Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RRNAX (JPMORGAN REAL RETURN FUND CLASS A) | NA | -1.75% | -2.65% | 1.79% | 2.65% | NA | NA | … | … |
Data as of 09/30/2015, Common starting date is 09/08/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RRNAX (JPMORGAN REAL RETURN FUND CLASS A) | 09/08/2005 | 09/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.75 | -2.65 | 1.79 | 2.65 | NA | NA | … | … | -1.13 | 1.14 | -10.33 | 2.97 | 8.86 | 3.34 | 6.18 | -9.52 | 3.65 | -3.52 | -2.62 |
| Sharpe Ratio | NA | -0.45 | -0.75 | -0.04 | -0.17 | NA | NA | … | … | -0.26 | 0.26 | -1.82 | 0.56 | 1.34 | 0.56 | 0.79 | -0.97 | 0.12 | -1.58 | -2.32 |
| Standard Deviation(%) | NA | 5.61 | 5.39 | 5.72 | 6.40 | NA | NA | … | … | 5.91 | 4.34 | 5.68 | 5.22 | 6.59 | 5.85 | 7.68 | 10.72 | 5.26 | 4.32 | 4.60 |
| Draw Down(%) | NA | 5.16 | 13.87 | 13.87 | 20.16 | NA | NA | … | … | 4.78 | 4.79 | 11.54 | 3.33 | 3.14 | 5.79 | 3.92 | 20.16 | 4.59 | 4.63 | 3.41 |
| Yield(%) | 0.00 | 0.79 | 1.37 | 2.08 | 2.83 | 1.89 | 1.42 | … | … | 0.00 | 1.22 | 1.17 | 3.24 | 3.97 | 2.33 | 3.64 | 4.46 | 4.97 | 3.10 | 1.21 |
Data as of 09/30/2015, Common starting date is 09/08/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRNAX (JPMORGAN REAL RETURN FUND CLASS A) |
-2.34%
Aug 2012 – Aug 2015 |
2.03%
Aug 2010 – Aug 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRNAX (JPMORGAN REAL RETURN FUND CLASS A) |
11.55%
Nov 2008 – Nov 2011 |
6.87%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart