Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JIOSX (JPMORGAN INTERNATIONAL OPPORTUNITIES FUND SELECT CLASS) | NA | 19.98% | 4.75% | 7.17% | 0.86% | 7.26% | NA | … | … |
Data as of 10/31/2017, Common starting date is 12/22/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JIOSX (JPMORGAN INTERNATIONAL OPPORTUNITIES FUND SELECT CLASS) | 12/22/1997 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 19.98 | 4.75 | 7.17 | 0.86 | 7.26 | NA | … | … | 17.43 | 0.03 | 0.59 | -6.82 | 19.69 | 19.90 | -13.26 | 9.38 | 31.05 | -41.57 | 10.57 | 29.04 | 13.91 | 14.63 | 34.60 | -18.25 | -20.42 | -18.48 | 40.11 | 3.45 | 2.74 |
| Sharpe Ratio | NA | 2.33 | 0.30 | 0.49 | 0.03 | NA | NA | … | … | 2.64 | -0.01 | 0.04 | -0.53 | 1.47 | 1.18 | -0.47 | 0.42 | 1.04 | -0.99 | 0.41 | 1.85 | 1.08 | 0.91 | 2.23 | -0.93 | -1.31 | -1.43 | 2.93 | 0.01 | 22.34 |
| Standard Deviation(%) | NA | 8.33 | 15.17 | 14.39 | 23.50 | NA | NA | … | … | 7.83 | 18.20 | 15.78 | 13.00 | 13.36 | 16.90 | 28.04 | 22.27 | 29.86 | 43.00 | 18.48 | 13.97 | 10.87 | 15.03 | 15.18 | 20.89 | 17.64 | 15.73 | 12.61 | 19.52 | 9.30 |
| Draw Down(%) | NA | 2.41 | 22.31 | 22.56 | 59.01 | NA | NA | … | … | 2.39 | 13.50 | 15.29 | 15.37 | 10.18 | 15.22 | 26.98 | 19.46 | 27.88 | 53.75 | 13.20 | 15.65 | 6.94 | 13.24 | 17.62 | 29.08 | 31.84 | 21.98 | 8.63 | 30.74 | 0.10 |
| Yield(%) | 0.00 | 3.39 | 1.99 | 2.13 | 1.56 | 3.20 | 2.19 | … | … | 0.00 | 3.38 | 0.24 | 2.54 | 1.08 | 2.54 | 2.58 | 2.91 | 3.01 | 1.31 | 1.91 | 1.53 | 1.94 | 0.58 | 3.13 | 0.00 | 1.72 | 0.83 | 2.03 | 2.64 | 0.68 |
Data as of 10/31/2017, Common starting date is 12/22/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIOSX (JPMORGAN INTERNATIONAL OPPORTUNITIES FUND SELECT CLASS) |
-21.30%
Mar 2000 – Mar 2003 |
-9.18%
Mar 1998 – Mar 2003 |
-1.23%
Feb 1999 – Feb 2009 |
1.72%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIOSX (JPMORGAN INTERNATIONAL OPPORTUNITIES FUND SELECT CLASS) |
29.29%
Mar 2003 – Mar 2006 |
21.33%
Sep 2002 – Sep 2007 |
9.59%
Mar 2003 – Mar 2013 |
7.66%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart