Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HLGFX (JPMORGAN LIMITED DURATION BOND FUND CLASS I) | NA | 4.99% | 1.32% | 2.13% | 1.80% | 2.82% | 2.52% | … | … |
Data as of 08/04/2023, Common starting date is 02/25/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HLGFX (JPMORGAN LIMITED DURATION BOND FUND CLASS I) | 02/25/1993 | 08/04/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.99 | 1.32 | 2.13 | 1.80 | 2.82 | 2.52 | … | … | 4.34 | -1.33 | -0.01 | 2.69 | 3.58 | 1.97 | 1.87 | 1.30 | 0.54 | 2.29 | 1.88 | 6.44 | 1.78 | 10.03 | 15.61 | -12.49 | 1.05 | 4.80 | 2.85 | 2.05 | 2.15 | 4.46 | 5.99 | 7.59 | 4.55 | 5.34 | 6.64 | 6.14 | 6.99 | 1.94 | 3.26 |
| Sharpe Ratio | NA | 0.58 | -0.01 | 0.51 | 0.74 | NA | NA | … | … | 1.23 | -1.41 | -0.04 | 1.03 | 2.07 | 0.82 | 1.64 | 1.55 | 0.64 | 2.01 | 1.84 | 6.40 | 1.72 | 5.44 | 5.83 | -3.80 | -0.91 | 1.59 | 0.67 | 1.09 | 1.23 | 2.72 | 2.63 | 1.96 | 0.67 | 0.97 | 1.60 | 1.28 | 1.60 | -0.66 | 1.25 |
| Standard Deviation(%) | NA | 2.32 | 1.66 | 1.74 | 1.37 | NA | NA | … | … | 2.48 | 1.92 | 0.85 | 2.37 | 1.05 | 0.77 | 0.76 | 0.70 | 0.80 | 1.13 | 1.00 | 1.01 | 1.02 | 1.83 | 2.66 | 3.52 | 2.19 | 0.95 | 1.01 | 1.01 | 1.18 | 1.23 | 1.42 | 1.82 | 1.99 | 2.09 | 1.94 | 2.04 | 1.96 | 1.54 | 1.41 |
| Draw Down(%) | NA | 1.54 | 3.52 | 5.59 | 5.59 | NA | NA | … | … | 0.62 | 3.22 | 0.50 | 5.59 | 0.49 | 0.20 | 0.20 | 0.60 | 0.36 | 0.50 | 0.92 | 0.21 | 0.53 | 0.76 | 2.59 | 13.14 | 2.11 | 0.20 | 0.30 | 0.59 | 0.79 | 0.41 | 0.80 | 0.41 | 0.51 | 0.81 | 0.41 | 0.71 | 0.41 | 0.69 | 0.40 |
| Yield(%) | 0.00 | 2.92 | 1.64 | 1.94 | 1.60 | 2.03 | 2.33 | … | … | 1.88 | 1.72 | 0.94 | 1.57 | 2.54 | 2.24 | 1.56 | 1.09 | 0.94 | 0.96 | 1.05 | 1.69 | 2.10 | 2.49 | 3.66 | 4.42 | 4.97 | 4.78 | 3.81 | 2.73 | 2.63 | 3.28 | 5.35 | 6.43 | 5.55 | 5.71 | 5.96 | 6.04 | 5.90 | 4.19 | 3.71 |
Data as of 08/04/2023, Common starting date is 02/25/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HLGFX (JPMORGAN LIMITED DURATION BOND FUND CLASS I) |
-2.66%
Mar 2006 – Mar 2009 |
-0.69%
Mar 2004 – Mar 2009 |
1.38%
Oct 2012 – Oct 2022 |
2.08%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HLGFX (JPMORGAN LIMITED DURATION BOND FUND CLASS I) |
9.63%
Mar 2009 – Mar 2012 |
7.20%
Mar 2009 – Mar 2014 |
5.31%
Mar 1993 – Mar 2003 |
4.36%
Oct 1995 – Oct 2010 |
Annualized Rolling Returns Comparison Chart