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JMNSX: JPMORGAN RESEARCH MARKET NEUTRAL FUND SELECT CLASS (MUTUAL FUND)
Basic Info 15.02 0.01(0.07%) April 22
Asset Class: | Market Neutral |
MyPlanIQ Rating: | (20%) |
Start Date: | 11/04/2009 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 0.00% |
Expenses | 3.31% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/04/2009 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.3 | 5.1 | 13.2 | 5.9 | 6.4 | 3.5 | 2.2 | 11.3 | -2.2 | 4.1 | 12.2 | 1.2 | 2.2 | 5.7 | -2.2 | -3.8 | 3.1 | 2.0 | 4.3 | -7.3 | -1.2 | -1.2 |
Sharpe Ratio | NA | 3.1 | 2.34 | 0.76 | 0.69 | 0.44 | 0.29 | 2.04 | -0.69 | 0.59 | 1.02 | -0.04 | 0.21 | 1.49 | -0.63 | -1.11 | 1.03 | 0.7 | 1.36 | -2.27 | -0.43 | -2.06 |
Draw Down(%) | NA | 1.5 | 1.5 | 7.5 | 10.1 | 10.1 | 10.1 | 1.1 | 7.0 | 5.4 | 6.2 | 5.0 | 4.2 | 2.0 | 4.7 | 4.6 | 2.6 | 1.9 | 3.8 | 8.4 | 2.9 | 2.0 |
Standard Deviation(%) | NA | 4.5 | 3.9 | 4.6 | 7.0 | 5.6 | 4.9 | 3.5 | 5.2 | 6.9 | 11.7 | 4.6 | 4.1 | 3.4 | 3.8 | 3.4 | 3.0 | 2.8 | 3.1 | 3.2 | 2.9 | 3.7 |
Treynor Ratio | NA | 2.4 | 1.04 | 2.36 | -10.85 | 0.51 | 0.36 | 0.68 | 0.97 | -0.42 | 4.65 | -0.06 | 0.03 | 0.24 | 0.32 | -0.21 | 0.45 | 0.19 | -0.31 | 0.62 | -0.1 | 9.72 |
Alpha | NA | 0.05 | 0.03 | 0.01 | 0.02 | 0.01 | 0.01 | 0.02 | -0.01 | 0.02 | 0.05 | 0.0 | 0.0 | 0.02 | -0.01 | -0.02 | 0.01 | 0.0 | 0.02 | -0.03 | 0.0 | -0.03 |
Beta | NA | 0.06 | 0.09 | 0.01 | 0.0 | 0.05 | 0.04 | 0.1 | -0.04 | -0.1 | 0.03 | 0.03 | 0.26 | 0.21 | -0.08 | 0.18 | 0.07 | 0.1 | -0.14 | -0.12 | 0.13 | -0.01 |
RSquared | NA | 0.01 | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.04 | 0.0 | 0.01 | 0.0 | 0.0 | 0.15 | 0.07 | 0.01 | 0.08 | 0.01 | 0.02 | 0.02 | 0.02 | 0.02 | 0.0 |
Yield(%) | N/A | 0.0 | 2.9 | 1.0 | 5.5 | 3.3 | N/A | 3.0 | 0.0 | 0.0 | 7.4 | 18.7 | 0.9 | 2.7 | 0.0 | 0.0 | 2.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | N/A | -89.9 | 351.6 | N/A | N/A | N/A | N/A | -100.0 | -67.1 | 2053.8 | -66.7 | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/04/2009
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