Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JSYAX (JPMORGAN SYSTEMATIC ALPHA FUND CLASS C) | NA | -15.07% | -7.83% | -4.99% | 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 |
|---|---|---|
| JSYAX (JPMORGAN SYSTEMATIC ALPHA FUND CLASS C) | 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 (%) | -4.42 | -15.07 | -7.83 | -4.99 | NA | NA | NA | … | … | -10.67 | -2.44 | -5.05 | -2.35 | 1.49 | 0.50 | 0.74 |
| Sharpe Ratio | NA | -1.01 | -1.03 | -0.82 | NA | NA | NA | … | … | -1.01 | -0.74 | -1.42 | -1.05 | 0.36 | 0.13 | 0.53 |
| Standard Deviation(%) | NA | 11.31 | 7.21 | 5.95 | NA | NA | NA | … | … | 11.81 | 5.24 | 4.49 | 2.85 | 3.52 | 3.69 | 3.32 |
| Draw Down(%) | NA | 18.24 | 24.92 | 26.33 | NA | NA | NA | … | … | 18.24 | 5.10 | 8.32 | 2.95 | 3.68 | 2.72 | 2.12 |
| Yield(%) | 0.00 | 1.02 | 0.32 | 0.66 | 0.44 | 0.29 | 0.22 | … | … | 0.00 | 1.01 | 0.03 | 0.00 | 0.20 | 2.19 | 1.07 |
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 |
|---|---|---|---|---|
| JSYAX (JPMORGAN SYSTEMATIC ALPHA FUND CLASS C) |
-7.23%
Mar 2017 – Mar 2020 |
-4.19%
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 |
|---|---|---|---|---|
| JSYAX (JPMORGAN SYSTEMATIC ALPHA FUND CLASS C) |
0.39%
Sep 2014 – Sep 2017 |
-1.24%
Sep 2014 – Sep 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart