Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VSSCX (JPMORGAN SMALL CAP CORE FUND CLASS R5) | NA | -1,097,996.44% | nan% | nan% | nan% | nan% | nan% | nan% |
Data as of 07/02/2024, AR inception is 01/10/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VSSCX (JPMORGAN SMALL CAP CORE FUND CLASS R5) | 01/10/1997 | 07/02/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1,097,996.44 | nan | nan | nan | nan | nan | nan | -1,042,462.86 | 9.17 | -20.74 | 13.01 | 13.89 | 24.58 | -11.75 | 15.31 | 20.23 | -5.63 | 9.58 | 42.56 | 19.81 | -4.56 | 27.37 | 23.09 | -31.97 | -5.55 | 15.39 | 3.85 | 20.08 | 35.21 | -16.94 | -4.36 | 11.14 | -3.47 | 3.41 | 16.42 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | NA | NA | 0.25 | -0.77 | 0.56 | 0.29 | 1.40 | -0.72 | 1.14 | 1.03 | -0.32 | 0.57 | 2.88 | 1.19 | -0.14 | 1.09 | 0.64 | -0.72 | -0.41 | 0.70 | 0.10 | 1.20 | 2.14 | -0.77 | -0.32 | 0.25 | -0.48 | 0.01 | 1.21 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | 20.16 | 28.82 | 23.06 | 46.19 | 16.54 | 18.31 | 12.98 | 19.35 | 17.54 | 16.70 | 14.78 | 16.72 | 33.32 | 25.08 | 35.76 | 45.54 | 21.12 | 17.38 | 16.32 | 15.93 | 16.17 | 23.42 | 21.52 | 28.04 | 13.86 | 16.14 | 11.05 |
| Draw Down(%) | NA | 995,222.01 | 830,883.77 | 825,346.75 | 825,346.75 | NA | NA | 825,346.75 | 995,222.01 | 20.16 | 28.93 | 13.64 | 46.67 | 11.13 | 27.57 | 7.06 | 17.82 | 16.60 | 14.36 | 5.60 | 13.88 | 31.39 | 19.95 | 33.88 | 48.97 | 17.79 | 15.40 | 10.58 | 12.60 | 12.51 | 30.31 | 22.05 | 14.48 | 21.32 | 28.99 | 8.98 |
| Yield(%) | 0.00 | 110.28 | 29.05 | 25.37 | 15.01 | 27.20 | 11.93 | 9.85 | 104.89 | 0.65 | 0.18 | 34.56 | 1.08 | 5.13 | 7.35 | 9.02 | 11.75 | 9.57 | 11.12 | 7.11 | 1.22 | 0.51 | 0.43 | 1.01 | 6.62 | 13.59 | 7.12 | 2.72 | 21.70 | 2.01 | 0.74 | 0.20 | 15.91 | 16.95 | 5.69 | 5.34 |
Data as of 07/02/2024, AR inception is 01/10/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSSCX (JPMORGAN SMALL CAP CORE FUND CLASS R5) |
-19.35%
Feb 2006 - Feb 2009 |
-7.05%
Feb 2004 - Feb 2009 |
-1.05%
Feb 1999 - Feb 2009 |
4.08%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSSCX (JPMORGAN SMALL CAP CORE FUND CLASS R5) |
29.07%
Feb 2009 - Feb 2012 |
27.32%
Feb 2009 - Feb 2014 |
17.34%
Feb 2009 - Feb 2019 |
12.39%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart