Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMMRX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS R5) | NA | 3.97% | 1.57% | 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 |
|---|---|---|
| JMMRX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS R5) | 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 (%) | 0.00 | 3.97 | 1.57 | NA | NA | NA | NA | … | … | 4.43 | -10.22 | 3.42 | 0.33 | -0.11 |
| Sharpe Ratio | NA | 0.81 | 0.16 | NA | NA | NA | NA | … | … | 1.79 | -1.36 | 1.17 | 0.04 | -0.04 |
| Standard Deviation(%) | NA | 2.18 | 2.89 | NA | NA | NA | NA | … | … | 1.78 | 8.49 | 2.39 | 3.04 | 3.73 |
| Draw Down(%) | NA | 2.12 | 6.04 | NA | NA | NA | NA | … | … | 0.92 | 13.21 | 1.21 | 2.66 | 3.64 |
| Yield(%) | 0.00 | 0.00 | 3.71 | 2.48 | 1.24 | 0.83 | 0.62 | … | … | 0.00 | 7.54 | 3.62 | 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 |
|---|---|---|---|---|
| JMMRX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS R5) |
0.29%
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 |
|---|---|---|---|---|
| JMMRX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS R5) |
2.32%
Sep 2015 – Sep 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart