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JPVZX: JPMORGAN INTERNATIONAL VALUE FUND CLASS R2 (MUTUAL FUND)
Basic Info 14.32 0.09(0.62%) May 16
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | (15%) |
Start Date: | 11/14/2008 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 4.93% |
Expenses | 1.50% |
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Performance Analytics (As of 05/10/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 11/14/2008 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.1 | 11.5 | 23.2 | 7.0 | 8.2 | 3.1 | 5.9 | 6.0 | 18.0 | -5.6 | 15.6 | -4.6 | 14.7 | -19.0 | 21.4 | 1.7 | -3.6 | -10.9 | 20.6 | 16.9 | -13.6 | 9.3 | 28.4 | 6.0 |
Sharpe Ratio | NA | 2.78 | 1.42 | 0.26 | 0.3 | 0.11 | NA | 0.25 | 1.0 | -0.32 | 1.12 | -0.14 | 1.15 | -1.47 | 2.39 | 0.07 | -0.21 | -0.84 | 1.39 | 0.93 | -0.46 | 0.38 | 0.88 | 1.02 |
Draw Down(%) | NA | 4.0 | 7.7 | 27.9 | 41.3 | 49.1 | NA | 49.1 | 9.4 | 27.9 | 9.2 | 41.3 | 12.3 | 27.6 | 3.5 | 15.9 | 18.0 | 15.8 | 10.8 | 17.3 | 27.8 | 21.6 | 30.7 | 13.8 |
Standard Deviation(%) | NA | 10.4 | 12.0 | 16.7 | 21.0 | 18.3 | NA | 21.1 | 13.9 | 22.0 | 14.0 | 34.9 | 11.6 | 13.8 | 8.7 | 21.0 | 17.1 | 13.0 | 14.8 | 18.3 | 29.5 | 24.1 | 32.1 | 59.3 |
Treynor Ratio | NA | 0.37 | 0.19 | 0.05 | 0.06 | 0.02 | NA | 0.05 | 0.14 | -0.07 | 0.17 | -0.04 | 0.13 | -0.2 | 0.19 | 0.01 | -0.03 | -0.1 | 0.19 | 0.16 | -0.13 | 0.08 | 0.26 | 0.56 |
Alpha | NA | 0.06 | 0.03 | 0.02 | 0.0 | 0.0 | NA | -0.01 | 0.01 | 0.02 | 0.03 | -0.05 | -0.02 | -0.02 | -0.03 | -0.01 | 0.01 | -0.01 | -0.01 | -0.01 | 0.01 | 0.01 | -0.02 | -0.13 |
Beta | NA | 0.79 | 0.89 | 0.94 | 1.04 | 1.05 | NA | 1.07 | 0.97 | 0.95 | 0.93 | 1.13 | 1.01 | 1.02 | 1.13 | 1.14 | 1.05 | 1.12 | 1.11 | 1.06 | 1.09 | 1.11 | 1.09 | 1.07 |
RSquared | NA | 0.72 | 0.79 | 0.83 | 0.9 | 0.91 | NA | 0.94 | 0.81 | 0.88 | 0.8 | 0.96 | 0.92 | 0.94 | 0.88 | 0.95 | 0.95 | 0.95 | 0.94 | 0.96 | 0.98 | 0.98 | 0.98 | 0.96 |
Yield(%) | N/A | 0.0 | 5.0 | 3.9 | 3.9 | 2.8 | 3.8 | N/A | 5.3 | 3.1 | 5.0 | 2.3 | 3.7 | 3.1 | 2.3 | 5.6 | 0.9 | 2.9 | 1.7 | 2.4 | 2.6 | 4.0 | 2.9 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 54.1 | 39.6 | 16.0 | N/A | N/A | N/A | 56.4 | -31.6 | 103.6 | -30.0 | -9.1 | 57.1 | -58.8 | 518.2 | -74.4 | 95.5 | -18.5 | -20.6 | -33.3 | 70.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/14/2008
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