Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SEIFX (JPMorgan Intermediate Bond Select) | NA | 6.87% | 6.05% | 4.81% | 5.74% | NA | NA | 6.37% |
Data as of 07/28/2009, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEIFX (JPMorgan Intermediate Bond Select) | 06/21/1996 | 07/28/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.87 | 6.05 | 4.81 | 5.74 | NA | NA | 6.37 | 4.83 | 3.47 | 6.64 | 4.18 | 2.00 | 3.63 | 3.87 | 9.13 | 8.79 | 10.15 | 5.05 | 7.72 | 7.76 | 5.79 |
| Sharpe Ratio | NA | 1.48 | 1.08 | 0.81 | 1.03 | NA | NA | 0.21 | 2.35 | 0.50 | 1.12 | 0.36 | -0.07 | 0.78 | 0.82 | 2.09 | 1.51 | 1.94 | 0.32 | 1.30 | -14.43 | 1.97 |
| Standard Deviation(%) | NA | 4.43 | 3.92 | 3.48 | 3.64 | NA | NA | 3.78 | 3.64 | 5.02 | 3.25 | 2.50 | 2.61 | 3.43 | 3.87 | 3.84 | 4.36 | 3.15 | 5.61 | 3.39 | 3.28 | 3.95 |
| Draw Down(%) | NA | 4.19 | 4.19 | 4.19 | 4.19 | NA | NA | 4.19 | 1.35 | 4.19 | 1.71 | 1.20 | 1.93 | 3.75 | 3.79 | 1.80 | 3.46 | 2.16 | 2.25 | 2.46 | 1.91 | 1.37 |
| Yield(%) | 0.00 | 4.89 | 4.91 | 4.80 | 5.42 | 5.17 | 3.88 | 5.97 | 2.35 | 4.98 | 4.81 | 4.81 | 5.03 | 4.75 | 5.00 | 5.88 | 6.25 | 6.19 | 6.11 | 6.37 | 6.49 | 4.10 |
Data as of 07/28/2009, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEIFX (JPMorgan Intermediate Bond Select) |
1.96%
May 2003 - May 2006 |
3.29%
Oct 2003 - Oct 2008 |
5.27%
Oct 1998 - Oct 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEIFX (JPMorgan Intermediate Bond Select) |
10.00%
May 2000 - May 2003 |
8.50%
Aug 1996 - Aug 2001 |
6.49%
Aug 1996 - Aug 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart