Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EXGSX (JPMorgan Ex-G4 Currency Strategies Sel) | NA | -5.45% | 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 |
|---|---|---|
| EXGSX (JPMorgan Ex-G4 Currency Strategies Sel) | 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 | -5.45 | NA | NA | NA | NA | NA | … | … | -1.43 | -3.52 | 4.90 | 0.31 |
| Sharpe Ratio | NA | -1.16 | NA | NA | NA | NA | NA | … | … | -1.85 | -0.78 | 1.07 | 1.30 |
| Standard Deviation(%) | NA | 4.74 | NA | NA | NA | NA | NA | … | … | 3.95 | 4.57 | 4.55 | 5.08 |
| Draw Down(%) | NA | 7.91 | NA | NA | NA | NA | NA | … | … | 2.95 | 7.33 | 6.56 | 0.51 |
| Yield(%) | 0.00 | 0.11 | 0.49 | 0.29 | 0.15 | 0.10 | 0.07 | … | … | 0.00 | 0.11 | 1.34 | 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 |
|---|---|---|---|---|
| EXGSX (JPMorgan Ex-G4 Currency Strategies Sel) |
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 |
|---|---|---|---|---|
| EXGSX (JPMorgan Ex-G4 Currency Strategies Sel) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart