Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OGEBX (JPMorgan International Equity Index B) | NA | 11.91% | 3.82% | 2.28% | 1.13% | 0.75% | NA | … | … |
Data as of 06/26/2015, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OGEBX (JPMorgan International Equity Index B) | 06/21/1996 | 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 | 11.91 | 3.82 | 2.28 | 1.13 | 0.75 | NA | … | … | 8.17 | -6.03 | 19.72 | 18.58 | -16.22 | 3.85 | 29.80 | -43.87 | 12.93 | 25.53 | 13.71 | 20.46 | 40.94 | -17.02 | -22.78 | -18.45 | 32.16 | 20.37 | 4.71 | 0.00 |
| Sharpe Ratio | NA | 0.47 | 0.08 | 0.00 | -0.06 | NA | NA | … | … | -0.09 | -0.49 | 1.45 | 1.03 | -0.59 | 0.16 | 1.00 | -1.04 | 0.55 | 1.56 | 1.09 | 1.37 | 2.75 | -0.93 | -1.43 | -1.47 | 2.22 | 0.85 | -3.55 | -0.24 |
| Standard Deviation(%) | NA | 13.92 | 13.92 | 13.92 | 13.92 | NA | NA | … | … | 13.92 | 12.25 | 13.56 | 18.16 | 27.65 | 23.30 | 29.66 | 42.93 | 17.94 | 14.28 | 10.63 | 14.28 | 14.65 | 19.38 | 17.76 | 15.32 | 13.02 | 20.10 | 14.16 | 0.00 |
| Draw Down(%) | NA | 4.68 | 4.68 | 4.68 | 4.68 | NA | NA | … | … | 4.68 | 14.83 | 10.50 | 18.12 | 28.87 | 21.52 | 29.79 | 55.15 | 12.36 | 16.58 | 7.75 | 11.42 | 14.67 | 28.12 | 33.61 | 21.97 | 9.24 | 24.27 | 13.93 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/26/2015, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OGEBX (JPMorgan International Equity Index B) |
0.00%
NA |
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 |
|---|---|---|---|---|
| OGEBX (JPMorgan International Equity Index B) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart