Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPDEX (JPMORGAN TAX AWARE EQUITY FUND INSTITUTIONAL CLASS) | NA | 25.52% | 9.23% | 16.48% | 12.35% | 14.56% | 9.89% | … | … |
Data as of 12/20/2023, Common starting date is 12/22/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPDEX (JPMORGAN TAX AWARE EQUITY FUND INSTITUTIONAL CLASS) | 12/22/1997 | 12/20/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.26 | 25.52 | 9.23 | 16.48 | 12.35 | 14.56 | 9.89 | … | … | 25.03 | -20.07 | 28.21 | 25.33 | 30.67 | -4.92 | 23.37 | 10.07 | 2.03 | 13.90 | 35.12 | 17.58 | -1.93 | 14.14 | 30.62 | -36.12 | 3.87 | 15.91 | 3.50 | 11.44 | 29.91 | -24.19 | -10.48 | -8.87 | 17.39 | 32.17 | 2.37 |
| Sharpe Ratio | NA | 1.61 | 0.40 | 0.63 | 0.58 | NA | NA | … | … | 1.66 | -0.86 | 1.92 | 0.62 | 2.15 | -0.34 | 2.95 | 0.66 | 0.12 | 1.10 | 2.90 | 1.24 | -0.08 | 0.75 | 1.11 | -0.90 | 0.05 | 1.26 | 0.13 | 0.94 | 1.72 | -0.97 | -0.59 | -0.59 | 0.81 | 1.39 | 7.88 |
| Standard Deviation(%) | NA | 13.18 | 18.39 | 23.88 | 19.67 | NA | NA | … | … | 13.04 | 25.09 | 14.72 | 40.09 | 13.64 | 18.53 | 7.73 | 14.87 | 16.64 | 12.64 | 12.11 | 14.24 | 24.35 | 18.84 | 27.55 | 41.04 | 16.20 | 10.07 | 10.22 | 11.15 | 16.95 | 26.18 | 21.99 | 22.15 | 17.39 | 20.74 | 20.84 |
| Draw Down(%) | NA | 8.28 | 24.95 | 33.75 | 33.75 | NA | NA | … | … | 8.28 | 24.59 | 6.56 | 33.75 | 7.24 | 20.43 | 2.86 | 13.67 | 13.15 | 8.73 | 5.57 | 11.63 | 20.86 | 16.46 | 25.26 | 46.98 | 10.48 | 7.56 | 7.28 | 7.52 | 14.01 | 34.30 | 28.79 | 16.23 | 13.66 | 19.88 | 2.05 |
| Yield(%) | 0.00 | 1.01 | 8.23 | 12.19 | 10.18 | 15.76 | 9.87 | … | … | 0.70 | 6.41 | 16.83 | 15.29 | 8.50 | 3.74 | 8.98 | 5.83 | 5.33 | 4.33 | 1.32 | 1.66 | 1.63 | 1.30 | 1.64 | 1.70 | 1.49 | 1.40 | 1.22 | 1.64 | 1.31 | 0.91 | 0.71 | 0.93 | 0.93 | 1.32 | 0.67 |
Data as of 12/20/2023, Common starting date is 12/22/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPDEX (JPMORGAN TAX AWARE EQUITY FUND INSTITUTIONAL CLASS) |
-16.29%
Mar 2000 – Mar 2003 |
-6.49%
Feb 2004 – Feb 2009 |
-3.57%
Feb 1999 – Feb 2009 |
3.98%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPDEX (JPMORGAN TAX AWARE EQUITY FUND INSTITUTIONAL CLASS) |
28.05%
Dec 2018 – Dec 2021 |
23.15%
Feb 2009 – Feb 2014 |
17.51%
Sep 2011 – Sep 2021 |
14.11%
Nov 2008 – Nov 2023 |
Annualized Rolling Returns Comparison Chart