Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMEZX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS R2) | NA | -7.19% | 10.31% | 7.88% | 11.22% | NA | NA | … | … |
Data as of 05/16/2022, Common starting date is 11/05/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMEZX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS R2) | 11/05/2008 | 05/16/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.19 | 10.31 | 7.88 | 11.22 | NA | NA | … | … | -11.22 | 13.46 | 9.23 | 23.70 | -13.69 | 14.04 | 20.88 | -1.44 | 9.02 | 35.71 | 16.44 | -2.71 | 23.91 | 33.84 | -7.77 |
| Sharpe Ratio | NA | -0.36 | 0.34 | 0.29 | 0.53 | NA | NA | … | … | -1.21 | 0.58 | 0.21 | 1.49 | -0.91 | 1.25 | 1.26 | -0.10 | 0.66 | 2.67 | 1.06 | -0.09 | 1.07 | 1.01 | -0.56 |
| Standard Deviation(%) | NA | 20.25 | 29.47 | 24.61 | 20.28 | NA | NA | … | … | 23.04 | 23.35 | 43.26 | 15.00 | 16.55 | 10.75 | 16.38 | 15.44 | 13.67 | 13.37 | 15.54 | 31.60 | 22.34 | 33.49 | 74.17 |
| Draw Down(%) | NA | 13.41 | 43.47 | 43.47 | 43.47 | NA | NA | … | … | 12.56 | 17.86 | 43.47 | 9.47 | 25.18 | 5.82 | 11.82 | 12.98 | 10.85 | 6.53 | 11.82 | 27.05 | 18.98 | 29.79 | 25.42 |
| Yield(%) | 0.00 | 15.18 | 10.11 | 9.80 | 12.16 | 12.52 | 9.39 | … | … | 4.79 | 13.16 | 4.29 | 6.77 | 11.48 | 11.96 | 11.34 | 17.85 | 13.00 | 11.25 | 6.81 | 7.67 | 0.21 | 1.36 | 0.00 |
Data as of 05/16/2022, Common starting date is 11/05/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMEZX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS R2) |
-6.81%
Mar 2017 – Mar 2020 |
-1.24%
Mar 2015 – Mar 2020 |
6.52%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMEZX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS R2) |
30.14%
Feb 2009 – Feb 2012 |
26.23%
Feb 2009 – Feb 2014 |
16.60%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart