Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VCGIX (JPMorgan Capital Growth Sel) | NA | -28.20% | -5.88% | 1.81% | 2.43% | NA | NA | NA |
Data as of 07/28/2009, AR inception is 06/28/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VCGIX (JPMorgan Capital Growth Sel) | 06/28/1996 | 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 | -28.20 | -5.88 | 1.81 | 2.43 | NA | NA | NA | 13.10 | -43.56 | 17.06 | 11.11 | 10.05 | 17.40 | 36.63 | -27.72 | -3.76 | 14.03 | 13.20 | 6.09 | 23.89 | 13.81 |
| Sharpe Ratio | NA | -0.60 | -0.24 | -0.01 | 0.02 | NA | NA | -0.01 | 0.70 | -1.05 | 0.83 | 0.54 | 0.64 | 1.05 | 1.91 | -1.04 | -0.29 | 0.38 | 0.61 | 0.14 | -2.32 | 2.21 |
| Standard Deviation(%) | NA | 47.38 | 31.47 | 26.20 | 24.68 | NA | NA | 22.44 | 34.57 | 42.35 | 16.88 | 14.50 | 12.35 | 15.73 | 18.79 | 27.66 | 21.02 | 26.25 | 16.29 | 20.04 | 13.43 | 11.66 |
| Draw Down(%) | NA | 50.70 | 57.31 | 57.31 | 57.31 | NA | NA | 57.31 | 21.29 | 54.95 | 9.95 | 14.42 | 7.65 | 15.03 | 12.71 | 36.78 | 23.72 | 11.86 | 10.87 | 31.83 | 8.29 | 9.26 |
| Yield(%) | 0.00 | 0.00 | 6.59 | 8.60 | 6.52 | NA | NA | NA | 0.00 | 0.00 | 11.32 | 7.90 | 7.78 | 13.32 | 4.57 | 0.64 | 0.00 | 13.09 | 11.74 | 8.97 | 12.80 | NA |
Data as of 07/28/2009, AR inception is 06/28/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VCGIX (JPMorgan Capital Growth Sel) |
-15.06%
Feb 2006 - Feb 2009 |
-4.43%
Feb 2004 - Feb 2009 |
1.00%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VCGIX (JPMorgan Capital Growth Sel) |
25.39%
Mar 2003 - Mar 2006 |
19.68%
Sep 2002 - Sep 2007 |
9.81%
Apr 1997 - Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart