Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMYGX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS R6) | NA | -6.76% | 11.04% | NA | NA | NA | NA | … | … |
Data as of 05/16/2022, Common starting date is 10/05/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMYGX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS R6) | 10/05/2018 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.76 | 11.04 | NA | NA | NA | NA | … | … | -11.21 | 14.04 | 5.33 | 16.97 | -26.92 |
| Sharpe Ratio | NA | -0.34 | 0.36 | NA | NA | NA | NA | … | … | -1.21 | 0.62 | 0.12 | 1.00 | -2.26 |
| Standard Deviation(%) | NA | 20.05 | 29.31 | NA | NA | NA | NA | … | … | 23.04 | 22.77 | 43.09 | 15.62 | 33.42 |
| Draw Down(%) | NA | 13.30 | 43.33 | NA | NA | NA | NA | … | … | 12.51 | 18.03 | 43.33 | 9.47 | 31.20 |
| Yield(%) | 0.00 | 15.32 | 10.58 | 7.75 | 3.88 | 2.58 | 1.94 | … | … | 4.62 | 13.57 | 4.82 | 7.45 | 12.38 |
Data as of 05/16/2022, Common starting date is 10/05/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMYGX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS R6) |
10.12%
Apr 2019 – Apr 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMYGX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS R6) |
20.60%
Dec 2018 – Dec 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart