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JSVUX: JPMORGAN SMALL CAP VALUE FUND CLASS R6 (MUTUAL FUND)
Basic Info 28.06 0.01(0.04%) May 07
Asset Class: | SMALL VALUE |
MyPlanIQ Rating: | (86%) |
Start Date: | 02/28/2005 |
Last Dividend Date: | 03/26/2024 |
12-Mo. Yield | 1.98% |
Expenses | 1.24% |
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Performance Analytics (As of 05/07/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 03/01/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 4.5 | 4.2 | 22.6 | 2.1 | 8.1 | 7.1 | 11.3 | 7.5 | 13.3 | -13.1 | 32.7 | 6.3 | 19.5 | -13.8 | 3.4 | 30.5 | -7.4 | 4.4 | 36.7 | 20.7 | -3.8 | 25.9 | 25.2 | -29.8 | -7.1 | 19.3 | 7.0 |
Sharpe Ratio | NA | 0.3 | 0.98 | -0.03 | 0.22 | 0.26 | NA | 0.26 | 0.45 | -0.59 | 1.42 | 0.13 | 1.15 | -0.92 | 0.22 | 1.69 | -0.47 | 0.29 | 2.52 | 1.28 | -0.12 | 0.99 | 0.66 | -0.65 | -0.51 | 1.05 | 0.42 |
Draw Down(%) | NA | 7.3 | 16.6 | 23.8 | 43.3 | 46.3 | NA | 60.7 | 18.7 | 21.6 | 11.6 | 43.3 | 11.6 | 25.4 | 8.9 | 11.4 | 15.3 | 13.4 | 6.0 | 12.0 | 29.3 | 21.6 | 35.2 | 48.5 | 17.9 | 11.3 | 9.7 |
Standard Deviation(%) | NA | 18.4 | 19.0 | 21.6 | 28.3 | 22.9 | NA | 25.0 | 20.2 | 24.5 | 22.9 | 46.7 | 15.8 | 16.4 | 12.9 | 17.9 | 15.9 | 15.0 | 14.5 | 16.2 | 33.0 | 26.1 | 38.0 | 46.8 | 19.9 | 15.4 | 14.4 |
Treynor Ratio | NA | 0.05 | 0.17 | -0.01 | 0.06 | 0.06 | NA | 0.06 | 0.09 | -0.15 | 0.31 | 0.06 | 0.17 | -0.15 | 0.02 | 0.29 | -0.07 | 0.04 | 0.34 | 0.2 | -0.04 | 0.24 | 0.26 | -0.31 | -0.1 | 0.15 | 0.06 |
Alpha | NA | 0.0 | -0.01 | -0.01 | 0.0 | -0.01 | NA | 0.0 | -0.01 | -0.02 | 0.01 | 0.0 | -0.01 | 0.0 | -0.04 | 0.01 | -0.01 | -0.02 | -0.01 | 0.01 | 0.0 | 0.0 | -0.01 | 0.01 | 0.0 | 0.0 | 0.0 |
Beta | NA | 1.17 | 1.1 | 0.99 | 1.03 | 1.04 | NA | 1.02 | 1.07 | 0.94 | 1.07 | 1.04 | 1.06 | 1.03 | 1.18 | 1.06 | 1.02 | 1.07 | 1.06 | 1.03 | 1.07 | 1.08 | 0.96 | 1.0 | 1.03 | 1.1 | 0.99 |
RSquared | NA | 0.95 | 0.96 | 0.88 | 0.94 | 0.94 | NA | 0.96 | 0.96 | 0.9 | 0.82 | 0.97 | 0.95 | 0.96 | 0.94 | 0.96 | 0.95 | 0.92 | 0.95 | 0.97 | 0.99 | 0.98 | 0.99 | 0.99 | 0.97 | 0.98 | 0.98 |
Yield(%) | N/A | 0.1 | 2.0 | 7.5 | 7.5 | 6.9 | 11.5 | N/A | 2.0 | 7.6 | 19.1 | 1.0 | 7.3 | 12.2 | 6.4 | 1.2 | 5.1 | 5.6 | 4.5 | 1.3 | 1.2 | 0.7 | 2.2 | 6.4 | 11.4 | 13.9 | 17.5 |
Dividend Growth(%) | N/A | -93.8 | -80.8 | 38.8 | 8.2 | N/A | N/A | N/A | -79.4 | -54.1 | 1853.8 | -84.7 | -54.8 | 85.2 | 600.0 | -79.7 | -8.9 | 58.6 | 330.4 | -4.2 | 118.2 | -59.3 | -77.9 | -55.1 | -15.0 | -27.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/01/2005
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