Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JLSRX (JPMORGAN RESEARCH EQUITY LONG/SHORT FUND CLASS R5) | NA | -1.86% | 2.20% | 3.35% | NA | NA | NA | … | … |
Data as of 08/30/2016, Common starting date is 06/11/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JLSRX (JPMORGAN RESEARCH EQUITY LONG/SHORT FUND CLASS R5) | 06/11/2010 | 08/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.06 | -1.86 | 2.20 | 3.35 | NA | NA | NA | … | … | -1.09 | -4.00 | 5.85 | 10.34 | 8.95 | -7.03 | 3.28 |
| Sharpe Ratio | NA | -0.31 | 0.32 | 0.51 | NA | NA | NA | … | … | -0.23 | -0.56 | 1.06 | 2.09 | 1.56 | -0.92 | 1.15 |
| Standard Deviation(%) | NA | 7.89 | 6.66 | 6.45 | NA | NA | NA | … | … | 7.89 | 7.16 | 5.52 | 4.93 | 5.76 | 7.69 | 5.07 |
| Draw Down(%) | NA | 9.57 | 12.16 | 12.16 | NA | NA | NA | … | … | 7.55 | 6.37 | 4.59 | 2.98 | 5.34 | 9.71 | 2.65 |
| Yield(%) | 0.00 | 0.00 | 2.12 | 1.40 | 0.70 | 0.47 | 0.35 | … | … | 0.00 | 0.00 | 2.71 | 3.68 | 0.00 | 0.00 | 0.15 |
Data as of 08/30/2016, Common starting date is 06/11/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLSRX (JPMORGAN RESEARCH EQUITY LONG/SHORT FUND CLASS R5) |
1.50%
Jul 2013 – Jul 2016 |
1.57%
Feb 2011 – Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLSRX (JPMORGAN RESEARCH EQUITY LONG/SHORT FUND CLASS R5) |
8.36%
Dec 2011 – Dec 2014 |
3.85%
Jul 2010 – Jul 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart