Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMCMX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS C) | NA | -8.59% | -3.31% | NA | NA | NA | NA | … | … |
Data as of 12/16/2019, Common starting date is 02/04/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMCMX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS C) | 02/04/2015 | 12/16/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -11.81 | -8.59 | -3.31 | NA | NA | NA | NA | … | … | 4.14 | -11.28 | 2.41 | -0.60 | -1.02 |
| Sharpe Ratio | NA | 0.67 | -0.10 | NA | NA | NA | NA | … | … | 1.64 | -1.45 | 0.76 | -0.26 | -0.31 |
| Standard Deviation(%) | NA | 2.15 | 2.87 | NA | NA | NA | NA | … | … | 1.76 | 8.71 | 2.36 | 3.06 | 3.71 |
| Draw Down(%) | NA | 2.12 | 6.29 | NA | NA | NA | NA | … | … | 0.95 | 13.68 | 1.31 | 2.76 | 4.10 |
| Yield(%) | 0.00 | 0.00 | 3.54 | 2.34 | 1.17 | 0.78 | 0.59 | … | … | 0.00 | 7.72 | 2.95 | 0.00 | 1.40 |
Data as of 12/16/2019, Common starting date is 02/04/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMCMX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS C) |
-0.66%
Dec 2015 – Dec 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMCMX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS C) |
1.33%
Sep 2015 – Sep 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart