Find A Portfolio/Ticker
Comparison Box
JMNAX: JPMorgan Research Market Neutral A (MUTUAL FUND)
Basic Info 12.37 0.02(0.16%) October 22
| Asset Class: | Market Neutral |
| MyPlanIQ Rating: | (59%) |
| Start Date: | 03/05/2002 |
| Last Dividend Date: | 12/11/2020 |
| 12-Mo. Yield | 7.69% |
| Expenses | 1.52% |
| Sign up to get fund ranking change alerts | |
Performance Analytics (As of 10/22/2021)
| Last 1 Week* | YTD*(2021) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | 1.1 | 2.0 | 2.3 | 4.7 | 4.3 | 1.9 | 2.0 | 1.6 | 11.4 | 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 |
| SR | NA | 0.34 | 0.19 | 0.48 | 0.52 | 0.27 | NA | 0.17 | 0.93 | -0.09 | 0.15 | 1.4 | -0.7 | -1.2 | 0.96 | 0.61 | 1.29 | -2.33 | -0.54 | 2.67 | -0.37 | 1.45 | 1.28 | -1.14 | -0.35 | 0.16 | -1.74 |
| DD(%) | NA | 5.4 | 10.5 | 10.5 | 10.5 | 10.5 | NA | 10.5 | 6.6 | 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 |
| SD(%) | NA | 7.1 | 12.0 | 8.4 | 6.9 | 5.4 | NA | 4.5 | 11.9 | 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 |
| TR | NA | -0.16 | -0.31 | 75.91 | 0.59 | 0.3 | NA | 1.26 | 5.42 | -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 | -0.31 | -0.11 | 0.66 |
| Alpha(%) | NA | 0.02 | 0.01 | 0.02 | 0.02 | 0.01 | NA | 0.0 | 0.05 | 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 | -0.15 | -0.07 | 0.0 | 0.06 | 0.05 | NA | 0.01 | 0.02 | 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 |
| RS | NA | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/05/2002
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 Market Neutral Asset Class Trend Rankings |
Top Rated Funds in Market Neutral
Best Mutual Funds
- AGEAX (Arbitrage Event-Driven A) 0.0% (100%)
- ARBFX (Arbitrage R) 0.0% (97%)
- MERFX (Merger) 0.06% (94%)
- GABCX (Gabelli ABC AAA) 0.09% (88%)
- VMNFX (Vanguard Market Neutral Inv) 0.20% (85%)
- CMNIX (Calamos Market Neutral Income I) 0.07% (79%)
- SPAIX (SilverPepper Merger Arbitrage Instl) 0.09% (76%)
- ADANX (AQR Diversified Arbitrage N) 0.16% (74%)
- JMNAX (JPMorgan Research Market Neutral A) 0.16% (68%)
- HSIEX (Hussman Strategic International) 0.12% (53%)
Best ETFs
* Day change on 10/22/2021.Best Closed End Funds
* Day change on 10/22/2021.Latest Articles Related to JMNAX
comments powered by Disqus
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>
Community Comments