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JEMRX: JPMORGAN EMERGING MARKETS DEBT FUND CLASS R5 (MUTUAL FUND)
Basic Info 6.17 0.04(0.65%) May 03
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | (14%) |
Start Date: | 05/17/2006 |
Last Dividend Date: | 03/26/2024 |
12-Mo. Yield | 5.78% |
Expenses | 0.70% |
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Performance Analytics (As of 05/03/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.0 | 0.7 | 8.8 | -3.4 | -0.4 | 1.6 | 5.1 | 3.9 | 10.3 | -18.5 | -3.3 | 5.5 | 14.0 | -5.7 | 10.5 | 8.8 | -0.2 | 4.0 | -6.6 | 20.8 | 6.3 | 13.1 | 41.8 | -28.6 | 4.8 | 11.8 |
Sharpe Ratio | NA | -0.28 | 0.76 | -0.73 | -0.23 | 0.08 | NA | 0.41 | 0.88 | -1.88 | -0.81 | 0.38 | 3.1 | -1.51 | 3.11 | 1.43 | -0.05 | 0.83 | -1.02 | 5.2 | 1.16 | 2.4 | 7.02 | -1.96 | 0.3 | 3.16 |
Draw Down(%) | NA | 3.0 | 7.3 | 30.9 | 30.9 | 30.9 | NA | 38.8 | 7.5 | 28.1 | 5.8 | 23.8 | 2.8 | 8.3 | 1.7 | 7.2 | 5.3 | 8.3 | 12.1 | 4.5 | 7.0 | 5.8 | 3.2 | 38.8 | 9.2 | 3.1 |
Standard Deviation(%) | NA | 6.1 | 6.5 | 7.8 | 8.8 | 7.1 | NA | 7.3 | 6.9 | 10.6 | 4.1 | 13.7 | 4.1 | 4.7 | 3.2 | 6.0 | 4.6 | 4.8 | 6.5 | 4.0 | 5.4 | 5.4 | 5.9 | 15.0 | 5.8 | 5.1 |
Treynor Ratio | NA | -0.01 | 0.09 | -0.11 | -0.03 | 0.01 | NA | 0.11 | 0.12 | -0.34 | -0.1 | 0.06 | 0.75 | -0.3 | 0.52 | 0.4 | -0.41 | -0.33 | -0.31 | 1.29 | 0.31 | 0.63 | 2.64 | -1.35 | 1.39 | 1.06 |
Alpha | NA | 0.03 | 0.03 | 0.0 | 0.0 | 0.01 | NA | 0.01 | 0.03 | -0.03 | 0.0 | -0.01 | 0.04 | -0.02 | 0.03 | 0.03 | 0.0 | 0.01 | -0.02 | 0.07 | 0.02 | 0.05 | 0.13 | -0.13 | 0.01 | 0.06 |
Beta | NA | 1.76 | 0.54 | 0.54 | 0.59 | 0.37 | NA | 0.27 | 0.5 | 0.59 | 0.34 | 0.81 | 0.17 | 0.24 | 0.19 | 0.22 | 0.01 | -0.12 | 0.21 | 0.16 | 0.2 | 0.2 | 0.16 | 0.22 | 0.01 | 0.15 |
RSquared | NA | 0.12 | 0.28 | 0.31 | 0.26 | 0.15 | NA | 0.09 | 0.37 | 0.33 | 0.17 | 0.26 | 0.04 | 0.1 | 0.16 | 0.09 | 0.0 | 0.02 | 0.06 | 0.05 | 0.08 | 0.13 | 0.09 | 0.03 | 0.0 | 0.05 |
Yield(%) | N/A | 1.5 | N/A | N/A | N/A | N/A | N/A | N/A | 5.8 | 4.8 | 4.0 | 3.7 | 5.1 | 4.4 | 5.0 | 5.2 | 4.7 | 4.1 | 4.4 | 6.1 | 6.7 | 6.4 | 7.6 | 6.0 | 7.4 | 3.4 |
Dividend Growth(%) | N/A | -74.3 | N/A | N/A | N/A | N/A | N/A | N/A | -5.4 | 8.8 | 9.7 | -20.5 | 5.4 | -7.5 | 0.0 | 5.3 | 15.2 | -17.5 | -18.4 | -9.3 | 12.5 | 11.6 | -15.7 | -21.5 | 140.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/15/2006
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