Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JEDSX (JPMORGAN EMERGING MARKETS CORPORATE DEBT FUND CLASS I) | NA | 9.77% | 4.07% | 4.41% | NA | NA | NA | … | … |
Data as of 02/07/2020, Common starting date is 09/02/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEDSX (JPMORGAN EMERGING MARKETS CORPORATE DEBT FUND CLASS I) | 09/02/2014 | 02/07/2020 |
| 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 (%) | 0.00 | 9.77 | 4.07 | 4.41 | NA | NA | NA | … | … | 1.26 | 12.03 | -5.96 | 7.74 | 10.55 | -1.87 | -3.07 |
| Sharpe Ratio | NA | 4.99 | 1.34 | 1.47 | NA | NA | NA | … | … | 11.84 | 5.79 | -2.59 | 4.50 | 3.19 | -0.70 | -3.09 |
| Standard Deviation(%) | NA | 1.69 | 2.17 | 2.50 | NA | NA | NA | … | … | 1.01 | 1.84 | 2.82 | 1.59 | 3.23 | 2.71 | 2.89 |
| Draw Down(%) | NA | 0.99 | 7.14 | 7.14 | NA | NA | NA | … | … | 0.10 | 0.99 | 7.14 | 0.99 | 2.79 | 5.25 | 4.44 |
| Yield(%) | 2.26 | 7.91 | 5.51 | 4.91 | 2.58 | 1.72 | 1.29 | … | … | 3.45 | 4.71 | 4.80 | 4.38 | 4.58 | 3.25 | 2.36 |
Data as of 02/07/2020, Common starting date is 09/02/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEDSX (JPMORGAN EMERGING MARKETS CORPORATE DEBT FUND CLASS I) |
2.82%
Jun 2015 – Jun 2018 |
3.58%
Oct 2014 – Oct 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEDSX (JPMORGAN EMERGING MARKETS CORPORATE DEBT FUND CLASS I) |
5.42%
Jan 2015 – Jan 2018 |
4.49%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart