Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JTISX (JPMORGAN TAX AWARE HIGH INCOME FUND CLASS I) | NA | -2.49% | -0.71% | 1.53% | 2.43% | 3.47% | NA | … | … |
Data as of 07/31/2023, Common starting date is 09/20/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JTISX (JPMORGAN TAX AWARE HIGH INCOME FUND CLASS I) | 09/20/2007 | 07/31/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.49 | -0.71 | 1.53 | 2.43 | 3.47 | NA | … | … | 2.90 | -14.09 | 3.63 | 2.99 | 10.16 | 1.64 | 4.59 | 1.05 | 2.34 | 6.78 | -1.78 | 6.96 | 9.86 | 3.55 | 19.22 | -7.13 | 0.94 |
| Sharpe Ratio | NA | -1.24 | -0.51 | 0.05 | 0.38 | NA | NA | … | … | 0.16 | -2.64 | 1.91 | 0.25 | 4.09 | 0.14 | 2.19 | 0.41 | 1.45 | 4.48 | -0.67 | 3.51 | 4.59 | 1.45 | 6.10 | -1.64 | 0.48 |
| Standard Deviation(%) | NA | 4.78 | 4.02 | 5.87 | 4.35 | NA | NA | … | … | 3.97 | 5.87 | 1.89 | 10.85 | 2.14 | 2.26 | 1.82 | 2.08 | 1.60 | 1.51 | 2.72 | 1.98 | 2.14 | 2.38 | 3.14 | 4.90 | 2.20 |
| Draw Down(%) | NA | 10.92 | 18.67 | 18.67 | 18.67 | NA | NA | … | … | 3.77 | 18.35 | 2.83 | 17.18 | 1.63 | 2.77 | 1.32 | 4.22 | 1.66 | 1.05 | 5.84 | 1.67 | 1.77 | 4.15 | 2.90 | 12.33 | 1.29 |
| Yield(%) | 0.00 | 3.43 | 3.16 | 3.25 | 3.12 | 3.58 | 2.75 | … | … | 2.01 | 3.15 | 3.00 | 3.01 | 3.18 | 3.23 | 2.69 | 2.73 | 2.76 | 2.65 | 2.76 | 3.14 | 3.91 | 4.06 | 4.58 | 4.37 | 0.74 |
Data as of 07/31/2023, Common starting date is 09/20/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTISX (JPMORGAN TAX AWARE HIGH INCOME FUND CLASS I) |
-3.49%
Oct 2019 – Oct 2022 |
0.11%
Oct 2017 – Oct 2022 |
1.31%
Oct 2012 – Oct 2022 |
2.92%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTISX (JPMORGAN TAX AWARE HIGH INCOME FUND CLASS I) |
10.69%
Dec 2008 – Dec 2011 |
7.66%
Nov 2008 – Nov 2013 |
5.28%
Dec 2008 – Dec 2018 |
3.51%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison Chart