Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JSALX (JPMORGAN SYSTEMATIC ALPHA FUND CLASS A) | NA | -10.93% | -6.05% | -3.71% | NA | NA | NA | … | … |
Data as of 11/27/2020, Common starting date is 08/01/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JSALX (JPMORGAN SYSTEMATIC ALPHA FUND CLASS A) | 08/01/2014 | 11/27/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.93 | -6.05 | -3.71 | NA | NA | NA | … | … | -10.48 | -2.52 | -4.03 | -1.98 | 2.08 | 1.05 | 0.87 |
| Sharpe Ratio | NA | -0.99 | -0.98 | -0.75 | NA | NA | NA | … | … | -0.99 | -0.64 | -1.12 | -0.90 | 0.53 | 0.28 | 0.62 |
| Standard Deviation(%) | NA | 11.30 | 7.21 | 5.95 | NA | NA | NA | … | … | 11.80 | 6.19 | 4.79 | 2.91 | 3.53 | 3.70 | 3.35 |
| Draw Down(%) | NA | 18.16 | 24.08 | 25.23 | NA | NA | NA | … | … | 18.16 | 5.47 | 7.95 | 2.63 | 3.51 | 2.31 | 2.11 |
| Yield(%) | 0.00 | 1.59 | 0.50 | 0.74 | 0.49 | 0.32 | 0.24 | … | … | 0.00 | 1.58 | 0.03 | 0.00 | 0.20 | 2.06 | 1.14 |
Data as of 11/27/2020, Common starting date is 08/01/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSALX (JPMORGAN SYSTEMATIC ALPHA FUND CLASS A) |
-6.73%
Mar 2017 – Mar 2020 |
-3.76%
Oct 2015 – Oct 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSALX (JPMORGAN SYSTEMATIC ALPHA FUND CLASS A) |
0.88%
Sep 2014 – Sep 2017 |
-0.75%
Sep 2014 – Sep 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart