Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ODMBX (JPMorgan Intrepid Mid Cap B) | NA | 9.02% | 22.00% | 16.64% | 8.36% | 13.41% | NA | … | … |
Data as of 06/26/2015, Common starting date is 09/23/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ODMBX (JPMorgan Intrepid Mid Cap B) | 09/23/1996 | 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 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.02 | 22.00 | 16.64 | 8.36 | 13.41 | NA | … | … | 2.18 | -3.46 | 38.54 | 14.56 | -2.71 | 18.32 | 33.01 | -41.86 | -9.49 | 1.96 | -17.12 | 6.83 | 29.24 | -19.70 | -9.31 | -37.04 | -23.66 | -9.74 | 10.55 | -4.30 |
| Sharpe Ratio | NA | -1.21 | -0.22 | -0.32 | -0.74 | NA | NA | … | … | -1.25 | -0.98 | 1.59 | -0.28 | -0.76 | -0.01 | 0.49 | -1.48 | -1.39 | -1.21 | -1.03 | -0.91 | 0.62 | -1.60 | -1.37 | -1.62 | 0.03 | 0.89 | -2.08 | -0.65 |
| Standard Deviation(%) | NA | 22.11 | 16.51 | 19.39 | 26.15 | NA | NA | … | … | 11.71 | 22.41 | 12.57 | 14.27 | 27.85 | 21.27 | 29.68 | 41.26 | 22.73 | 16.98 | 37.17 | 14.07 | 16.01 | 24.72 | 22.72 | 65.25 | 38.16 | 26.41 | 17.33 | 22.81 |
| Draw Down(%) | NA | 19.21 | 19.21 | 26.55 | 71.03 | NA | NA | … | … | 4.35 | 19.21 | 6.80 | 11.48 | 26.55 | 18.56 | 26.23 | 53.19 | 22.29 | 12.57 | 30.11 | 9.66 | 12.37 | 33.24 | 29.62 | 50.92 | 34.85 | 44.68 | 17.21 | 15.31 |
| Yield(%) | 0.00 | 16.22 | 9.30 | 6.70 | 7.07 | 16.08 | 9.92 | … | … | 0.00 | 17.58 | 0.60 | 0.56 | 0.24 | 0.00 | 1.07 | 1.90 | 11.55 | 10.95 | 34.44 | 6.32 | 0.00 | 0.00 | 5.02 | 221.89 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/26/2015, Common starting date is 09/23/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ODMBX (JPMorgan Intrepid Mid Cap B) |
-17.68%
Feb 2006 – Feb 2009 |
-5.31%
Feb 2004 – Feb 2009 |
1.21%
Aug 2000 – Aug 2010 |
6.76%
Nov 1996 – Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ODMBX (JPMorgan Intrepid Mid Cap B) |
35.82%
Aug 1998 – Aug 2001 |
26.58%
Jan 2000 – Jan 2005 |
13.83%
Aug 1998 – Aug 2008 |
14.35%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart