Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRNAX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS A) | NA | 7.26% | 2.39% | 1.54% | NA | NA | NA | … | … |
Data as of 12/28/2017, Common starting date is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRNAX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS A) | 04/07/2011 | 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 | 7.26 | 2.39 | 1.54 | NA | NA | NA | … | … | 6.97 | 7.56 | -6.19 | 0.45 | -0.76 | 2.85 | -2.23 |
| Sharpe Ratio | NA | 1.83 | 0.41 | 0.28 | NA | NA | NA | … | … | 1.76 | 1.24 | -1.09 | 0.11 | -0.16 | 0.62 | -0.35 |
| Standard Deviation(%) | NA | 3.62 | 5.19 | 4.90 | NA | NA | NA | … | … | 3.63 | 5.91 | 5.69 | 3.85 | 4.96 | 4.56 | 8.67 |
| Draw Down(%) | NA | 2.29 | 11.83 | 13.75 | NA | NA | NA | … | … | 2.29 | 3.71 | 9.83 | 5.43 | 6.53 | 4.04 | 7.81 |
| Yield(%) | 0.00 | 5.20 | 2.78 | 2.35 | 1.28 | 0.85 | 0.64 | … | … | 4.65 | 1.41 | 1.72 | 1.81 | 2.03 | 1.14 | 0.81 |
Data as of 12/28/2017, Common starting date is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRNAX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS A) |
-2.85%
Jan 2013 – Jan 2016 |
-0.51%
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 |
|---|---|---|---|---|
| JRNAX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS A) |
2.18%
Nov 2014 – Nov 2017 |
1.56%
Nov 2012 – Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart