Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RRNNX (JPMORGAN REAL RETURN FUND INSTITUTIONAL CLASS) | NA | -1.52% | -2.39% | 2.05% | 2.97% | NA | NA | … | … |
Data as of 09/30/2015, Common starting date is 09/08/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RRNNX (JPMORGAN REAL RETURN FUND INSTITUTIONAL CLASS) | 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 | -1.52 | -2.39 | 2.05 | 2.97 | NA | NA | … | … | -1.01 | 1.23 | -10.30 | 3.23 | 8.89 | 3.53 | 6.38 | -9.48 | 3.74 | -3.31 | -2.52 |
| Sharpe Ratio | NA | -0.44 | -0.72 | -0.02 | -0.15 | NA | NA | … | … | -0.23 | 0.28 | -1.81 | 0.63 | 1.34 | 0.59 | 0.82 | -0.97 | 0.14 | -1.56 | -2.25 |
| Standard Deviation(%) | NA | 5.70 | 5.39 | 5.72 | 6.40 | NA | NA | … | … | 5.95 | 4.36 | 5.71 | 5.10 | 6.63 | 5.84 | 7.64 | 10.75 | 5.24 | 4.25 | 4.61 |
| Draw Down(%) | NA | 5.09 | 13.65 | 13.65 | 20.16 | NA | NA | … | … | 4.63 | 4.83 | 11.60 | 3.21 | 3.12 | 5.65 | 4.00 | 20.16 | 4.68 | 4.52 | 3.41 |
| Yield(%) | 0.00 | 0.99 | 1.48 | 2.22 | 3.03 | 2.02 | 1.52 | … | … | 0.00 | 1.46 | 1.31 | 3.29 | 4.12 | 2.54 | 3.93 | 4.76 | 5.29 | 3.31 | 1.26 |
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 |
|---|---|---|---|---|
| RRNNX (JPMORGAN REAL RETURN FUND INSTITUTIONAL CLASS) |
-2.09%
Aug 2012 – Aug 2015 |
2.29%
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 |
|---|---|---|---|---|
| RRNNX (JPMORGAN REAL RETURN FUND INSTITUTIONAL CLASS) |
11.94%
Nov 2008 – Nov 2011 |
7.23%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart