Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRNCX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS C) | NA | 6.77% | 1.93% | 1.06% | 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 |
|---|---|---|
| JRNCX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS C) | 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 | 6.77 | 1.93 | 1.06 | NA | NA | NA | … | … | 6.44 | 7.13 | -6.66 | 0.06 | -1.35 | 2.29 | -2.48 |
| Sharpe Ratio | NA | 1.68 | 0.32 | 0.18 | NA | NA | NA | … | … | 1.60 | 1.16 | -1.18 | 0.01 | -0.28 | 0.49 | -0.39 |
| Standard Deviation(%) | NA | 3.67 | 5.19 | 4.90 | NA | NA | NA | … | … | 3.67 | 5.92 | 5.66 | 3.79 | 4.96 | 4.56 | 8.73 |
| Draw Down(%) | NA | 2.30 | 12.22 | 14.41 | NA | NA | NA | … | … | 2.30 | 3.72 | 10.23 | 5.67 | 6.61 | 4.12 | 7.94 |
| Yield(%) | 0.00 | 4.59 | 2.32 | 1.86 | 1.00 | 0.67 | 0.50 | … | … | 4.28 | 0.89 | 1.27 | 1.12 | 1.59 | 0.78 | 0.69 |
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 |
|---|---|---|---|---|
| JRNCX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS C) |
-3.33%
Jan 2013 – Jan 2016 |
-1.00%
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 |
|---|---|---|---|---|
| JRNCX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS C) |
1.71%
Nov 2014 – Nov 2017 |
1.06%
Nov 2012 – Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart