Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JPSAX (JP Morgan U.S. Dynamic Plus Fund Class) | NA | 18.72% | 10.29% | 13.33% | 8.18% | NA | NA | 6.49% |
Data as of 04/05/2018, AR inception is 06/29/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPSAX (JP Morgan U.S. Dynamic Plus Fund Class) | 06/29/2007 | 04/05/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 18.72 | 10.29 | 13.33 | 8.18 | NA | NA | 6.49 | 3.19 | 20.11 | 7.62 | 0.58 | 15.10 | 33.76 | 14.14 | -0.27 | 8.62 | 28.18 | -38.93 | -6.23 |
| Sharpe Ratio | NA | 1.52 | 0.75 | 0.97 | 0.39 | NA | NA | 0.27 | 0.64 | 2.33 | 0.53 | 0.03 | 1.19 | 2.73 | 1.06 | -0.01 | 0.44 | 1.02 | -1.01 | -0.66 |
| Standard Deviation(%) | NA | 11.76 | 13.68 | 13.46 | 20.62 | NA | NA | 20.76 | 18.50 | 8.40 | 13.99 | 16.40 | 12.66 | 12.34 | 13.44 | 24.32 | 19.28 | 27.67 | 39.17 | 22.28 |
| Draw Down(%) | NA | 10.96 | 15.01 | 15.01 | 50.59 | NA | NA | 57.19 | 10.96 | 3.44 | 12.48 | 12.93 | 9.35 | 6.34 | 10.35 | 19.08 | 17.79 | 25.77 | 49.85 | 14.11 |
| Yield(%) | 0.00 | 7.99 | 7.57 | 8.53 | 5.80 | 3.30 | 2.47 | 4.95 | 0.00 | 8.26 | 9.71 | 5.94 | 6.16 | 8.36 | 5.17 | 13.13 | 0.42 | 0.00 | 0.00 | 0.00 |
Data as of 04/05/2018, AR inception is 06/29/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPSAX (JP Morgan U.S. Dynamic Plus Fund Class) |
-11.48%
Aug 2007 - Aug 2010 |
-1.67%
Jul 2007 - Jul 2012 |
5.55%
Aug 2007 - Aug 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPSAX (JP Morgan U.S. Dynamic Plus Fund Class) |
22.52%
Sep 2011 - Sep 2014 |
20.52%
Feb 2009 - Feb 2014 |
8.46%
Mar 2008 - Mar 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart