Find A Portfolio/Ticker
Comparison Box
JHEQX: JPMORGAN HEDGED EQUITY FUND SELECT CLASS (MUTUAL FUND)
Basic Info 29.01 0.02(0.07%) April 18
Asset Class: | US Large Cap |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/02/2014 |
Last Dividend Date: | 03/26/2024 |
12-Mo. Yield | 0.95% |
Expenses | 0.43% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/18/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -2.3 | 2.9 | 10.9 | 5.2 | 8.9 | 8.0 | 16.1 | -8.0 | 13.4 | 14.1 | 13.3 | -0.7 | 12.7 | 9.6 | -1.4 | 5.6 |
Sharpe Ratio | NA | 2.06 | 1.36 | 0.45 | 0.73 | 0.73 | 1.5 | -0.9 | 2.19 | 0.81 | 1.76 | -0.22 | 3.06 | 1.09 | -0.17 | 1.43 |
Draw Down(%) | NA | 1.4 | 7.0 | 14.3 | 18.9 | 18.9 | 7.0 | 14.3 | 2.8 | 18.9 | 4.1 | 7.1 | 1.4 | 6.5 | 8.3 | 4.5 |
Standard Deviation(%) | NA | 6.2 | 7.2 | 8.2 | 10.5 | 9.2 | 7.9 | 10.5 | 6.1 | 17.0 | 6.8 | 9.1 | 4.0 | 8.6 | 8.8 | 6.8 |
Treynor Ratio | NA | 0.26 | 0.17 | 0.09 | 0.17 | 0.14 | 0.21 | -0.25 | 0.36 | 0.3 | 0.24 | -0.04 | 0.23 | 0.15 | -0.03 | 0.18 |
Alpha | NA | 0.0 | -0.01 | 0.0 | 0.01 | 0.0 | 0.0 | -0.01 | 0.01 | 0.01 | -0.01 | 0.0 | 0.0 | 0.01 | -0.01 | 0.01 |
Beta | NA | 0.5 | 0.56 | 0.41 | 0.45 | 0.47 | 0.56 | 0.38 | 0.37 | 0.46 | 0.5 | 0.48 | 0.53 | 0.62 | 0.52 | 0.55 |
RSquared | NA | 0.84 | 0.85 | 0.76 | 0.84 | 0.83 | 0.87 | 0.79 | 0.64 | 0.89 | 0.86 | 0.84 | 0.8 | 0.9 | 0.85 | 0.87 |
Yield(%) | N/A | 0.2 | 1.0 | 1.0 | 1.2 | N/A | 1.1 | 0.9 | 0.8 | 1.2 | 1.3 | 1.1 | 1.1 | 1.5 | 1.2 | 0.8 |
Dividend Growth(%) | N/A | -81.5 | 0.0 | N/A | N/A | N/A | 8.0 | 25.0 | -23.1 | 8.3 | 14.3 | 5.0 | -16.7 | 20.0 | 66.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See US Large Cap Asset Class Trend Rankings |