Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HLDEX (JPMorgan Diversified Mid Cap Value Sel) | NA | -24.24% | -9.79% | -0.66% | 4.04% | NA | NA | … | … |
Data as of 07/28/2009, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HLDEX (JPMorgan Diversified Mid Cap Value Sel) | 06/21/1996 | 07/28/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -24.24 | -9.79 | -0.66 | 4.04 | NA | NA | … | … | 1.95 | -35.89 | 0.44 | 17.11 | 9.73 | 15.47 | 33.08 | -12.78 | 5.02 | 28.41 | -0.03 | 5.21 | 35.21 | 9.27 |
| Sharpe Ratio | NA | -0.50 | -0.36 | -0.10 | 0.09 | NA | NA | … | … | 0.09 | -0.85 | -0.17 | 1.42 | 0.69 | 1.25 | 2.16 | -0.60 | 0.14 | 1.35 | -0.25 | 0.11 | -1.64 | 1.66 |
| Standard Deviation(%) | NA | 49.45 | 31.89 | 25.95 | 22.56 | NA | NA | … | … | 37.13 | 43.20 | 15.35 | 9.79 | 10.98 | 11.65 | 15.02 | 23.12 | 19.10 | 17.99 | 13.15 | 16.82 | 12.17 | 8.91 |
| Draw Down(%) | NA | 49.56 | 58.13 | 58.13 | 58.13 | NA | NA | … | … | 29.90 | 50.96 | 12.93 | 7.03 | 7.36 | 8.09 | 13.88 | 31.42 | 21.94 | 8.87 | 16.34 | 24.18 | 8.02 | 7.11 |
| Yield(%) | 0.00 | 8.10 | 17.99 | 17.20 | 12.66 | 11.75 | 8.81 | … | … | 1.03 | 6.85 | 32.91 | 19.82 | 27.15 | 4.22 | 0.65 | 5.26 | 9.49 | 6.47 | 9.76 | 15.01 | 20.75 | 12.07 |
Data as of 07/28/2009, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HLDEX (JPMorgan Diversified Mid Cap Value Sel) |
-16.03%
Feb 2006 – Feb 2009 |
-5.62%
Feb 2004 – Feb 2009 |
2.93%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HLDEX (JPMorgan Diversified Mid Cap Value Sel) |
23.91%
Mar 2003 – Mar 2006 |
17.43%
Jul 1996 – Jul 2001 |
13.30%
Apr 1997 – Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart