Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OIICX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND CLASS C) | NA | 20.64% | 6.67% | 7.29% | 0.00% | 7.14% | NA | … | … |
Data as of 10/19/2017, Common starting date is 12/30/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OIICX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND CLASS C) | 12/30/1998 | 10/19/2017 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 20.64 | 6.67 | 7.29 | 0.00 | 7.14 | NA | … | … | 18.57 | 1.34 | 0.02 | -6.33 | 19.73 | 18.57 | -16.18 | 3.85 | 29.78 | -43.86 | 12.75 | 25.51 | 13.77 | 20.35 | 41.07 | -17.13 | -22.72 | -18.46 | 30.43 | 0.72 |
| Sharpe Ratio | NA | 2.46 | 0.44 | 0.49 | -0.01 | NA | NA | … | … | 2.92 | 0.06 | 0.00 | -0.51 | 1.45 | 1.03 | -0.56 | 0.16 | 1.00 | -1.04 | 0.54 | 1.56 | 1.09 | 1.36 | 2.76 | -0.94 | -1.43 | -1.46 | 2.09 | NA |
| Standard Deviation(%) | NA | 8.19 | 15.37 | 14.52 | 23.76 | NA | NA | … | … | 7.90 | 18.60 | 15.83 | 12.37 | 13.59 | 18.18 | 28.69 | 23.27 | 29.66 | 42.89 | 17.97 | 14.27 | 10.64 | 14.24 | 14.62 | 19.41 | 17.75 | 15.38 | 13.03 | 0.00 |
| Draw Down(%) | NA | 2.80 | 23.30 | 23.96 | 62.07 | NA | NA | … | … | 2.33 | 13.64 | 16.60 | 14.84 | 10.49 | 18.05 | 28.88 | 21.51 | 29.80 | 55.15 | 12.36 | 16.58 | 7.72 | 11.43 | 14.72 | 28.14 | 33.58 | 21.94 | 9.25 | 0.00 |
| Yield(%) | 0.00 | 1.74 | 7.57 | 6.17 | 3.27 | 6.43 | 3.30 | … | … | 0.00 | 1.77 | 2.78 | 17.94 | 3.56 | 1.94 | 1.51 | 1.71 | 1.43 | 7.34 | 7.57 | 2.32 | 1.01 | 0.88 | 0.57 | 0.00 | 0.27 | 0.33 | 0.00 | 1.86 |
Data as of 10/19/2017, Common starting date is 12/30/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OIICX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND CLASS C) |
-21.51%
Mar 2000 – Mar 2003 |
-9.31%
May 2007 – May 2012 |
-1.74%
Feb 1999 – Feb 2009 |
1.25%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OIICX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND CLASS C) |
31.88%
Mar 2003 – Mar 2006 |
24.07%
Oct 2002 – Oct 2007 |
8.55%
Mar 2003 – Mar 2013 |
7.40%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart