Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDVBX (JPMorgan Diversified B) | NA | 4.59% | 12.13% | 10.28% | 6.45% | NA | NA | … | … |
Data as of 06/26/2015, Common starting date is 03/27/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDVBX (JPMorgan Diversified B) | 03/27/2003 | 06/26/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.59 | 12.13 | 10.28 | 6.45 | NA | NA | … | … | 3.23 | -0.60 | 10.79 | 10.93 | -4.07 | 11.62 | 23.87 | -28.99 | -4.48 | 6.56 | 2.11 | 7.43 | 20.77 |
| Sharpe Ratio | NA | -0.21 | 0.76 | 0.57 | 0.10 | NA | NA | … | … | 0.88 | -0.07 | 1.24 | 1.16 | -0.25 | 0.90 | 1.30 | -1.21 | -0.53 | 0.42 | -0.01 | 0.84 | 3.16 |
| Standard Deviation(%) | NA | 8.70 | 8.62 | 11.09 | 14.08 | NA | NA | … | … | 7.67 | 8.56 | 8.70 | 9.47 | 16.53 | 12.79 | 18.32 | 24.58 | 14.32 | 7.77 | 6.82 | 7.67 | 8.64 |
| Draw Down(%) | NA | 7.98 | 7.98 | 16.95 | 47.43 | NA | NA | … | … | 2.48 | 7.41 | 6.74 | 8.00 | 16.95 | 10.28 | 17.97 | 35.78 | 12.76 | 6.10 | 5.12 | 6.69 | 5.03 |
| Yield(%) | 0.00 | 6.09 | 5.92 | 4.62 | 4.36 | 3.87 | 2.90 | … | … | 0.00 | 6.56 | 5.85 | 4.00 | 1.55 | 1.51 | 1.77 | 3.18 | 10.27 | 5.02 | 1.20 | 1.10 | 0.43 |
Data as of 06/26/2015, Common starting date is 03/27/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDVBX (JPMorgan Diversified B) |
-8.87%
Feb 2006 – Feb 2009 |
-3.30%
Feb 2004 – Feb 2009 |
5.85%
Jan 2004 – Jan 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDVBX (JPMorgan Diversified B) |
19.51%
Feb 2009 – Feb 2012 |
16.41%
Feb 2009 – Feb 2014 |
6.94%
Apr 2003 – Apr 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart