Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPIEX (JPMORGAN DISCIPLINED EQUITY FUND INSTITUTIONAL CLASS) | NA | 8.03% | 10.35% | 9.15% | 13.05% | 8.70% | 5.84% | … | … |
Data as of 07/23/2020, Common starting date is 03/20/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPIEX (JPMORGAN DISCIPLINED EQUITY FUND INSTITUTIONAL CLASS) | 03/20/1997 | 07/23/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.00 | 8.03 | 10.35 | 9.15 | 13.05 | 8.70 | 5.84 | … | … | -0.72 | 31.40 | -5.59 | 21.50 | 9.68 | -2.25 | 15.74 | 34.12 | 17.21 | 1.15 | 15.39 | 31.53 | -36.71 | 5.13 | 15.59 | 3.84 | 12.03 | 29.61 | -24.76 | -11.71 | -10.87 | 18.32 | 32.35 | 26.03 |
| Sharpe Ratio | NA | 0.21 | 0.40 | 0.42 | 0.71 | NA | NA | … | … | -0.04 | 2.31 | -0.40 | 3.02 | 0.67 | -0.14 | 1.28 | 2.89 | 1.29 | 0.05 | 0.83 | 1.15 | -0.92 | 0.12 | 1.21 | 0.15 | 0.98 | 1.73 | -0.98 | -0.65 | -0.67 | 0.85 | 1.41 | 1.61 |
| Standard Deviation(%) | NA | 34.21 | 23.00 | 19.98 | 17.89 | NA | NA | … | … | 44.27 | 12.96 | 17.61 | 6.92 | 14.19 | 16.54 | 12.28 | 11.81 | 13.42 | 23.47 | 18.38 | 27.33 | 41.04 | 16.24 | 10.14 | 10.35 | 11.33 | 16.69 | 26.37 | 22.21 | 22.60 | 17.70 | 20.47 | 19.01 |
| Draw Down(%) | NA | 34.70 | 34.70 | 34.70 | 34.70 | NA | NA | … | … | 34.70 | 6.92 | 19.86 | 2.63 | 12.93 | 14.38 | 8.73 | 5.64 | 9.84 | 18.53 | 15.61 | 25.63 | 47.89 | 10.25 | 7.62 | 7.16 | 7.90 | 13.93 | 34.97 | 29.56 | 17.49 | 12.62 | 19.49 | 10.59 |
| Yield(%) | 0.00 | 10.88 | 8.66 | 6.94 | 9.57 | 6.55 | 4.34 | … | … | 0.56 | 13.17 | 11.69 | 1.63 | 1.67 | 5.33 | 8.65 | 8.83 | 5.93 | 1.48 | 1.48 | 2.85 | 1.67 | 1.66 | 1.59 | 1.31 | 2.31 | 1.49 | 0.95 | 0.66 | 0.85 | 6.20 | 5.80 | 2.10 |
Data as of 07/23/2020, Common starting date is 03/20/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPIEX (JPMORGAN DISCIPLINED EQUITY FUND INSTITUTIONAL CLASS) |
-17.33%
Mar 2000 – Mar 2003 |
-6.50%
Feb 2004 – Feb 2009 |
-3.87%
Feb 1999 – Feb 2009 |
3.96%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPIEX (JPMORGAN DISCIPLINED EQUITY FUND INSTITUTIONAL CLASS) |
26.68%
Feb 2009 – Feb 2012 |
24.19%
Feb 2009 – Feb 2014 |
16.55%
Feb 2009 – Feb 2019 |
10.64%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart