Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/05/2012.
Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
---|---|---|---|---|---|---|---|---|
TRSBX (JPMorgan Short-Term Bond II Sel) | 3.34% | NA | 1.34% | 1.45% | 0.56% | 1.45% | 2.88% | NA |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
TRSBX (JPMorgan Short-Term Bond II Sel) | 06/21/1996 | 12/05/2012 |
The return data shown below all have the same latest date: 12/05/2012.
AR inception is since 06/21/1996.
AR inception is since 06/21/1996.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 1.34 | 1.45 | 0.56 | 1.45 | 2.88 | NA | 3.34 | 1.23 | 1.21 | 2.45 | 1.99 | -4.04 | 3.04 | 4.36 | 1.32 | 1.16 | 1.53 | 5.43 | 7.20 | 7.52 | 3.14 | 5.60 | 6.16 | 4.66 |
Sharpe Ratio | NA | 1.51 | 1.23 | 0.14 | 0.17 | NA | NA | -0.58 | 1.47 | 0.98 | 1.78 | 0.84 | -1.42 | 0.01 | 0.97 | -0.58 | 0.13 | 0.43 | 2.31 | 2.08 | 2.43 | -0.05 | 0.98 | -21.41 | 2.33 |
Standard Deviation(%) | NA | 0.86 | 1.16 | 2.09 | 1.91 | NA | NA | 1.98 | 0.86 | 1.21 | 1.33 | 2.26 | 3.49 | 2.30 | 1.10 | 1.46 | 1.64 | 1.95 | 1.88 | 2.38 | 1.43 | 1.65 | 2.33 | 2.28 | 2.38 |
Draw Down(%) | NA | 0.34 | 0.94 | 6.84 | 6.84 | NA | NA | 6.84 | 0.34 | 0.68 | 0.86 | 2.59 | 6.63 | 1.22 | 0.30 | 0.67 | 1.89 | 1.96 | 0.94 | 1.53 | 1.13 | 0.79 | 1.26 | 0.63 | 0.49 |
Yield(%) | 0.00 | 2.34 | 1.92 | 2.43 | 2.91 | 3.68 | 3.25 | 4.06 | 1.00 | 2.67 | 1.87 | 2.85 | 4.12 | 4.82 | 5.05 | 3.47 | 2.22 | 2.48 | 3.60 | 5.55 | 5.96 | 5.05 | 5.27 | 6.19 | 3.79 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TRSBX (JPMorgan Short-Term Bond II Sel) |
-0.31%
Feb 2008 - Feb 2011 |
0.50%
Nov 2007 - Nov 2012 |
1.43%
Oct 2002 - Oct 2012 |
2.88%
Oct 1997 - Oct 2012 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TRSBX (JPMorgan Short-Term Bond II Sel) |
6.91%
May 2000 - May 2003 |
6.21%
Sep 1996 - Sep 2001 |
4.47%
Jul 1996 - Jul 2006 |
3.39%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart