Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMMAX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS A) | NA | -8.54% | -2.97% | 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 |
|---|---|---|
| JMMAX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS A) | 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 (%) | -11.90 | -8.54 | -2.97 | NA | NA | NA | NA | … | … | 4.36 | -10.80 | 3.02 | -0.13 | -0.63 |
| Sharpe Ratio | NA | 0.73 | 0.03 | NA | NA | NA | NA | … | … | 1.72 | -1.41 | 0.99 | -0.11 | -0.19 |
| Standard Deviation(%) | NA | 2.19 | 2.91 | NA | NA | NA | NA | … | … | 1.81 | 8.59 | 2.43 | 3.06 | 3.72 |
| Draw Down(%) | NA | 2.15 | 6.18 | NA | NA | NA | NA | … | … | 0.86 | 13.46 | 1.30 | 2.67 | 3.90 |
| Yield(%) | 0.00 | 0.00 | 3.60 | 2.40 | 1.20 | 0.80 | 0.60 | … | … | 0.00 | 7.62 | 3.22 | 0.00 | 1.39 |
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 |
|---|---|---|---|---|
| JMMAX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS A) |
-0.17%
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 |
|---|---|---|---|---|
| JMMAX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS A) |
1.83%
Sep 2015 – Sep 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart