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JECAX: JPMORGAN EMERGING MARKETS STRATEGIC DEBT FUND CLASS A (MUTUAL FUND)
Basic Info
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | Not Rated |
Start Date: | 07/03/2012 |
Last Dividend Date: | 02/24/2022 |
12-Mo. Yield | 3.83% |
Expenses | 0.70% |
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Performance Analytics (As of 05/02/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Inception** | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -13.4 | -2.3 | -0.9 | -2.2 | -13.4 | -6.2 | 4.5 | 12.5 | -6.4 | 7.8 | 10.1 | -16.2 | -6.3 | -10.8 | 5.1 |
Sharpe Ratio | NA | -1.8 | -0.32 | -0.24 | -0.33 | -2.96 | -1.45 | 0.36 | 3.07 | -2.09 | 2.37 | 0.94 | -1.7 | -0.83 | -1.28 | 1.72 |
Draw Down(%) | NA | 17.0 | 21.1 | 21.1 | 34.8 | 14.3 | 7.6 | 21.1 | 2.6 | 8.7 | 2.0 | 7.0 | 19.0 | 14.0 | 15.9 | 2.7 |
Standard Deviation(%) | NA | 7.5 | 8.4 | 6.9 | 7.8 | 12.0 | 4.3 | 11.8 | 3.6 | 3.7 | 3.0 | 10.5 | 9.5 | 7.6 | 8.5 | 6.2 |
Treynor Ratio | NA | -0.27 | -0.04 | -0.04 | -0.05 | -0.47 | -0.24 | 0.06 | 0.46 | -0.51 | 0.43 | 0.17 | -0.35 | -0.19 | -0.21 | 0.17 |
Alpha | NA | -0.02 | 0.0 | 0.0 | -0.01 | -0.04 | -0.02 | -0.01 | 0.04 | -0.03 | 0.02 | 0.04 | -0.06 | -0.02 | -0.03 | 0.03 |
Beta | NA | 0.49 | 0.62 | 0.46 | 0.47 | 0.76 | 0.26 | 0.76 | 0.24 | 0.15 | 0.17 | 0.58 | 0.46 | 0.33 | 0.51 | 0.64 |
RSquared | NA | 0.13 | 0.24 | 0.18 | 0.17 | 0.18 | 0.09 | 0.31 | 0.1 | 0.06 | 0.14 | 0.2 | 0.16 | 0.06 | 0.19 | 0.27 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.9 | 1.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/02/2012
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