Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSALX (JPMORGAN SYSTEMATIC ALPHA FUND SELECT CLASS) | NA | -10.10% | -6.29% | -3.04% | NA | NA | NA | … | … |
Data as of 06/19/2020, Common starting date is 08/01/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSALX (JPMORGAN SYSTEMATIC ALPHA FUND SELECT CLASS) | 08/01/2014 | 06/19/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.10 | -6.29 | -3.04 | NA | NA | NA | … | … | -12.09 | -2.58 | -3.43 | -1.74 | 2.30 | 1.33 | 0.98 |
| Sharpe Ratio | NA | -1.15 | -0.97 | -0.61 | NA | NA | NA | … | … | -1.46 | -0.70 | -0.95 | -0.83 | 0.59 | 0.35 | 0.69 |
| Standard Deviation(%) | NA | 12.51 | 8.03 | 6.63 | NA | NA | NA | … | … | 16.79 | 5.69 | 5.02 | 2.85 | 3.51 | 3.69 | 3.45 |
| Draw Down(%) | NA | 21.83 | 25.29 | 25.48 | NA | NA | NA | … | … | 19.03 | 4.92 | 7.85 | 2.43 | 3.42 | 2.11 | 2.10 |
| Yield(%) | 0.00 | 1.92 | 0.59 | 0.43 | 0.33 | 0.22 | 0.16 | … | … | 0.00 | 1.90 | 0.03 | 0.00 | 0.27 | 0.00 | 1.18 |
Data as of 06/19/2020, Common starting date is 08/01/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSALX (JPMORGAN SYSTEMATIC ALPHA FUND SELECT CLASS) |
-6.52%
Mar 2017 – Mar 2020 |
-3.33%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSALX (JPMORGAN SYSTEMATIC ALPHA FUND SELECT CLASS) |
1.14%
Sep 2014 – Sep 2017 |
-0.49%
Sep 2014 – Sep 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart