Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JALPX (JPMORGAN SYSTEMATIC ALPHA FUND CLASS R6) | NA | -14.59% | -7.71% | -3.83% | NA | NA | NA | … | … |
Data as of 06/19/2020, Common starting date is 08/01/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JALPX (JPMORGAN SYSTEMATIC ALPHA FUND CLASS R6) | 08/01/2014 | 06/19/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.20 | -14.59 | -7.71 | -3.83 | NA | NA | NA | … | … | -10.28 | -0.42 | -5.84 | -1.43 | 2.55 | 1.51 | 1.13 |
| Sharpe Ratio | NA | -0.93 | -0.98 | -0.58 | NA | NA | NA | … | … | -1.28 | -0.51 | -1.83 | -0.72 | 0.66 | 0.40 | 0.83 |
| Standard Deviation(%) | NA | 11.55 | 7.31 | 6.11 | NA | NA | NA | … | … | 16.54 | 3.61 | 3.91 | 2.88 | 3.51 | 3.70 | 3.29 |
| Draw Down(%) | NA | 18.66 | 23.90 | 24.10 | NA | NA | NA | … | … | 18.05 | 3.91 | 7.64 | 2.33 | 3.32 | 2.08 | 2.10 |
| Yield(%) | 0.00 | 2.19 | 0.68 | 1.02 | 0.52 | 0.35 | 0.26 | … | … | 0.00 | 2.17 | 0.03 | 0.00 | 0.43 | 2.57 | 0.14 |
Data as of 06/19/2020, Common starting date is 08/01/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JALPX (JPMORGAN SYSTEMATIC ALPHA FUND CLASS R6) |
-6.28%
Mar 2017 – Mar 2020 |
-3.08%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JALPX (JPMORGAN SYSTEMATIC ALPHA FUND CLASS R6) |
1.40%
Sep 2014 – Sep 2017 |
-0.24%
Sep 2014 – Sep 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart