Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JUSUX (JPMORGAN LIMITED DURATION BOND FUND CLASS R6) | NA | 5.37% | 1.73% | 2.44% | 2.06% | 3.06% | NA | … | … |
Data as of 08/04/2023, Common starting date is 03/01/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JUSUX (JPMORGAN LIMITED DURATION BOND FUND CLASS R6) | 03/01/2005 | 08/04/2023 |
| 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 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.37 | 1.73 | 2.44 | 2.06 | 3.06 | NA | … | … | 4.65 | -0.87 | 0.34 | 2.79 | 3.78 | 2.16 | 2.16 | 1.51 | 0.75 | 2.37 | 2.15 | 6.64 | 1.87 | 10.33 | 15.95 | -12.32 | 1.17 | 5.09 | 2.06 |
| Sharpe Ratio | NA | 0.73 | 0.23 | 0.68 | 0.93 | NA | NA | … | … | 1.43 | -1.14 | 0.38 | 1.07 | 2.26 | 0.94 | 2.08 | 1.70 | 0.99 | 2.12 | 2.41 | 5.98 | 1.77 | 5.51 | 5.93 | -3.70 | -0.84 | 1.86 | 0.17 |
| Standard Deviation(%) | NA | 2.36 | 1.68 | 1.76 | 1.38 | NA | NA | … | … | 2.51 | 1.98 | 0.82 | 2.37 | 1.05 | 0.88 | 0.74 | 0.76 | 0.73 | 1.11 | 0.88 | 1.11 | 1.04 | 1.86 | 2.68 | 3.56 | 2.20 | 0.97 | 1.11 |
| Draw Down(%) | NA | 1.47 | 3.13 | 5.58 | 5.58 | NA | NA | … | … | 0.62 | 2.99 | 0.41 | 5.58 | 0.39 | 0.30 | 0.20 | 0.48 | 0.21 | 0.50 | 0.84 | 0.14 | 0.60 | 0.65 | 2.58 | 12.99 | 1.96 | 0.21 | 0.41 |
| Yield(%) | 0.00 | 3.10 | 1.83 | 2.13 | 1.80 | 2.24 | 2.28 | … | … | 1.98 | 1.92 | 1.14 | 1.76 | 2.74 | 2.43 | 1.74 | 1.30 | 1.15 | 1.15 | 1.22 | 1.88 | 2.29 | 2.69 | 3.85 | 4.60 | 5.19 | 4.96 | 2.85 |
Data as of 08/04/2023, Common starting date is 03/01/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JUSUX (JPMORGAN LIMITED DURATION BOND FUND CLASS R6) |
-2.47%
Mar 2006 – Mar 2009 |
1.38%
Oct 2017 – Oct 2022 |
1.62%
Oct 2012 – Oct 2022 |
2.31%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JUSUX (JPMORGAN LIMITED DURATION BOND FUND CLASS R6) |
9.88%
Mar 2009 – Mar 2012 |
7.44%
Mar 2009 – Mar 2014 |
4.57%
Mar 2009 – Mar 2019 |
3.06%
Jul 2008 – Jul 2023 |
Annualized Rolling Returns Comparison Chart