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JLVRX: JPMORGAN LARGE CAP VALUE FUND CLASS R5 (MUTUAL FUND)
Basic Info 20.58 0.03(0.15%) May 17
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | (65%) |
Start Date: | 05/17/2006 |
Last Dividend Date: | 03/26/2024 |
12-Mo. Yield | 5.83% |
Expenses | 0.94% |
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Performance Analytics (As of 05/17/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 05/17/2006 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.1 | 8.3 | 20.7 | 6.0 | 13.3 | 11.0 | 13.3 | 8.8 | 11.5 | -0.1 | 23.9 | 10.7 | 27.6 | -15.0 | 17.8 | 22.2 | -2.0 | 14.4 | 36.2 | 16.6 | -4.5 | 12.7 | 33.0 | -38.9 | -1.4 | 15.5 |
Sharpe Ratio | NA | 1.77 | 1.45 | 0.22 | 0.48 | 0.49 | NA | 0.35 | 0.54 | -0.07 | 1.27 | 0.24 | 2.02 | -0.94 | 1.78 | 1.27 | -0.13 | 1.15 | 2.97 | 1.11 | -0.17 | 0.62 | 1.03 | -0.84 | -0.25 | 2.33 |
Draw Down(%) | NA | 5.6 | 12.4 | 18.4 | 43.1 | 43.1 | NA | 59.8 | 12.4 | 18.4 | 10.5 | 43.1 | 8.0 | 24.7 | 5.2 | 12.6 | 12.4 | 8.8 | 5.6 | 14.1 | 24.2 | 17.5 | 28.8 | 52.6 | 15.0 | 4.8 |
Standard Deviation(%) | NA | 11.1 | 11.6 | 16.5 | 24.5 | 20.3 | NA | 22.7 | 13.6 | 20.0 | 18.8 | 43.8 | 13.0 | 17.4 | 9.7 | 17.3 | 15.9 | 12.5 | 12.2 | 15.1 | 26.6 | 20.3 | 31.8 | 47.4 | 17.2 | 9.7 |
Treynor Ratio | NA | 0.17 | 0.15 | 0.03 | 0.1 | 0.09 | NA | 0.07 | 0.07 | -0.01 | 0.18 | 0.09 | 0.24 | -0.15 | 0.14 | 0.18 | -0.02 | 0.13 | 0.34 | 0.14 | -0.04 | 0.11 | 0.33 | -0.37 | -0.04 | 0.22 |
Alpha | NA | -0.03 | -0.01 | -0.01 | 0.0 | 0.0 | NA | 0.0 | 0.01 | 0.01 | -0.04 | 0.04 | 0.0 | -0.04 | -0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.02 | -0.01 | 0.04 | 0.0 | -0.01 | -0.01 |
Beta | NA | 1.17 | 1.13 | 1.08 | 1.15 | 1.14 | NA | 1.09 | 1.11 | 1.01 | 1.34 | 1.18 | 1.09 | 1.06 | 1.27 | 1.22 | 1.01 | 1.11 | 1.07 | 1.17 | 1.1 | 1.1 | 1.0 | 1.08 | 1.01 | 1.03 |
RSquared | NA | 0.91 | 0.93 | 0.89 | 0.91 | 0.91 | NA | 0.95 | 0.94 | 0.91 | 0.83 | 0.92 | 0.93 | 0.92 | 0.85 | 0.88 | 0.96 | 0.93 | 0.95 | 0.96 | 0.99 | 0.99 | 0.99 | 0.99 | 0.98 | 0.96 |
Yield(%) | N/A | 0.4 | 5.8 | 5.9 | 6.0 | 7.8 | 11.5 | N/A | 5.8 | 5.6 | 9.5 | 1.2 | 1.9 | 7.1 | 9.9 | 6.9 | 13.1 | 18.2 | 5.5 | 1.5 | 1.4 | 1.3 | 2.0 | 1.8 | 24.8 | 10.3 |
Dividend Growth(%) | N/A | -93.3 | -3.0 | 145.7 | -49.1 | N/A | N/A | N/A | -2.8 | -31.2 | 726.3 | -17.4 | -79.6 | -22.6 | 69.8 | -55.9 | -30.1 | 316.4 | 318.8 | 0.0 | 23.1 | -18.8 | -30.4 | -94.6 | 153.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/17/2006
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