Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CSFVX (JPMORGAN COMMODITIES STRATEGY FUND CLASS R6) | NA | -1.70% | -1.48% | -8.20% | NA | NA | NA | … | … |
Data as of 09/21/2018, Common starting date is 03/01/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSFVX (JPMORGAN COMMODITIES STRATEGY FUND CLASS R6) | 03/01/2013 | 09/21/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.70 | -1.48 | -8.20 | NA | NA | NA | … | … | -5.50 | 1.18 | 12.07 | -25.32 | -16.82 | -8.32 |
| Sharpe Ratio | NA | -0.30 | -0.17 | -0.71 | NA | NA | NA | … | … | -0.91 | 0.06 | 0.79 | -1.65 | -1.65 | -0.99 |
| Standard Deviation(%) | NA | 9.37 | 12.03 | 12.18 | NA | NA | NA | … | … | 9.59 | 9.67 | 15.03 | 15.36 | 10.22 | 9.95 |
| Draw Down(%) | NA | 10.13 | 19.66 | 47.62 | NA | NA | NA | … | … | 10.13 | 11.75 | 8.29 | 27.51 | 24.33 | 13.18 |
| Yield(%) | 0.00 | 0.20 | 0.07 | 0.03 | 0.01 | 0.01 | 0.01 | … | … | 0.00 | 0.20 | 0.00 | 0.00 | 0.00 | 0.01 |
Data as of 09/21/2018, Common starting date is 03/01/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSFVX (JPMORGAN COMMODITIES STRATEGY FUND CLASS R6) |
-15.11%
Jun 2014 – Jun 2017 |
-8.58%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSFVX (JPMORGAN COMMODITIES STRATEGY FUND CLASS R6) |
-2.25%
Jul 2015 – Jul 2018 |
-7.12%
Jun 2013 – Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart