Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMMYX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS R6) | NA | -8.65% | -2.66% | 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 |
|---|---|---|
| JMMYX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS R6) | 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 (%) | -12.14 | -8.65 | -2.66 | NA | NA | NA | NA | … | … | 4.42 | -10.14 | 3.53 | 0.33 | -0.11 |
| Sharpe Ratio | NA | 0.83 | 0.18 | NA | NA | NA | NA | … | … | 1.83 | -1.36 | 1.21 | 0.04 | -0.04 |
| Standard Deviation(%) | NA | 2.11 | 2.88 | NA | NA | NA | NA | … | … | 1.73 | 8.41 | 2.41 | 3.08 | 3.70 |
| Draw Down(%) | NA | 2.11 | 6.02 | NA | NA | NA | NA | … | … | 0.91 | 13.19 | 1.21 | 2.66 | 3.58 |
| Yield(%) | 0.00 | 0.00 | 3.72 | 2.49 | 1.25 | 0.83 | 0.62 | … | … | 0.00 | 7.53 | 3.65 | 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 |
|---|---|---|---|---|
| JMMYX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS R6) |
0.35%
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 |
|---|---|---|---|---|
| JMMYX (JPMORGAN MULTI-MANAGER ALTERNATIVES FUND CLASS R6) |
2.35%
Sep 2015 – Sep 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart