Performance analysis of Lehman ABS (JBK)
Annual Return
Over the past 3 years, JBK has had an average annual return of +7.69%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, JBK has had an average annual return of +1.95%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, JBK has had an average annual return of +7.80%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Apr 5, 2004, JBK has had an average annual return of +6.17%, underperforming the benchmark SPY, which returned +10.85% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +3.76% | +3.91% | +9.63% | +6.24% | -9.09% | +4.75% | +7.96% | +24.99% | +5.74% | +21.82% | -5.25% | +4.46% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
| +16.99% | +4.29% | +23.88% | +1.28% | +24.75% | +85.11% | -41.99% | -13.40% | +10.46% | -7.78% | +1.42% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.10% | +2.67% | -0.12% | -0.81% | +4.24% | -2.24% | +3.76% | ||||||
| 2025 | +0.64% | +2.28% | -3.59% | +0.74% | -1.32% | +1.45% | +1.08% | +0.58% | +1.84% | +1% | -2.33% | +1.64% | +3.91% |
| 2024 | -1.28% | +1.44% | +7.12% | -2.20% | -2.25% | +0.58% | +0.89% | +2.89% | +2.08% | -1.47% | +0.08% | +1.72% | +9.63% |
| 2023 | +0.19% | -0.27% | -1.26% | +4.52% | -2.48% | +1.63% | -0.10% | +1.75% | -2.18% | -2.64% | +4.37% | +2.87% | +6.24% |
| 2022 | -2.33% | -3.34% | -2.64% | -1.41% | -1.55% | -2.45% | +1.54% | +3.28% | -1.74% | -1.53% | +0.12% | +2.83% | -9.09% |
| 2021 | +2.58% | -3.06% | +1.54% | -2.66% | +4.35% | +2.05% | +1.41% | +8.21% | +0.46% | +2.24% | -6.95% | -4.57% | +4.75% |
| 2020 | +4.68% | -5.47% | -5.10% | +10.26% | -3.16% | -1.80% | +4.20% | -0.18% | +2.79% | -6.45% | +6.09% | +3.32% | +7.96% |
| 2019 | +4.44% | +4.36% | -0.34% | +1.55% | -0.93% | +4.57% | +3.75% | +4.75% | -2.08% | +1.04% | -0.90% | +2.64% | +24.99% |
| 2018 | -0.92% | +2.95% | +2.61% | -0.74% | +0.51% | -0.67% | +4.51% | +2.41% | -1.25% | +0.66% | -2.26% | -1.96% | +5.74% |
| 2017 | +2.62% | +3.61% | +8.21% | -3.41% | -0.70% | +3.28% | +0.53% | +2.04% | +0.08% | +2.44% | +0.81% | +0.80% | +21.82% |
Drawdown analysis of Lehman ABS (JBK)
The maximum drawdown for the JBK was -59.71%, occurring on Nov 21, 2008. Recovery took 416 trading sessions.
The current JBK drawdown is -5.83%.
Since Apr 5, 2004 JBK has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 7 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.71% | May 10, 2007 | 389 | Nov 21, 2008 | 416 | Jul 21, 2010 | 805 |
| -23.77% | Feb 24, 2020 | 17 | Mar 18, 2020 | 87 | Jul 22, 2020 | 104 |
| -23.30% | Oct 28, 2021 | 135 | May 12, 2022 | 941 | Feb 12, 2026 | 1076 |
| -12.88% | Mar 11, 2005 | 198 | Dec 21, 2005 | 327 | Apr 13, 2007 | 525 |
| -11.99% | Sep 9, 2015 | 190 | Jun 13, 2016 | 70 | Sep 21, 2016 | 260 |
| -11.15% | Aug 12, 2020 | 42 | Oct 12, 2020 | 74 | Jan 28, 2021 | 116 |
| -10.50% | Oct 7, 2016 | 46 | Dec 13, 2016 | 71 | Mar 28, 2017 | 117 |
| -9.88% | Jul 13, 2011 | 99 | Dec 1, 2011 | 59 | Feb 28, 2012 | 158 |
| -8.75% | Jul 22, 2020 | 3 | Jul 27, 2020 | 12 | Aug 12, 2020 | 15 |
| -8.39% | Aug 16, 2010 | 6 | Aug 24, 2010 | 29 | Oct 5, 2010 | 35 |
| -8.28% | May 14, 2013 | 77 | Sep 3, 2013 | 136 | Mar 19, 2014 | 213 |
| -7.28% | Jun 1, 2021 | 6 | Jun 9, 2021 | 45 | Aug 12, 2021 | 51 |
| -7.16% | Aug 19, 2019 | 12 | Sep 5, 2019 | 2 | Sep 9, 2019 | 14 |
| -7.03% | Feb 17, 2021 | 5 | Feb 24, 2021 | 67 | Jun 1, 2021 | 72 |
| -6.59% | Aug 10, 2018 | 89 | Dec 18, 2018 | 40 | Feb 15, 2019 | 129 |
| -6.45% | Jan 28, 2021 | 8 | Feb 9, 2021 | 5 | Feb 17, 2021 | 13 |
| -6.45% | Apr 7, 2004 | 45 | Jun 14, 2004 | 104 | Nov 9, 2004 | 149 |
| -6.33% | Nov 7, 2019 | 18 | Dec 4, 2019 | 28 | Jan 15, 2020 | 46 |
| -6.24% | Feb 5, 2020 | 8 | Feb 18, 2020 | 4 | Feb 24, 2020 | 12 |
| -5.83% | May 13, 2026 | 14 | Jun 3, 2026 | Ongoing | Ongoing | Ongoing |
| -5.61% | Jan 16, 2018 | 13 | Feb 2, 2018 | 16 | Feb 27, 2018 | 29 |
| -5.42% | Aug 10, 2017 | 6 | Aug 18, 2017 | 39 | Oct 13, 2017 | 45 |
| -5.33% | Nov 5, 2010 | 25 | Dec 13, 2010 | 33 | Jan 31, 2011 | 58 |
| -4.99% | Mar 28, 2017 | 33 | May 15, 2017 | 56 | Aug 3, 2017 | 89 |
| -4.45% | Aug 6, 2012 | 41 | Oct 3, 2012 | 20 | Nov 2, 2012 | 61 |