Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HLIEX (JPMORGAN EQUITY INCOME FUND SELECT CLASS) | 7.25% | 3.04% | 8.01% | 10.18% | 8.59% | 11.40% | 8.50% | 9.05% |
Data as of 07/17/2025, AR inception is 07/30/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HLIEX (JPMORGAN EQUITY INCOME FUND SELECT CLASS) | 07/30/1987 | 07/17/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.59 | 3.04 | 8.01 | 10.18 | 8.59 | 11.40 | 8.50 | 9.05 | 7.25 | 6.11 | 4.03 | -3.46 | 22.77 | 3.61 | 26.30 | -4.45 | 17.56 | 14.58 | -2.31 | 13.73 | 31.58 | 13.45 | 7.60 | 18.77 | 17.50 | -29.75 | 1.50 | 21.02 | 6.05 | 11.60 | 22.80 | -18.24 | -6.81 | 7.17 | 0.36 | 16.94 | 32.52 | 16.72 | 29.49 | -1.75 | 11.40 | 6.81 | 23.66 | -3.15 | 25.74 | 20.03 | -17.71 |
| Sharpe Ratio | NA | 0.17 | 0.30 | 0.59 | 0.43 | NA | NA | 0.41 | 0.60 | -0.04 | -0.02 | -0.26 | 1.72 | 0.09 | 2.20 | -0.39 | 2.43 | 1.17 | -0.16 | 1.28 | 3.00 | 1.16 | 0.35 | 1.11 | 0.72 | -0.80 | -0.11 | 2.15 | 0.41 | 1.09 | 1.48 | -0.86 | -0.58 | 0.18 | -0.20 | 0.79 | 1.81 | 1.39 | 3.29 | -0.58 | 1.32 | 0.56 | 1.64 | -0.63 | 1.69 | 1.56 | -1.21 |
| Standard Deviation(%) | NA | 17.42 | 14.83 | 15.08 | 17.25 | NA | NA | 16.28 | 19.42 | 12.28 | 11.80 | 18.82 | 13.22 | 35.61 | 11.30 | 14.99 | 7.00 | 12.32 | 14.60 | 10.74 | 10.53 | 11.66 | 21.41 | 16.85 | 24.23 | 38.21 | 14.21 | 8.28 | 9.48 | 9.75 | 14.89 | 22.42 | 15.99 | 17.19 | 14.42 | 17.19 | 15.99 | 9.45 | 7.78 | 8.12 | 7.03 | 7.83 | 12.09 | 13.32 | 11.83 | 9.78 | 33.87 |
| Draw Down(%) | NA | 20.29 | 20.29 | 20.29 | 36.89 | NA | NA | 50.33 | 14.20 | 13.84 | 10.28 | 14.84 | 5.68 | 36.89 | 6.10 | 16.25 | 3.80 | 8.25 | 11.61 | 7.12 | 4.87 | 8.46 | 16.55 | 13.32 | 25.30 | 40.99 | 10.34 | 5.96 | 6.23 | 5.63 | 12.84 | 30.07 | 19.34 | 15.51 | 12.80 | 16.37 | 8.94 | 7.01 | 5.96 | 7.60 | 3.47 | 3.93 | 5.11 | 14.41 | 5.37 | 2.36 | 24.39 |
| Yield(%) | 0.00 | 1.62 | 2.10 | 2.42 | 3.24 | 5.68 | 4.89 | 9.33 | 0.74 | 1.97 | 2.10 | 1.85 | 1.86 | 1.84 | 3.42 | 4.65 | 2.82 | 2.54 | 2.61 | 4.29 | 4.32 | 3.40 | 2.57 | 2.55 | 3.07 | 6.98 | 12.30 | 18.88 | 30.11 | 16.98 | 5.47 | 3.91 | 6.39 | 13.07 | 5.57 | 9.20 | 14.19 | 5.98 | 3.07 | 3.10 | 3.42 | 3.44 | 5.03 | 4.52 | 6.17 | 2.86 | 0.96 |
Data as of 07/17/2025, AR inception is 07/30/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HLIEX (JPMORGAN EQUITY INCOME FUND SELECT CLASS) |
-11.42%
Feb 2006 - Feb 2009 |
-4.08%
Feb 2004 - Feb 2009 |
-1.49%
Feb 1999 - Feb 2009 |
4.57%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HLIEX (JPMORGAN EQUITY INCOME FUND SELECT CLASS) |
26.16%
Mar 1995 - Mar 1998 |
22.33%
Feb 2009 - Feb 2014 |
16.00%
Nov 1987 - Nov 1997 |
13.27%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart