Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EXGCX (JPMorgan Ex-G4 Currency Strategies C) | NA | -6.36% | 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 |
|---|---|---|
| EXGCX (JPMorgan Ex-G4 Currency Strategies C) | 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 | -6.36 | NA | NA | NA | NA | NA | … | … | -1.64 | -4.33 | 3.97 | 0.20 |
| Sharpe Ratio | NA | -1.35 | NA | NA | NA | NA | NA | … | … | -1.99 | -0.96 | 0.88 | 0.84 |
| Standard Deviation(%) | NA | 4.74 | NA | NA | NA | NA | NA | … | … | 4.21 | 4.54 | 4.50 | 5.21 |
| Draw Down(%) | NA | 8.63 | NA | NA | NA | NA | NA | … | … | 3.19 | 7.57 | 6.80 | 0.51 |
| Yield(%) | 0.00 | 0.00 | 0.17 | 0.10 | 0.05 | 0.03 | 0.03 | … | … | 0.00 | 0.00 | 0.51 | 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 |
|---|---|---|---|---|
| EXGCX (JPMorgan Ex-G4 Currency Strategies C) |
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 |
|---|---|---|---|---|
| EXGCX (JPMorgan Ex-G4 Currency Strategies C) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart