Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JUEBX (JPMorgan US Equity B) | NA | 10.66% | 20.57% | 16.26% | 8.80% | NA | NA | … | … |
Data as of 06/26/2015, Common starting date is 09/19/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JUEBX (JPMorgan US Equity B) | 09/19/2001 | 06/26/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.66 | 20.57 | 16.26 | 8.80 | NA | NA | … | … | 3.99 | 2.96 | 25.32 | 13.32 | -3.46 | 13.21 | 30.56 | -35.90 | -4.90 | 2.94 | 0.00 | 9.55 | 31.27 | -27.33 | 16.28 |
| Sharpe Ratio | NA | 0.06 | 0.86 | 0.65 | 0.11 | NA | NA | … | … | 0.67 | 0.18 | 1.79 | 0.94 | -0.14 | 0.70 | 1.11 | -0.89 | -0.36 | -0.02 | -0.21 | 0.75 | 1.79 | -1.05 | 3.44 |
| Standard Deviation(%) | NA | 17.11 | 15.18 | 17.69 | 22.80 | NA | NA | … | … | 12.58 | 16.12 | 14.15 | 14.30 | 24.37 | 18.72 | 27.35 | 41.31 | 22.15 | 14.61 | 10.40 | 11.48 | 17.11 | 27.09 | 20.17 |
| Draw Down(%) | NA | 13.05 | 13.05 | 20.57 | 59.21 | NA | NA | … | … | 3.78 | 13.05 | 8.55 | 11.30 | 20.57 | 16.19 | 25.49 | 46.95 | 18.81 | 11.00 | 7.40 | 8.72 | 14.27 | 37.75 | 4.79 |
| Yield(%) | 0.00 | 9.07 | 8.58 | 6.46 | 5.80 | 4.61 | 3.46 | … | … | 0.00 | 9.72 | 8.88 | 3.08 | 1.10 | 0.15 | 1.08 | 0.83 | 14.17 | 12.97 | 1.67 | 0.39 | 0.01 | 0.02 | 0.22 |
Data as of 06/26/2015, Common starting date is 09/19/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JUEBX (JPMorgan US Equity B) |
-12.29%
Feb 2006 – Feb 2009 |
-5.69%
Feb 2004 – Feb 2009 |
2.55%
Dec 2001 – Dec 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JUEBX (JPMorgan US Equity B) |
24.68%
Feb 2009 – Feb 2012 |
22.65%
Feb 2009 – Feb 2014 |
8.88%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart