Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JFTIX (JPMORGAN INTREPID INTERNATIONAL FUND INSTITUTIONAL CLASS) | NA | 3.54% | 0.33% | 8.01% | 0.72% | 4.76% | NA | … | … |
Data as of 12/14/2016, Common starting date is 06/11/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JFTIX (JPMORGAN INTREPID INTERNATIONAL FUND INSTITUTIONAL CLASS) | 06/11/2001 | 12/14/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.54 | 0.33 | 8.01 | 0.72 | 4.76 | NA | … | … | 1.03 | 1.68 | -6.01 | 23.12 | 19.90 | -14.70 | 12.62 | 27.77 | -45.11 | 10.96 | 26.20 | 14.33 | 13.95 | 35.70 | -17.01 | -9.36 |
| Sharpe Ratio | NA | 0.18 | 0.03 | 0.50 | 0.01 | NA | NA | … | … | 0.05 | 0.11 | -0.49 | 1.75 | 1.17 | -0.51 | 0.56 | 0.91 | -1.01 | 0.42 | 1.56 | 1.12 | 0.88 | 2.28 | -0.86 | -0.98 |
| Standard Deviation(%) | NA | 18.92 | 15.86 | 15.80 | 24.61 | NA | NA | … | … | 18.58 | 15.40 | 12.19 | 13.21 | 17.10 | 28.81 | 22.49 | 30.28 | 45.50 | 19.20 | 14.73 | 10.88 | 14.81 | 15.32 | 21.05 | 18.71 |
| Draw Down(%) | NA | 15.25 | 22.41 | 22.41 | 63.17 | NA | NA | … | … | 13.79 | 15.14 | 13.91 | 10.23 | 16.30 | 28.11 | 18.85 | 28.97 | 56.83 | 14.17 | 16.93 | 6.84 | 13.34 | 17.91 | 28.23 | 23.88 |
| Yield(%) | 0.00 | 0.42 | 1.14 | 1.76 | 1.72 | 2.35 | 1.57 | … | … | 0.00 | 0.42 | 1.47 | 1.79 | 2.12 | 1.44 | 2.09 | 2.36 | 4.90 | 2.93 | 1.11 | 1.67 | 0.00 | 2.43 | 0.00 | 0.00 |
Data as of 12/14/2016, Common starting date is 06/11/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFTIX (JPMORGAN INTREPID INTERNATIONAL FUND INSTITUTIONAL CLASS) |
-17.02%
Feb 2006 – Feb 2009 |
-7.93%
May 2007 – May 2012 |
0.66%
Nov 2006 – Nov 2016 |
4.20%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFTIX (JPMORGAN INTREPID INTERNATIONAL FUND INSTITUTIONAL CLASS) |
29.69%
Mar 2003 – Mar 2006 |
21.81%
Sep 2002 – Sep 2007 |
8.77%
Mar 2003 – Mar 2013 |
5.27%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart