Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OGNIX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND SELECT CLASS) | NA | 0.19% | 0.92% | 1.16% | 0.82% | 1.29% | NA | … | … |
Data as of 11/21/2018, Common starting date is 06/13/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OGNIX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND SELECT CLASS) | 06/13/2003 | 11/21/2018 |
| 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 | 0.19 | 0.92 | 1.16 | 0.82 | 1.29 | NA | … | … | 0.38 | 3.30 | -1.15 | 1.46 | 1.68 | 4.34 | 0.21 | -0.10 | -4.35 | 0.00 | -0.19 | -2.48 | 7.36 | 4.78 | 3.93 | 2.99 |
| Sharpe Ratio | NA | -0.45 | 0.09 | 0.21 | 0.17 | NA | NA | … | … | -0.38 | 0.83 | -0.33 | 0.36 | 0.43 | 1.39 | 0.06 | -0.05 | -1.43 | -0.02 | -0.24 | -0.82 | 1.34 | 0.92 | 0.90 | 1.46 |
| Standard Deviation(%) | NA | 2.41 | 3.35 | 3.60 | 3.38 | NA | NA | … | … | 2.31 | 3.25 | 4.15 | 3.97 | 3.88 | 3.10 | 2.51 | 2.95 | 3.11 | 3.83 | 4.70 | 6.73 | 3.05 | 2.83 | 3.31 | 3.32 |
| Draw Down(%) | NA | 2.57 | 5.56 | 5.56 | 7.13 | NA | NA | … | … | 2.57 | 3.13 | 5.56 | 3.00 | 3.62 | 2.49 | 2.62 | 3.50 | 4.73 | 5.27 | 6.33 | 9.17 | 1.70 | 2.16 | 2.16 | 2.47 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.05 | 0.81 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.80 | 4.79 | 3.18 | 4.86 | 1.21 | 0.30 |
Data as of 11/21/2018, Common starting date is 06/13/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OGNIX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND SELECT CLASS) |
-2.83%
Jun 2007 – Jun 2010 |
-1.72%
May 2007 – May 2012 |
-0.42%
Jun 2007 – Jun 2017 |
1.31%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OGNIX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND SELECT CLASS) |
5.95%
Jul 2003 – Jul 2006 |
4.00%
Jul 2003 – Jul 2008 |
1.58%
Jul 2003 – Jul 2013 |
1.50%
Jul 2003 – Jul 2018 |
Annualized Rolling Returns Comparison Chart