Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JMNAX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS A) | 2.00% | 5.99% | 9.13% | 4.14% | 3.27% | 2.05% | 2.57% | 2.03% |
Data as of 06/20/2025, AR inception is 03/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMNAX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS A) | 03/05/2002 | 06/20/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | 0.07 | 5.99 | 9.13 | 4.14 | 3.27 | 2.05 | 2.57 | 2.03 | 2.00 | 11.56 | 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 | 0.55 | 1.43 | 0.35 | 0.34 | NA | NA | 0.20 | 0.22 | 1.12 | 2.02 | -0.74 | 0.55 | 0.36 | -0.09 | 0.15 | 1.40 | -0.70 | -1.20 | 0.96 | 0.61 | 1.29 | -2.33 | -0.54 | 2.67 | -0.37 | 1.46 | 1.29 | -1.14 | -0.34 | 0.16 | -1.74 |
| Standard Deviation(%) | NA | 4.93 | 4.06 | 6.25 | 5.44 | NA | NA | 4.33 | 5.22 | 4.42 | 3.43 | 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 | 4.51 | 4.51 | 14.00 | 14.00 | NA | NA | 14.00 | 3.00 | 3.04 | 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 | 2.50 | 1.99 | 1.12 | 2.78 | 1.95 | 2.19 | 1.85 | 0.00 | 2.70 | 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 06/20/2025, AR inception 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) |
9.23%
May 2022 - May 2025 |
6.06%
Nov 2019 - Nov 2024 |
3.20%
Nov 2014 - Nov 2024 |
2.35%
Oct 2005 - Oct 2020 |
Annualized Rolling Returns Comparison Chart