%18.11%
20237.84%-0.63%-3.86%-1.68%0.64%7.37%5.49%-1.65%-3.26%-2.62%6.22%10.14%25.15%
2022-4.87%2.23%-0.43%-5.58%1.40%-9.95%8.91%-3.58%-8.65%12.61%5.03%-6.75%-11.68%
20210.50%10.70%7.66%3.73%2.26%-0.88%0.43%1.67%-2.73%7.34%-0.92%4.36%38.79%

Benchmark Metrics

James Small Cap Fund has an annualized alpha of 2.19%, beta of 0.89, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since October 02, 1998.

  • This fund generated an annualized alpha of 2.19% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.89 and R2 of 0.70, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.19%
Beta
0.89
0.70
Upside Capture
101.72%
Downside Capture
97.27%

Expense Ratio

JASCX has a high expense ratio of 1.56%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JASCX ranks 63 for risk / return — better than 63% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


JASCX Risk / Return Rank: 6363
Overall Rank
JASCX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JASCX Sortino Ratio Rank: 6565
Sortino Ratio Rank
JASCX Omega Ratio Rank: 5151
Omega Ratio Rank
JASCX Calmar Ratio Rank: 8383
Calmar Ratio Rank
JASCX Martin Ratio Rank: 6060
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 James Small Cap Fund (JASCX) 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.


JASCXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.64

2.78

+0.86

Martin ratioReturn relative to average drawdown

11.11

12.44

-1.33

Dividends

Dividend History

James Small Cap Fund provided a 2.85% dividend yield over the last twelve months, with an annual payout of $1.42 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.42$1.42$2.55$0.20$1.81$0.09$0.13$0.00$2.14$7.55$0.17$1.36

Dividend yield

2.85%3.39%6.62%0.58%6.51%0.28%0.52%0.00%10.24%24.98%0.48%4.40%

Monthly Dividends

The table displays the monthly dividend distributions for James Small Cap 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$1.42$1.42
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.55$2.55
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.81$1.81
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09

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 James Small Cap 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 James Small Cap Fund was 59.21%, occurring on Mar 9, 2009. Recovery took 734 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.21%Mar 2009
1y 8mo2y 11mo
4y 6moJul 2007 - Feb 2012
COVID crash2020
-52.56%Mar 2020
2y 1mo11mo 28d
3y 1moJan 2018 - Mar 2021
2000 bear market2000
-25.53%Feb 2000
8mo 2d2y 16d
2y 8moJul 1999 - Mar 2002
Dot-com crash2000–2002
-23.70%Jul 2002
2mo 8d10mo 14d
1y 17dMay 2002 - Jun 2003
Bear market2022
-22.24%Sep 2022
10mo 14d10mo 14d
1y 8moNov 2021 - Aug 2023

Drawdown Indicators


JASCXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.21%

-56.78%

-2.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-9.10%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-19.78%

-18.90%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-22.24%

-25.43%

+3.19%

Max Drawdown (10Y)

Largest decline over 10 years

-52.56%

-33.92%

-18.64%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-10.71%

-10.71%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.03%

+0.94%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with JASCX

Add James Small Cap Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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