Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OTABX (JPMORGAN TREASURY & AGENCY FUND CLASS A) | NA | -0.17% | 0.06% | -0.04% | 1.17% | 1.74% | 2.93% | … | … |
Data as of 12/28/2017, Common starting date is 01/30/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OTABX (JPMORGAN TREASURY & AGENCY FUND CLASS A) | 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 (%) | -0.66 | -0.17 | 0.06 | -0.04 | 1.17 | 1.74 | 2.93 | … | … | -0.28 | 0.25 | 0.17 | 0.33 | -0.66 | 0.18 | 1.87 | 2.07 | 1.71 | 6.12 | 6.38 | 3.59 | 1.39 | 1.15 | 2.17 | 8.20 | 7.30 | 10.21 | -0.41 | 7.29 | 7.24 |
| Sharpe Ratio | NA | -0.59 | -0.14 | -0.17 | 0.54 | NA | NA | … | … | -0.67 | 0.03 | 0.10 | 0.26 | -0.60 | 0.14 | 1.34 | 1.36 | 0.67 | 1.51 | 2.01 | 0.22 | -0.59 | 0.10 | 0.54 | 2.04 | 1.42 | 2.11 | -1.09 | 1.21 | 1.38 |
| Standard Deviation(%) | NA | 1.35 | 1.39 | 1.31 | 1.77 | NA | NA | … | … | 1.35 | 1.42 | 1.40 | 1.21 | 1.15 | 0.94 | 1.37 | 1.46 | 2.43 | 3.42 | 1.67 | 1.33 | 1.33 | 2.02 | 2.72 | 3.48 | 3.57 | 2.93 | 3.33 | 3.28 | 3.17 |
| Draw Down(%) | NA | 1.18 | 1.67 | 1.67 | 2.31 | NA | NA | … | … | 1.18 | 1.67 | 0.86 | 0.63 | 1.38 | 0.73 | 0.81 | 1.18 | 1.14 | 2.31 | 0.51 | 0.34 | 0.82 | 2.29 | 2.60 | 1.77 | 2.90 | 1.70 | 2.43 | 2.22 | 1.70 |
| Yield(%) | 0.00 | 0.67 | 0.60 | 0.81 | 1.83 | 2.52 | 3.28 | … | … | 0.60 | 0.58 | 0.60 | 1.07 | 1.21 | 1.41 | 2.16 | 2.87 | 5.35 | 2.18 | 4.46 | 4.61 | 4.79 | 4.48 | 3.85 | 3.37 | 4.92 | 5.80 | 5.45 | 5.77 | 6.19 |
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 |
|---|---|---|---|---|
| OTABX (JPMORGAN TREASURY & AGENCY FUND CLASS A) |
-0.07%
Sep 2011 – Sep 2014 |
0.05%
Jan 2012 – Jan 2017 |
1.26%
Nov 2007 – Nov 2017 |
1.85%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OTABX (JPMORGAN TREASURY & AGENCY FUND CLASS A) |
8.76%
May 2000 – May 2003 |
6.62%
Sep 1997 – Sep 2002 |
4.89%
Mar 1997 – Mar 2007 |
4.35%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart