Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HSTGX (JPMorgan Short-Term Bond II A) | NA | 1.13% | 1.25% | 0.36% | 1.22% | 2.61% | NA | … | … |
Data as of 12/05/2012, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HSTGX (JPMorgan Short-Term Bond II A) | 06/21/1996 | 12/05/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.13 | 1.25 | 0.36 | 1.22 | 2.61 | NA | … | … | 1.02 | 1.10 | 2.10 | 1.84 | -4.30 | 2.78 | 4.10 | 0.96 | 0.95 | 1.35 | 5.17 | 7.00 | 7.13 | 2.67 | 5.21 | 5.82 | 4.01 |
| Sharpe Ratio | NA | 1.36 | 1.08 | 0.05 | 0.04 | NA | NA | … | … | 1.32 | 0.87 | 1.53 | 0.79 | -1.49 | -0.11 | 0.73 | -0.85 | 0.00 | 0.34 | 2.17 | 2.02 | 1.97 | -0.34 | 0.84 | -22.36 | 1.99 |
| Standard Deviation(%) | NA | 0.79 | 1.15 | 2.07 | 1.90 | NA | NA | … | … | 0.80 | 1.23 | 1.31 | 2.21 | 3.50 | 2.26 | 1.11 | 1.41 | 1.66 | 1.96 | 1.88 | 2.35 | 1.57 | 1.64 | 2.25 | 2.20 | 2.14 |
| Draw Down(%) | NA | 0.37 | 0.89 | 7.14 | 7.14 | NA | NA | … | … | 0.37 | 0.68 | 0.89 | 2.62 | 6.85 | 1.23 | 0.36 | 0.71 | 1.86 | 1.92 | 0.88 | 1.54 | 1.05 | 0.79 | 1.39 | 0.60 | 0.49 |
| Yield(%) | 0.00 | 2.13 | 1.73 | 2.24 | 2.70 | 3.43 | 3.01 | … | … | 0.79 | 2.57 | 1.64 | 2.60 | 3.88 | 4.57 | 4.80 | 3.22 | 2.01 | 2.22 | 3.34 | 5.35 | 5.68 | 4.70 | 4.90 | 5.68 | 3.26 |
Data as of 12/05/2012, 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 |
|---|---|---|---|---|
| HSTGX (JPMorgan Short-Term Bond II A) |
-0.44%
Feb 2008 – Feb 2011 |
0.28%
Nov 2007 – Nov 2012 |
1.20%
Oct 2002 – Oct 2012 |
2.61%
Oct 1997 – Oct 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSTGX (JPMorgan Short-Term Bond II A) |
6.60%
May 2000 – May 2003 |
5.85%
Sep 1996 – Sep 2001 |
4.13%
Aug 1996 – Aug 2006 |
3.08%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart