Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMNAX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS A) | -3.43% | -1.72% | 6.21% | 5.61% | 3.70% | 2.23% | 2.48% | … | … |
Data as of 06/03/2026, Common starting date is 03/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMNAX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS A) | 03/05/2002 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.28 | -1.72 | 6.21 | 5.61 | 3.70 | 2.23 | 2.48 | … | … | -3.43 | 3.40 | 14.14 | 11.13 | -2.38 | 3.79 | 3.94 | 0.98 | 1.93 | 5.39 | -2.39 | -4.05 | 2.85 | 1.72 | 4.01 | -7.48 | -1.44 | 9.67 | -1.06 | 7.49 | 6.54 | -0.81 | 0.05 | 1.14 | -5.15 |
| Sharpe Ratio | NA | -1.34 | 0.75 | 0.61 | 0.39 | NA | NA | … | … | -2.92 | 0.12 | 2.98 | 2.19 | -0.74 | 0.55 | 0.36 | -0.11 | 0.13 | 1.39 | -0.70 | -1.20 | 0.96 | 0.61 | 1.29 | -2.33 | -0.54 | 2.67 | -0.38 | 1.41 | 1.23 | -1.18 | -0.36 | 0.15 | -1.75 |
| Standard Deviation(%) | NA | 3.22 | 3.78 | 4.24 | 5.32 | NA | NA | … | … | 3.72 | 4.10 | 3.53 | 3.45 | 5.14 | 6.91 | 10.28 | 4.60 | 4.12 | 3.41 | 3.72 | 3.41 | 2.94 | 2.75 | 3.09 | 3.22 | 2.85 | 3.59 | 5.36 | 3.10 | 2.55 | 2.60 | 2.59 | 2.78 | 4.18 |
| Draw Down(%) | NA | 4.41 | 4.41 | 7.58 | 14.00 | NA | NA | … | … | 3.78 | 3.00 | 1.46 | 1.15 | 7.07 | 5.43 | 10.93 | 5.00 | 4.21 | 1.96 | 4.71 | 4.72 | 2.69 | 1.96 | 3.80 | 8.64 | 3.10 | 1.47 | 6.34 | 1.97 | 1.14 | 3.70 | 2.90 | 3.26 | 5.95 |
| Yield(%) | 0.00 | 2.77 | 3.76 | 2.47 | 3.44 | 2.34 | 2.33 | … | … | 0.00 | 2.81 | 5.29 | 2.91 | 0.00 | 0.00 | 0.00 | 19.57 | 0.94 | 2.84 | 0.00 | 0.00 | 2.63 | 0.00 | 0.00 | 0.00 | 0.00 | 1.09 | 1.09 | 3.99 | 4.69 | 1.40 | 1.05 | 0.00 | 0.00 |
Data as of 06/03/2026, Common starting date is 03/05/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMNAX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS A) |
-1.98%
Jun 2009 – Jun 2012 |
-1.35%
Feb 2011 – Feb 2016 |
0.01%
Nov 2009 – Nov 2019 |
0.80%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMNAX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS A) |
10.42%
Jun 2022 – Jun 2025 |
6.21%
Jan 2021 – Jan 2026 |
3.95%
Apr 2016 – Apr 2026 |
2.36%
Jul 2010 – Jul 2025 |
Annualized Rolling Returns Comparison Chart