Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPMF (JPMorgan Managed Futures Strategy ETF) | NA | -10.35% | NA | NA | NA | NA | NA | … | … |
Data as of 06/24/2020, Common starting date is 12/07/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPMF (JPMorgan Managed Futures Strategy ETF) | 12/07/2017 | 06/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.35 | NA | NA | NA | NA | NA | … | … | -9.97 | 3.46 | -6.27 | -0.37 |
| Sharpe Ratio | NA | -0.89 | NA | NA | NA | NA | NA | … | … | -1.20 | 0.28 | -1.06 | -1.25 |
| Standard Deviation(%) | NA | 12.51 | NA | NA | NA | NA | NA | … | … | 16.71 | 7.34 | 7.15 | 5.54 |
| Draw Down(%) | NA | 18.64 | NA | NA | NA | NA | NA | … | … | 15.66 | 6.49 | 8.48 | 1.25 |
| Yield(%) | 0.00 | 4.40 | 1.64 | 0.98 | 0.49 | 0.33 | 0.25 | … | … | 0.00 | 4.53 | 0.65 | 0.03 |
Data as of 06/24/2020, Common starting date is 12/07/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPMF (JPMorgan Managed Futures Strategy ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPMF (JPMorgan Managed Futures Strategy ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart