Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OGNAX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND CLASS A) | NA | 1.27% | 1.69% | 1.43% | 0.21% | NA | NA | … | … |
Data as of 04/05/2018, Common starting date is 06/16/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OGNAX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND CLASS A) | 06/16/2003 | 04/05/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.27 | 1.69 | 1.43 | 0.21 | NA | NA | … | … | 0.29 | 3.08 | -1.37 | 1.19 | 1.41 | 4.09 | 0.00 | -0.42 | -4.58 | -0.30 | -0.33 | -2.77 | 7.03 | 4.56 | 3.74 | 2.69 |
| Sharpe Ratio | NA | 0.13 | 0.32 | 0.32 | 0.00 | NA | NA | … | … | 0.01 | 0.76 | -0.38 | 0.29 | 0.37 | 1.33 | -0.02 | -0.15 | -1.47 | -0.10 | -0.27 | -0.86 | 1.22 | 0.85 | 0.85 | 1.31 |
| Standard Deviation(%) | NA | 3.50 | 3.83 | 3.74 | 3.62 | NA | NA | … | … | 4.28 | 3.26 | 4.10 | 4.02 | 3.78 | 3.05 | 2.61 | 2.98 | 3.19 | 3.79 | 4.71 | 6.73 | 3.07 | 2.82 | 3.29 | 3.31 |
| Draw Down(%) | NA | 3.20 | 5.77 | 5.77 | 8.57 | NA | NA | … | … | 2.55 | 3.20 | 5.77 | 3.06 | 3.59 | 2.53 | 2.85 | 3.64 | 4.96 | 5.39 | 6.45 | 9.14 | 1.80 | 2.18 | 2.16 | 2.47 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 1.00 | 0.75 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.67 | 4.44 | 2.94 | 4.65 | 1.21 | 0.30 |
Data as of 04/05/2018, Common starting date is 06/16/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OGNAX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND CLASS A) |
-3.05%
Jun 2007 – Jun 2010 |
-1.95%
May 2007 – May 2012 |
-0.66%
Jun 2007 – Jun 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OGNAX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND CLASS A) |
5.69%
Jul 2003 – Jul 2006 |
3.75%
Jul 2003 – Jul 2008 |
1.33%
Jul 2003 – Jul 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart