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GAOSX: JPMORGAN GLOBAL ALLOCATION FUND SELECT CLASS (MUTUAL FUND)
Basic Info 19.9 0.02(0.10%) May 10
Asset Class: | World Allocation |
MyPlanIQ Rating: | (1%) |
Start Date: | 07/02/2013 |
Last Dividend Date: | 03/28/2024 |
12-Mo. Yield | 0.56% |
Expenses | 0.66% |
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Performance Analytics (As of 05/10/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.1 | 4.4 | 11.4 | -0.2 | 5.6 | 5.4 | 5.0 | 12.8 | -19.5 | 10.8 | 15.5 | 16.3 | -5.8 | 17.1 | 4.9 | -0.5 | 4.5 | 11.0 |
Sharpe Ratio | NA | 1.05 | 0.85 | -0.23 | 0.32 | 0.41 | 0.49 | 0.94 | -1.47 | 1.13 | 0.81 | 2.43 | -0.82 | 3.33 | 0.58 | -0.07 | 0.6 | 3.12 |
Draw Down(%) | NA | 4.4 | 9.5 | 25.3 | 25.3 | 25.3 | 25.3 | 9.5 | 25.3 | 4.6 | 23.7 | 3.1 | 13.4 | 1.6 | 7.6 | 8.9 | 6.2 | 3.9 |
Standard Deviation(%) | NA | 8.7 | 9.0 | 11.1 | 12.5 | 10.4 | 10.2 | 9.1 | 14.3 | 9.6 | 18.7 | 6.1 | 8.7 | 5.0 | 8.1 | 8.6 | 7.4 | 7.4 |
Treynor Ratio | NA | 0.09 | 0.07 | -0.03 | 0.06 | 0.06 | 0.07 | 0.09 | -0.27 | 0.13 | 0.35 | 0.21 | -0.08 | 0.14 | 0.05 | -0.01 | 0.04 | 0.2 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 | -0.03 | 0.02 | 0.03 | 0.01 | 0.0 | 0.01 | 0.01 | 0.0 | 0.01 | 0.0 |
Beta | NA | 0.98 | 1.02 | 0.83 | 0.66 | 0.74 | 0.75 | 0.97 | 0.77 | 0.84 | 0.44 | 0.71 | 0.86 | 1.15 | 0.93 | 0.99 | 1.05 | 1.15 |
RSquared | NA | 0.96 | 0.91 | 0.72 | 0.42 | 0.52 | 0.53 | 0.81 | 0.67 | 0.64 | 0.17 | 0.47 | 0.7 | 0.81 | 0.92 | 0.87 | 0.92 | 0.94 |
Yield(%) | N/A | 0.5 | 0.6 | 4.5 | 4.4 | 3.9 | N/A | 0.0 | 3.8 | 10.1 | 1.8 | 2.9 | 2.4 | 3.6 | 2.3 | 1.2 | 6.0 | 3.0 |
Dividend Growth(%) | N/A | N/A | -87.4 | N/A | N/A | N/A | N/A | -100.0 | -62.2 | 516.7 | -28.0 | 8.7 | -23.3 | 62.2 | 94.7 | -80.6 | 113.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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