Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 01/15/2013.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JTVRX (JPMorgan US Large Cap Value Plus R5) | NA | 10.09% | 5.83% | 1.37% | NA | NA | NA | -0.31% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JTVRX (JPMorgan US Large Cap Value Plus R5) | 12/05/2007 | 01/15/2013 |
The return data shown below all have the same latest date: 01/15/2013.
AR inception is since 12/05/2007.
AR inception is since 12/05/2007.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.09 | 5.83 | 1.37 | NA | NA | NA | -0.31 | 0.00 | 15.05 | -5.69 | 12.38 | 33.40 | -38.32 | -1.87 |
| Sharpe Ratio | NA | 0.76 | 0.28 | 0.04 | NA | NA | NA | -0.02 | 0.00 | 1.12 | -0.23 | 0.61 | 1.06 | -0.84 | -1.37 |
| Standard Deviation(%) | NA | 13.14 | 20.31 | 30.02 | NA | NA | NA | 29.63 | NA | 13.48 | 25.26 | 20.31 | 31.42 | 46.83 | 19.31 |
| Draw Down(%) | NA | 14.04 | 24.02 | 52.87 | NA | NA | NA | 56.40 | 0.00 | 14.04 | 24.02 | 17.71 | 29.11 | 51.46 | 5.47 |
| Yield(%) | 0.00 | 0.00 | 9.17 | 5.25 | 2.41 | 1.61 | 1.21 | 4.83 | 0.00 | 0.00 | 17.44 | 10.12 | 1.76 | 0.87 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTVRX (JPMorgan US Large Cap Value Plus R5) |
-0.54%
Jan 2008 - Jan 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTVRX (JPMorgan US Large Cap Value Plus R5) |
24.93%
Feb 2009 - Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart