Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRFRX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS R2) | NA | 6.95% | 2.15% | 1.30% | NA | NA | NA | … | … |
Data as of 12/28/2017, Common starting date is 04/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRFRX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS R2) | 04/01/2011 | 12/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.95 | 2.15 | 1.30 | NA | NA | NA | … | … | 6.67 | 7.33 | -6.40 | 0.20 | -1.07 | 2.58 | -1.64 |
| Sharpe Ratio | NA | 1.73 | 0.36 | 0.23 | NA | NA | NA | … | … | 1.66 | 1.19 | -1.14 | 0.05 | -0.22 | 0.56 | -0.25 |
| Standard Deviation(%) | NA | 3.66 | 5.20 | 4.91 | NA | NA | NA | … | … | 3.67 | 5.95 | 5.66 | 3.88 | 4.95 | 4.55 | 8.68 |
| Draw Down(%) | NA | 2.29 | 12.01 | 14.10 | NA | NA | NA | … | … | 2.29 | 3.70 | 10.02 | 5.63 | 6.60 | 4.11 | 7.87 |
| Yield(%) | 0.00 | 4.41 | 2.38 | 1.95 | 1.07 | 0.71 | 0.53 | … | … | 3.94 | 1.21 | 1.43 | 1.19 | 1.80 | 0.94 | 0.76 |
Data as of 12/28/2017, Common starting date is 04/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRFRX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS R2) |
-3.10%
Jan 2013 – Jan 2016 |
-0.76%
May 2011 – May 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRFRX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS R2) |
1.91%
Nov 2014 – Nov 2017 |
1.29%
Nov 2012 – Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart