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Easterly Hedged Equity Fund (JDIEX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US4702587084

CUSIP

803431253

Inception Date

Jul 30, 2015

Min. Investment

$1,000,000

Asset Class

Alternatives

Expense Ratio

JDIEX has a high expense ratio of 1.26%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Easterly Hedged Equity Fund

Performance

Performance Chart


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S&P 500

Returns By Period

Easterly Hedged Equity Fund (JDIEX) returned 1.94% year-to-date (YTD) and 11.53% over the past 12 months.


JDIEX

YTD

1.94%

1M

3.25%

6M

1.13%

1Y

11.53%

3Y*

11.17%

5Y*

10.11%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of JDIEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.27%-0.74%-0.82%-1.27%3.57%1.94%
20240.88%2.60%2.03%-1.24%2.85%2.04%1.36%2.45%1.23%-0.38%3.59%-1.16%17.36%
20233.30%-0.78%1.86%0.77%0.09%3.42%1.38%-0.63%-1.92%-0.65%4.49%2.57%14.58%
2022-1.43%-1.93%1.08%-3.21%2.41%-3.34%4.16%-1.27%-4.25%5.26%3.04%-2.74%-2.74%
20210.19%1.24%2.26%1.47%0.27%0.54%0.99%0.98%-1.50%2.60%-0.17%1.90%11.25%
20200.38%-4.45%-2.87%4.80%0.97%1.93%2.25%2.14%0.18%-1.27%2.40%1.21%7.56%
20193.87%1.51%0.99%1.47%-1.84%1.77%0.97%0.86%0.57%0.19%0.66%0.55%12.11%
20181.44%-0.85%0.00%0.57%1.23%0.47%0.84%0.93%0.28%-0.46%0.55%-7.51%-2.81%
20171.00%1.48%-0.29%-0.10%0.59%0.29%0.58%0.39%0.38%0.86%0.95%0.37%6.68%
2016-3.58%0.11%3.07%0.10%0.31%0.61%1.73%-0.30%-0.70%-1.31%1.43%1.02%2.36%
2015-4.10%-1.36%5.07%-0.00%-1.12%-1.71%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 77, JDIEX is among the top 23% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JDIEX is 7777
Overall Rank
The Sharpe Ratio Rank of JDIEX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of JDIEX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of JDIEX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of JDIEX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of JDIEX is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Easterly Hedged Equity Fund (JDIEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Easterly Hedged Equity Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.91
  • 5-Year: 1.08
  • All Time: 0.64

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Easterly Hedged Equity Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Easterly Hedged Equity Fund provided a 0.09% dividend yield over the last twelve months, with an annual payout of $0.01 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$0.01$0.01$0.03$0.24$1.12$0.84$0.21$0.59$0.27$0.01$0.04

Dividend yield

0.09%0.09%0.23%2.45%10.68%8.01%1.98%6.14%2.57%0.11%0.39%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.12$1.12
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.76$0.84
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.59
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2015$0.04$0.04

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 Easterly Hedged Equity 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 Easterly Hedged Equity Fund was 17.63%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current Easterly Hedged Equity Fund drawdown is 0.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.63%Feb 21, 202022Mar 23, 202079Jul 15, 2020101
-12.2%Dec 4, 201814Dec 24, 2018145Jul 24, 2019159
-10.66%Feb 20, 202534Apr 8, 202528May 19, 202562
-9.47%Aug 18, 2015123Feb 11, 2016122Aug 5, 2016245
-9.37%Jan 5, 2022113Jun 16, 2022156Jan 31, 2023269
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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