Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMNSX (JPMORGAN RESEARCH MARKET NEUTRAL FUND SELECT CLASS) | -3.43% | -1.55% | 6.45% | 5.86% | 4.00% | 2.51% | NA | … | … |
Data as of 06/03/2026, Common starting date is 11/04/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMNSX (JPMORGAN RESEARCH MARKET NEUTRAL FUND SELECT CLASS) | 11/04/2009 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.33 | -1.55 | 6.45 | 5.86 | 4.00 | 2.51 | NA | … | … | -3.43 | 3.71 | 14.42 | 11.32 | -2.15 | 4.09 | 4.69 | 1.22 | 2.19 | 5.67 | -2.17 | -3.79 | 3.09 | 2.01 | 4.26 | -7.25 | -1.15 | -1.20 |
| Sharpe Ratio | NA | -1.29 | 0.80 | 0.66 | 0.45 | NA | NA | … | … | -2.95 | 0.20 | 3.02 | 2.21 | -0.70 | 0.59 | 0.44 | -0.06 | 0.20 | 1.48 | -0.63 | -1.11 | 1.03 | 0.70 | 1.36 | -2.27 | -0.44 | -2.06 |
| Standard Deviation(%) | NA | 3.21 | 3.79 | 4.26 | 5.26 | NA | NA | … | … | 3.67 | 4.10 | 3.58 | 3.50 | 5.13 | 6.88 | 9.98 | 4.62 | 4.10 | 3.40 | 3.79 | 3.43 | 2.98 | 2.81 | 3.11 | 3.21 | 2.85 | 3.65 |
| Draw Down(%) | NA | 4.35 | 4.35 | 7.45 | 13.59 | NA | NA | … | … | 3.81 | 2.91 | 1.49 | 1.14 | 6.97 | 5.40 | 10.56 | 4.96 | 4.16 | 1.95 | 4.68 | 4.57 | 2.61 | 1.91 | 3.78 | 8.39 | 2.92 | 2.02 |
| Yield(%) | 0.00 | 2.74 | 3.74 | 2.48 | 3.39 | 2.33 | 1.67 | … | … | 0.00 | 2.78 | 5.20 | 2.98 | 0.00 | 0.00 | 0.00 | 18.72 | 0.90 | 2.74 | 0.00 | 0.00 | 2.56 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/03/2026, Common starting date is 11/04/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMNSX (JPMORGAN RESEARCH MARKET NEUTRAL FUND SELECT CLASS) |
-1.52%
Feb 2010 – Feb 2013 |
-1.10%
Feb 2011 – Feb 2016 |
0.34%
Dec 2009 – Dec 2019 |
2.20%
Mar 2010 – Mar 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMNSX (JPMORGAN RESEARCH MARKET NEUTRAL FUND SELECT CLASS) |
10.70%
Jun 2022 – Jun 2025 |
6.44%
Jan 2021 – Jan 2026 |
4.25%
Apr 2016 – Apr 2026 |
2.64%
Jul 2010 – Jul 2025 |
Annualized Rolling Returns Comparison Chart