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JPMNX: JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS L (MUTUAL FUND)
Basic Info
Asset Class: | Market Neutral |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/24/1999 |
Last Dividend Date: | 12/12/2019 |
12-Mo. Yield | 10.37% |
Expenses | 3.21% |
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Performance Analytics (As of 08/28/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/19/2000 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 6.3 | 4.5 | 2.9 | 1.6 | 2.6 | 2.0 | 2.0 | 9.0 | 1.3 | 2.4 | 5.9 | -2.1 | -3.6 | 3.4 | 2.3 | 4.5 | -7.0 | -0.9 | 10.2 | -0.5 | 8.0 | 7.1 | -0.3 | 0.7 | 1.4 | -3.8 | 1.5 | 4.2 | -1.9 |
Sharpe Ratio | NA | 1.13 | 0.71 | 0.45 | 0.29 | NA | NA | 0.17 | 2.21 | -0.01 | 0.26 | 1.55 | -0.59 | -1.07 | 1.13 | 0.81 | 1.45 | -2.19 | -0.35 | 2.78 | -0.27 | 1.63 | 1.5 | -0.94 | -0.08 | 0.26 | -1.2 | -0.15 | 0.02 | -0.82 |
Draw Down(%) | NA | 4.9 | 4.9 | 7.2 | 8.5 | NA | NA | 11.6 | 4.2 | 4.9 | 4.1 | 1.9 | 4.7 | 4.4 | 2.6 | 1.8 | 3.7 | 8.2 | 2.9 | 1.4 | 6.0 | 1.9 | 1.1 | 3.4 | 2.6 | 3.0 | 5.8 | 5.9 | 3.2 | 8.4 |
Standard Deviation(%) | NA | 6.6 | 5.0 | 4.5 | 3.8 | NA | NA | 4.1 | 7.4 | 4.6 | 4.1 | 3.4 | 3.8 | 3.4 | 3.0 | 2.8 | 3.1 | 3.2 | 2.8 | 3.6 | 5.4 | 3.1 | 2.6 | 2.7 | 2.6 | 2.8 | 4.0 | 5.3 | 6.5 | 7.0 |
Treynor Ratio | NA | -2.66 | 0.28 | 0.18 | 0.15 | NA | NA | -1.04 | -2.95 | -0.01 | 0.04 | 0.24 | 0.26 | -0.19 | 0.42 | 0.24 | -0.36 | 0.61 | -0.08 | -0.5 | -0.12 | 0.85 | 0.58 | 0.33 | -0.1 | -0.18 | 0.5 | 0.24 | 0.14 | 1.61 |
Alpha | NA | 0.03 | 0.02 | 0.01 | 0.0 | NA | NA | 0.0 | 0.06 | 0.0 | 0.01 | 0.03 | -0.01 | -0.02 | 0.01 | 0.01 | 0.02 | -0.03 | 0.0 | 0.03 | 0.0 | 0.02 | 0.01 | -0.01 | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | -0.02 |
Beta | NA | -0.03 | 0.13 | 0.11 | 0.07 | NA | NA | -0.01 | -0.06 | 0.05 | 0.27 | 0.22 | -0.09 | 0.19 | 0.08 | 0.09 | -0.12 | -0.12 | 0.13 | -0.2 | 0.12 | 0.06 | 0.07 | -0.08 | 0.02 | -0.04 | -0.1 | -0.03 | 0.01 | -0.04 |
RSquared | NA | 0.0 | 0.02 | 0.02 | 0.01 | NA | NA | 0.0 | 0.0 | 0.0 | 0.16 | 0.07 | 0.01 | 0.09 | 0.01 | 0.01 | 0.02 | 0.02 | 0.02 | 0.09 | 0.04 | 0.02 | 0.02 | 0.02 | 0.0 | 0.01 | 0.08 | 0.02 | 0.0 | 0.0 |
Yield(%) | N/A | 10.4 | 7.2 | 4.4 | 2.4 | 2.6 | 2.1 | N/A | 0.0 | 18.3 | 0.9 | 2.7 | 0.0 | 0.0 | 2.5 | 0.0 | 0.0 | 0.0 | 0.0 | 1.0 | 1.4 | 4.2 | 5.2 | 1.8 | 1.3 | 0.0 | 0.8 | 0.0 | 0.2 | 3.3 |
Dividend Growth(%) | N/A | 2.2 | 754.2 | 754.2 | 67.7 | N/A | N/A | N/A | -100.0 | 2053.8 | -66.7 | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | -100.0 | -28.6 | -64.4 | -18.1 | 188.0 | 38.9 | N/A | -100.0 | N/A | -100.0 | -93.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/19/2000
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