Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JPMNX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS L) | NA | 8.19% | 4.54% | 2.78% | 1.52% | 2.56% | 1.98% | 1.90% |
Data as of 07/23/2020, AR inception is 03/24/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPMNX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS L) | 03/24/1999 | 07/23/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.19 | 4.54 | 2.78 | 1.52 | 2.56 | 1.98 | 1.90 | 9.05 | 1.34 | 2.42 | 5.85 | -2.07 | -3.61 | 3.39 | 2.26 | 4.51 | -7.04 | -0.90 | 10.15 | -0.55 | 8.01 | 7.14 | -0.33 | 0.73 | 1.43 | -3.76 | 1.52 | 4.17 | -1.92 |
| Sharpe Ratio | NA | 1.13 | 0.71 | 0.45 | 0.29 | NA | NA | 0.17 | 2.21 | -0.01 | 0.26 | 1.55 | -0.59 | -1.07 | 1.13 | 0.81 | 1.45 | -2.19 | -0.35 | 2.78 | -0.27 | 1.63 | 1.50 | -0.94 | -0.08 | 0.26 | -1.20 | -0.15 | 0.02 | -0.82 |
| Standard Deviation(%) | NA | 6.61 | 4.96 | 4.52 | 3.83 | NA | NA | 4.09 | 7.42 | 4.61 | 4.11 | 3.37 | 3.84 | 3.41 | 2.98 | 2.76 | 3.09 | 3.23 | 2.83 | 3.62 | 5.38 | 3.07 | 2.58 | 2.65 | 2.62 | 2.78 | 4.04 | 5.34 | 6.48 | 7.01 |
| Draw Down(%) | NA | 4.91 | 4.91 | 7.22 | 8.53 | NA | NA | 11.56 | 4.20 | 4.91 | 4.14 | 1.92 | 4.68 | 4.38 | 2.57 | 1.82 | 3.69 | 8.17 | 2.85 | 1.45 | 6.05 | 1.95 | 1.13 | 3.39 | 2.55 | 3.05 | 5.82 | 5.89 | 3.23 | 8.36 |
| Yield(%) | 0.00 | 10.37 | 7.23 | 4.35 | 2.41 | 2.64 | 2.09 | 2.10 | 0.00 | 18.34 | 0.88 | 2.69 | 0.00 | 0.00 | 2.53 | 0.00 | 0.00 | 0.00 | 0.00 | 1.07 | 1.42 | 4.25 | 5.14 | 1.78 | 1.24 | 0.00 | 0.81 | 0.00 | 0.22 | 3.34 |
Data as of 07/23/2020, AR inception is 03/24/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPMNX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS L) |
-2.08%
Sep 1999 - Sep 2002 |
-0.86%
Feb 2011 - Feb 2016 |
0.46%
Nov 2009 - Nov 2019 |
0.74%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPMNX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS L) |
6.30%
May 2006 - May 2009 |
5.22%
Oct 2005 - Oct 2010 |
2.77%
Dec 1999 - Dec 2009 |
2.58%
May 2005 - May 2020 |
Annualized Rolling Returns Comparison Chart