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JMNAX: JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS A (MUTUAL FUND)
Basic Info 14.36 0.04(0.28%) April 17
| Asset Class: | Market Neutral |
| MyPlanIQ Rating: | (60%) |
| Start Date: | 03/05/2002 |
| Last Dividend Date: | 12/19/2024 |
| 12-Mo. Yield | 2.56% |
| Expenses | 3.31% |
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Performance Analytics (As of 04/17/2025)
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/05/2002 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.6 | -0.8 | 5.3 | 7.5 | 3.4 | 3.0 | 1.8 | 2.4 | 1.9 | 11.6 | 11.1 | -2.4 | 3.8 | 3.9 | 1.0 | 1.9 | 5.4 | -2.4 | -4.1 | 2.8 | 1.7 | 4.0 | -7.5 | -1.4 | 9.7 | -1.1 | 7.5 | 6.5 | -0.8 | 0.0 | 1.1 | -5.1 |
| Sharpe Ratio | NA | -0.97 | -0.23 | 0.76 | 0.13 | 0.25 | NA | NA | 0.15 | 1.12 | 2.02 | -0.74 | 0.55 | 0.36 | -0.09 | 0.15 | 1.4 | -0.7 | -1.2 | 0.96 | 0.61 | 1.29 | -2.33 | -0.54 | 2.67 | -0.37 | 1.46 | 1.29 | -1.14 | -0.34 | 0.16 | -1.74 |
| Draw Down(%) | NA | 3.0 | 4.5 | 4.5 | 14.0 | 14.0 | NA | NA | 14.0 | 3.0 | 1.2 | 7.1 | 5.4 | 10.9 | 5.0 | 4.2 | 2.0 | 4.7 | 4.7 | 2.7 | 2.0 | 3.8 | 8.6 | 3.1 | 1.5 | 6.3 | 2.0 | 1.1 | 3.7 | 2.9 | 3.3 | 5.9 |
| Standard Deviation(%) | NA | 5.9 | 4.9 | 4.2 | 6.4 | 5.4 | NA | NA | 4.3 | 4.4 | 3.4 | 5.1 | 6.9 | 10.3 | 4.6 | 4.1 | 3.4 | 3.7 | 3.4 | 2.9 | 2.8 | 3.1 | 3.2 | 2.8 | 3.6 | 5.4 | 3.1 | 2.5 | 2.6 | 2.6 | 2.8 | 4.2 |
| Treynor Ratio | NA | -0.15 | -0.1 | 0.4 | 0.21 | 0.19 | NA | NA | 0.29 | 1.51 | 0.62 | 1.08 | -0.34 | 0.4 | -0.09 | 0.02 | 0.21 | 0.3 | -0.22 | 0.39 | 0.18 | -0.31 | 0.59 | -0.1 | -0.48 | -0.17 | 0.75 | 0.55 | 0.39 | -0.3 | -0.11 | 0.66 |
| Alpha | NA | -0.02 | 0.0 | 0.01 | 0.0 | 0.01 | NA | NA | 0.0 | 0.02 | 0.02 | -0.01 | 0.02 | 0.02 | 0.0 | 0.0 | 0.02 | -0.01 | -0.02 | 0.01 | 0.0 | 0.01 | -0.03 | -0.01 | 0.03 | 0.0 | 0.02 | 0.01 | -0.01 | 0.0 | 0.0 | -0.02 |
| Beta | NA | 0.37 | 0.11 | 0.08 | 0.04 | 0.07 | NA | NA | 0.02 | 0.03 | 0.11 | -0.04 | -0.11 | 0.09 | 0.05 | 0.26 | 0.23 | -0.09 | 0.19 | 0.07 | 0.09 | -0.13 | -0.13 | 0.15 | -0.2 | 0.11 | 0.06 | 0.06 | -0.08 | 0.03 | -0.04 | -0.11 |
| RSquared | NA | 0.25 | 0.04 | 0.02 | 0.0 | 0.01 | NA | NA | 0.0 | 0.0 | 0.04 | 0.0 | 0.01 | 0.0 | 0.0 | 0.15 | 0.07 | 0.01 | 0.09 | 0.01 | 0.01 | 0.02 | 0.02 | 0.03 | 0.09 | 0.03 | 0.02 | 0.02 | 0.02 | 0.0 | 0.01 | 0.1 |
| Yield(%) | N/A | 0.0 | 2.6 | 2.0 | 1.1 | 2.8 | 1.9 | 2.2 | N/A | 2.7 | 2.9 | 0.0 | 0.0 | 0.0 | 19.6 | 0.9 | 2.8 | 0.0 | 0.0 | 2.6 | 0.0 | 0.0 | 0.0 | 0.0 | 1.1 | 1.1 | 4.0 | 4.7 | 1.4 | 1.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | -100.0 | 0.3 | -74.6 | -78.6 | 94.9 | N/A | N/A | N/A | 0.3 | N/A | N/A | N/A | -100.0 | 2000.4 | -66.1 | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | -100.0 | -1.9 | -71.7 | -13.8 | 226.4 | 33.1 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/05/2002
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