Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OGNCX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND CLASS C) | NA | 0.83% | 1.16% | 0.91% | -0.40% | NA | NA | … | … |
Data as of 04/05/2018, Common starting date is 06/16/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OGNCX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND CLASS C) | 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 | 0.83 | 1.16 | 0.91 | -0.40 | NA | NA | … | … | 0.21 | 2.55 | -1.98 | 0.73 | 0.95 | 3.51 | -0.76 | -1.08 | -5.30 | -1.11 | -1.13 | -3.42 | 6.23 | 3.85 | 2.88 | 2.29 |
| Sharpe Ratio | NA | 0.01 | 0.20 | 0.18 | -0.17 | NA | NA | … | … | -0.06 | 0.59 | -0.53 | 0.18 | 0.24 | 1.13 | -0.31 | -0.37 | -1.75 | -0.32 | -0.44 | -0.96 | 1.00 | 0.58 | 0.58 | 1.08 |
| Standard Deviation(%) | NA | 3.51 | 3.84 | 3.78 | 3.62 | NA | NA | … | … | 4.40 | 3.26 | 4.13 | 3.97 | 3.96 | 3.07 | 2.66 | 3.01 | 3.08 | 3.76 | 4.66 | 6.71 | 2.95 | 2.88 | 3.35 | 3.32 |
| Draw Down(%) | NA | 3.32 | 6.03 | 6.03 | 11.60 | NA | NA | … | … | 2.53 | 3.32 | 6.03 | 3.24 | 3.77 | 2.55 | 3.50 | 3.97 | 5.69 | 5.47 | 6.55 | 9.36 | 1.92 | 2.39 | 2.18 | 2.57 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.80 | 0.60 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.37 | 3.60 | 2.09 | 3.93 | 1.22 | 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 |
|---|---|---|---|---|
| OGNCX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND CLASS C) |
-3.78%
Jun 2007 – Jun 2010 |
-2.69%
May 2007 – May 2012 |
-1.31%
Jun 2007 – Jun 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OGNCX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND CLASS C) |
4.95%
Jul 2003 – Jul 2006 |
2.98%
Jul 2003 – Jul 2008 |
0.59%
Jul 2003 – Jul 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart