Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EXGAX (JPMorgan Ex-G4 Currency Strategies A) | NA | -5.69% | NA | NA | NA | NA | NA | … | … |
Data as of 03/12/2014, Common starting date is 12/13/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EXGAX (JPMorgan Ex-G4 Currency Strategies A) | 12/13/2011 | 03/12/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.69 | NA | NA | NA | NA | NA | … | … | -1.53 | -3.66 | 4.74 | 0.31 |
| Sharpe Ratio | NA | -1.21 | NA | NA | NA | NA | NA | … | … | -1.86 | -0.82 | 1.05 | 1.30 |
| Standard Deviation(%) | NA | 4.72 | NA | NA | NA | NA | NA | … | … | 4.20 | 4.51 | 4.49 | 5.08 |
| Draw Down(%) | NA | 8.05 | NA | NA | NA | NA | NA | … | … | 3.06 | 7.37 | 6.61 | 0.51 |
| Yield(%) | 0.00 | 0.07 | 0.42 | 0.25 | 0.13 | 0.08 | 0.06 | … | … | 0.00 | 0.07 | 1.17 | 0.00 |
Data as of 03/12/2014, Common starting date is 12/13/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXGAX (JPMorgan Ex-G4 Currency Strategies A) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXGAX (JPMorgan Ex-G4 Currency Strategies A) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart