Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PGMIX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND SELECT CLASS) | NA | -6.73% | 10.99% | 8.49% | 11.85% | 8.11% | 9.14% | … | … |
Data as of 05/16/2022, Common starting date is 09/22/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PGMIX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND SELECT CLASS) | 09/22/1998 | 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 | -6.73 | 10.99 | 8.49 | 11.85 | 8.11 | 9.14 | … | … | -11.20 | 14.23 | 9.94 | 24.57 | -13.23 | 14.56 | 21.77 | -0.99 | 9.53 | 36.31 | 17.28 | -2.16 | 24.73 | 34.45 | -35.44 | 3.33 | 13.62 | 11.09 | 18.59 | 36.46 | -14.73 | 1.64 | 14.10 | 8.26 | 17.23 |
| Sharpe Ratio | NA | -0.35 | 0.36 | 0.32 | 0.57 | NA | NA | … | … | -1.22 | 0.63 | 0.22 | 1.55 | -0.87 | 1.30 | 1.31 | -0.07 | 0.69 | 2.70 | 1.12 | -0.07 | 1.10 | 1.03 | -0.83 | 0.02 | 0.71 | 0.65 | 1.23 | 2.19 | -0.65 | -0.03 | 0.39 | 0.34 | 3.20 |
| Standard Deviation(%) | NA | 19.72 | 29.24 | 24.45 | 20.20 | NA | NA | … | … | 22.80 | 22.57 | 43.15 | 14.98 | 16.65 | 10.77 | 16.42 | 15.44 | 13.70 | 13.43 | 15.55 | 31.45 | 22.37 | 33.46 | 43.80 | 17.41 | 14.51 | 13.71 | 14.34 | 16.31 | 24.17 | 21.86 | 25.81 | 14.77 | 23.22 |
| Draw Down(%) | NA | 13.30 | 43.32 | 43.32 | 43.32 | NA | NA | … | … | 12.49 | 17.91 | 43.32 | 9.42 | 25.13 | 5.84 | 11.78 | 12.88 | 10.74 | 6.45 | 11.72 | 26.83 | 18.98 | 29.77 | 52.55 | 13.78 | 12.58 | 8.51 | 10.58 | 13.67 | 32.50 | 23.90 | 13.81 | 13.39 | 14.01 |
| Yield(%) | 0.00 | 15.12 | 10.40 | 10.01 | 12.56 | 7.97 | 10.01 | … | … | 4.58 | 13.34 | 4.68 | 7.27 | 11.42 | 12.07 | 11.86 | 17.99 | 13.28 | 11.61 | 7.30 | 8.12 | 0.63 | 1.74 | 3.83 | 15.12 | 9.39 | 10.33 | 2.38 | 0.50 | 0.54 | 0.83 | 12.35 | 26.91 | 0.31 |
Data as of 05/16/2022, Common starting date is 09/22/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGMIX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND SELECT CLASS) |
-16.78%
Feb 2006 – Feb 2009 |
-5.11%
Feb 2004 – Feb 2009 |
2.66%
Feb 1999 – Feb 2009 |
6.23%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGMIX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND SELECT CLASS) |
30.97%
Feb 2009 – Feb 2012 |
26.99%
Feb 2009 – Feb 2014 |
17.26%
Feb 2009 – Feb 2019 |
12.32%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart