Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JECZX (JPMORGAN EMERGING MARKETS STRATEGIC DEBT FUND CLASS R2) | NA | -13.53% | -2.56% | -1.08% | NA | NA | NA | … | … |
Data as of 05/02/2022, Common starting date is 07/03/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JECZX (JPMORGAN EMERGING MARKETS STRATEGIC DEBT FUND CLASS R2) | 07/03/2012 | 05/02/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -13.53 | -2.56 | -1.08 | NA | NA | NA | … | … | -13.51 | -6.39 | 4.34 | 12.17 | -6.56 | 8.45 | 9.83 | -16.34 | -6.60 | -11.05 | 5.03 |
| Sharpe Ratio | NA | -1.81 | -0.35 | -0.26 | NA | NA | NA | … | … | -2.96 | -1.47 | 0.35 | 2.95 | -2.12 | 2.66 | 0.92 | -1.71 | -0.87 | -1.31 | 1.67 |
| Standard Deviation(%) | NA | 7.59 | 8.44 | 6.90 | NA | NA | NA | … | … | 12.14 | 4.36 | 11.72 | 3.64 | 3.72 | 2.95 | 10.47 | 9.57 | 7.63 | 8.45 | 6.31 |
| Draw Down(%) | NA | 17.04 | 21.11 | 21.11 | NA | NA | NA | … | … | 14.30 | 7.76 | 21.11 | 2.67 | 8.83 | 1.95 | 7.08 | 19.16 | 14.14 | 15.95 | 2.73 |
| Yield(%) | 0.00 | 3.64 | 3.72 | 3.65 | 1.77 | 1.18 | 0.89 | … | … | 0.39 | 4.33 | 3.06 | 4.07 | 4.17 | 4.28 | 0.00 | 0.00 | 0.00 | 0.87 | 0.84 |
Data as of 05/02/2022, Common starting date is 07/03/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JECZX (JPMORGAN EMERGING MARKETS STRATEGIC DEBT FUND CLASS R2) |
-11.60%
Jan 2013 – Jan 2016 |
-4.72%
Apr 2013 – Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JECZX (JPMORGAN EMERGING MARKETS STRATEGIC DEBT FUND CLASS R2) |
4.98%
Jan 2016 – Jan 2019 |
5.43%
Dec 2015 – Dec 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart