Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JVOIX (JPMorgan Value Opportunities Inst) | NA | 13.27% | -0.70% | 12.07% | NA | NA | NA | … | … |
Data as of 02/14/2014, Common starting date is 01/07/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JVOIX (JPMorgan Value Opportunities Inst) | 01/07/2005 | 02/14/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.27 | -0.70 | 12.07 | NA | NA | NA | … | … | 0.00 | 23.11 | -12.06 | -4.62 | 12.46 | 32.39 | -39.69 | -1.26 | 20.46 | 5.97 |
| Sharpe Ratio | NA | 1.20 | -0.02 | 0.34 | NA | NA | NA | … | … | 0.00 | 2.01 | -0.38 | -0.18 | 0.61 | 1.01 | -0.84 | -0.25 | 1.81 | 0.38 |
| Standard Deviation(%) | NA | 11.01 | 29.94 | 31.80 | NA | NA | NA | … | … | NA | 11.50 | 32.50 | 25.28 | 20.21 | 31.87 | 48.00 | 17.16 | 9.53 | 10.25 |
| Draw Down(%) | NA | 5.74 | 35.05 | 35.05 | NA | NA | NA | … | … | 0.00 | 5.74 | 35.05 | 24.18 | 17.43 | 29.13 | 53.02 | 15.07 | 6.91 | 6.79 |
| Yield(%) | 0.00 | 0.60 | 1.18 | 2.15 | 2.98 | 1.99 | 1.49 | … | … | 0.00 | 0.63 | 1.47 | 1.60 | 1.39 | 2.03 | 1.99 | 11.77 | 4.66 | 3.35 |
Data as of 02/14/2014, Common starting date is 01/07/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JVOIX (JPMorgan Value Opportunities Inst) |
-17.43%
Feb 2006 – Feb 2009 |
-10.02%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JVOIX (JPMorgan Value Opportunities Inst) |
24.83%
Feb 2009 – Feb 2012 |
10.81%
Jan 2009 – Jan 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart