Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMEAX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS A) | NA | -6.94% | 10.73% | 8.23% | 11.57% | 7.84% | 8.87% | … | … |
Data as of 05/16/2022, Common starting date is 12/22/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMEAX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS A) | 12/22/1998 | 05/16/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.94 | 10.73 | 8.23 | 11.57 | 7.84 | 8.87 | … | … | -11.22 | 13.85 | 9.71 | 24.25 | -13.47 | 14.31 | 21.38 | -1.14 | 9.26 | 35.91 | 16.99 | -2.41 | 24.38 | 34.27 | -35.62 | 3.02 | 13.38 | 10.77 | 18.22 | 36.20 | -14.94 | 1.30 | 4.23 | -18.86 | 8.15 |
| Sharpe Ratio | NA | -0.35 | 0.35 | 0.31 | 0.55 | NA | NA | … | … | -1.21 | 0.61 | 0.22 | 1.52 | -0.89 | 1.28 | 1.28 | -0.08 | 0.67 | 2.69 | 1.10 | -0.08 | 1.08 | 1.02 | -0.83 | 0.00 | 0.70 | 0.63 | 1.21 | 2.19 | -0.67 | -0.05 | 0.01 | -0.70 | 138.49 |
| Standard Deviation(%) | NA | 19.84 | 29.31 | 24.51 | 20.23 | NA | NA | … | … | 23.10 | 22.66 | 43.22 | 15.04 | 16.67 | 10.72 | 16.47 | 15.45 | 13.70 | 13.34 | 15.59 | 31.56 | 22.46 | 33.54 | 43.85 | 17.46 | 14.52 | 13.73 | 14.33 | 16.24 | 24.07 | 22.04 | 27.18 | 31.36 | 18.67 |
| Draw Down(%) | NA | 13.37 | 43.39 | 43.39 | 43.39 | NA | NA | … | … | 12.53 | 17.95 | 43.39 | 9.40 | 25.16 | 5.82 | 11.88 | 12.96 | 10.87 | 6.48 | 11.77 | 26.93 | 18.92 | 29.90 | 52.62 | 13.87 | 12.60 | 8.50 | 10.65 | 13.69 | 32.61 | 24.05 | 16.04 | 28.04 | 0.00 |
| Yield(%) | 0.00 | 15.21 | 10.34 | 9.96 | 12.40 | 7.82 | 9.78 | … | … | 4.69 | 13.33 | 4.55 | 7.13 | 11.57 | 11.97 | 11.72 | 17.89 | 13.12 | 11.42 | 7.07 | 7.92 | 0.47 | 1.48 | 3.65 | 14.91 | 9.16 | 10.10 | 2.12 | 0.25 | 0.33 | 0.62 | 2.43 | 0.48 | 0.14 |
Data as of 05/16/2022, Common starting date is 12/22/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMEAX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS A) |
-16.96%
Feb 2006 – Feb 2009 |
-5.34%
Feb 2004 – Feb 2009 |
-1.35%
Feb 1999 – Feb 2009 |
5.97%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMEAX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS A) |
30.62%
Feb 2009 – Feb 2012 |
26.64%
Feb 2009 – Feb 2014 |
16.96%
Feb 2009 – Feb 2019 |
12.04%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart