Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPM-PH (JPMorgan Chase & Co) | NA | -1.42% | -2.00% | -1.22% | NA | NA | NA | … | … |
Data as of 05/28/2021, Common starting date is 07/24/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPM-PH (JPMorgan Chase & Co) | 07/24/2015 | 05/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.16 | -1.42 | -2.00 | -1.22 | NA | NA | NA | … | … | -3.43 | 0.70 | -0.16 | -4.27 | 5.24 | -1.27 | 4.52 |
| Sharpe Ratio | NA | -0.26 | -0.35 | -0.25 | NA | NA | NA | … | … | -1.49 | 0.04 | -0.27 | -0.84 | 0.77 | -0.18 | 1.77 |
| Standard Deviation(%) | NA | 5.57 | 8.29 | 7.89 | NA | NA | NA | … | … | 5.56 | 11.64 | 5.81 | 6.67 | 5.98 | 8.28 | 5.94 |
| Draw Down(%) | NA | 3.92 | 14.40 | 16.33 | NA | NA | NA | … | … | 3.63 | 10.17 | 3.90 | 7.57 | 3.05 | 9.04 | 2.33 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/28/2021, Common starting date is 07/24/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPM-PH (JPMorgan Chase & Co) |
-2.49%
Jun 2017 – Jun 2020 |
-0.64%
Apr 2016 – Apr 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPM-PH (JPMorgan Chase & Co) |
1.82%
Aug 2015 – Aug 2018 |
0.67%
Aug 2015 – Aug 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart