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OIEAX: JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND SELECT CLASS (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/30/1992 |
Last Dividend Date: | 12/20/2021 |
12-Mo. Yield | 3.86% |
Expenses | 0.35% |
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Performance Analytics (As of 06/15/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/04/1993 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -4.5 | -16.1 | 3.1 | 2.4 | 6.1 | 1.2 | 5.6 | 5.0 | -16.3 | 8.1 | 5.3 | 21.8 | -14.8 | 23.7 | 2.1 | 0.8 | -5.3 | 20.7 | 19.7 | -15.4 | 4.8 | 31.1 | -43.3 | 14.0 | 26.7 | 14.8 | 21.7 | 42.4 | -16.3 | -22.0 | -17.6 | 33.4 | 21.6 | 5.7 | 6.6 | 9.3 | 3.6 | 29.4 | -0.2 |
Sharpe Ratio | NA | -0.95 | 0.13 | 0.1 | 0.34 | NA | NA | 0.22 | -1.53 | 0.6 | 0.17 | 1.92 | -1.21 | 3.0 | 0.1 | 0.05 | -0.42 | 1.53 | 1.09 | -0.54 | 0.2 | 1.04 | -1.02 | 0.61 | 1.65 | 1.19 | 1.45 | 2.85 | -0.89 | -1.39 | -1.41 | 2.33 | 0.91 | 0.15 | 0.34 | 0.49 | 0.06 | 2.38 | NA |
Draw Down(%) | NA | 18.3 | 33.9 | 35.1 | 35.1 | NA | NA | 61.5 | 18.3 | 8.3 | 33.9 | 7.8 | 22.7 | 2.3 | 13.6 | 16.4 | 14.6 | 10.5 | 17.9 | 28.5 | 21.2 | 29.7 | 54.7 | 12.3 | 16.5 | 7.6 | 11.3 | 14.5 | 27.8 | 33.1 | 21.4 | 9.1 | 24.1 | 13.6 | 5.6 | 7.4 | 8.4 | 8.6 | 0.2 |
Standard Deviation(%) | NA | 17.2 | 21.2 | 17.9 | 16.6 | NA | NA | 18.6 | 21.4 | 13.3 | 30.6 | 10.7 | 13.3 | 7.7 | 18.6 | 15.8 | 12.6 | 13.5 | 18.2 | 28.7 | 23.3 | 29.7 | 43.3 | 17.9 | 14.3 | 10.6 | 14.2 | 14.6 | 19.4 | 17.8 | 15.4 | 13.0 | 20.1 | 14.1 | 9.1 | 11.1 | 9.8 | 11.4 | 0.0 |
Treynor Ratio | NA | -0.18 | 0.03 | 0.02 | 0.06 | NA | NA | 0.04 | -0.35 | 0.1 | 0.05 | 0.21 | -0.16 | 0.23 | 0.02 | 0.01 | -0.05 | 0.2 | 0.18 | -0.15 | 0.04 | 0.3 | -0.43 | 0.11 | 0.22 | 0.13 | 0.22 | 0.43 | -0.2 | -0.24 | -0.21 | 0.31 | 0.18 | 0.02 | 0.03 | 0.06 | 0.01 | 0.3 | 0.0 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | -0.01 | 0.0 | -0.01 | 0.0 | 0.0 | -0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | -0.01 | -0.02 | 0.0 | -0.01 | 0.01 | 0.0 | 0.0 | 0.01 | 0.02 | -0.02 | 0.0 | -0.02 | 0.02 | 0.01 | 0.0 | 0.0 | -0.01 | 0.01 | 0.02 | NA |
Beta | NA | 0.92 | 0.96 | 0.96 | 1.0 | NA | NA | 1.0 | 0.94 | 0.78 | 0.99 | 0.97 | 0.99 | 1.02 | 1.04 | 1.02 | 1.05 | 1.05 | 1.08 | 1.04 | 1.08 | 1.03 | 1.02 | 1.01 | 1.05 | 1.01 | 0.95 | 0.96 | 0.87 | 1.01 | 1.02 | 0.98 | 1.01 | 0.88 | 1.01 | 0.91 | 0.74 | 0.92 | NA |
RSquared | NA | 0.82 | 0.93 | 0.94 | 0.95 | NA | NA | 0.93 | 0.85 | 0.57 | 0.99 | 0.94 | 0.98 | 0.95 | 0.98 | 0.98 | 0.87 | 0.97 | 0.98 | 0.99 | 0.97 | 0.98 | 0.93 | 0.89 | 0.97 | 0.94 | 0.83 | 0.85 | 0.78 | 0.97 | 0.95 | 0.93 | 0.95 | 0.9 | 0.71 | 0.87 | 0.64 | 0.88 | 0.0 |
Yield(%) | N/A | 3.9 | 3.3 | 3.1 | 5.6 | 3.1 | 5.9 | N/A | 0.0 | 4.3 | 1.9 | 3.5 | 2.9 | 2.6 | 2.6 | 3.5 | 17.9 | 4.2 | 2.9 | 2.4 | 2.5 | 2.3 | 7.9 | 8.2 | 3.2 | 2.0 | 2.1 | 1.6 | 0.3 | 0.7 | 1.1 | 1.9 | 8.1 | 4.1 | 2.1 | 1.4 | 0.7 | 0.9 | 0.1 |
Dividend Growth(%) | N/A | 132.1 | 25.9 | -54.1 | 13.2 | N/A | N/A | N/A | -100.0 | 130.6 | -34.5 | -1.8 | 36.6 | 2.5 | -28.6 | -84.9 | 375.6 | 69.6 | 0.0 | -4.2 | 45.5 | -85.7 | 0.0 | 208.0 | 92.3 | 11.4 | 84.2 | 375.0 | -66.7 | -50.0 | -29.4 | -72.6 | 103.3 | 103.3 | 66.7 | 100.0 | 0.0 | 800.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/04/1993
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