Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OGTFX (JPMORGAN TREASURY & AGENCY FUND CLASS I) | NA | -0.16% | 0.22% | 0.15% | 1.39% | 1.97% | 3.19% | … | … |
Data as of 12/28/2017, Common starting date is 01/30/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OGTFX (JPMORGAN TREASURY & AGENCY FUND CLASS I) | 01/30/1997 | 12/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.99 | -0.16 | 0.22 | 0.15 | 1.39 | 1.97 | 3.19 | … | … | -0.38 | 0.60 | 0.37 | 0.58 | -0.41 | 0.43 | 2.12 | 2.39 | 1.93 | 6.29 | 6.69 | 3.96 | 1.64 | 1.41 | 2.36 | 9.12 | 7.49 | 10.49 | -0.07 | 7.28 | 6.94 |
| Sharpe Ratio | NA | -0.50 | -0.02 | -0.02 | 0.66 | NA | NA | … | … | -0.64 | 0.28 | 0.27 | 0.47 | -0.37 | 0.41 | 1.47 | 1.53 | 0.77 | 1.53 | 2.04 | 0.49 | -0.41 | 0.22 | 0.62 | 2.40 | 1.48 | 2.14 | -0.98 | 1.18 | 1.28 |
| Standard Deviation(%) | NA | 1.57 | 1.41 | 1.33 | 1.79 | NA | NA | … | … | 1.57 | 1.36 | 1.29 | 1.21 | 1.18 | 0.94 | 1.43 | 1.50 | 2.38 | 3.48 | 1.81 | 1.35 | 1.28 | 2.09 | 2.71 | 3.34 | 3.55 | 3.01 | 3.35 | 3.36 | 3.16 |
| Draw Down(%) | NA | 1.44 | 1.56 | 1.56 | 2.15 | NA | NA | … | … | 1.44 | 1.56 | 0.79 | 0.63 | 1.30 | 0.71 | 0.82 | 1.16 | 1.12 | 2.15 | 0.59 | 0.41 | 0.80 | 2.32 | 2.52 | 1.68 | 2.87 | 1.68 | 2.36 | 2.27 | 1.70 |
| Yield(%) | 0.00 | 0.93 | 0.84 | 1.05 | 2.06 | 2.75 | 3.55 | … | … | 0.83 | 0.81 | 0.80 | 1.32 | 1.46 | 1.66 | 2.41 | 3.09 | 5.57 | 2.44 | 4.74 | 4.87 | 5.05 | 4.73 | 4.14 | 4.23 | 5.20 | 6.05 | 5.69 | 5.86 | 6.01 |
Data as of 12/28/2017, Common starting date is 01/30/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OGTFX (JPMORGAN TREASURY & AGENCY FUND CLASS I) |
0.18%
Sep 2011 – Sep 2014 |
0.29%
Jan 2012 – Jan 2017 |
1.50%
Nov 2007 – Nov 2017 |
2.10%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OGTFX (JPMORGAN TREASURY & AGENCY FUND CLASS I) |
9.23%
May 2000 – May 2003 |
6.95%
Sep 1997 – Sep 2002 |
5.21%
Jan 2000 – Jan 2010 |
4.62%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart