Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JAVA (JPMorgan Active Value ETF) | NA | 90.95% | -29.04% | -11.30% | -24.95% | 5.74% | 7.00% | … | … |
Data as of 02/04/2010, Common starting date is 03/11/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JAVA (JPMorgan Active Value ETF) | 03/11/1987 | 02/04/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 90.95 | -29.04 | -11.30 | -24.95 | 5.74 | 7.00 | … | … | 1.28 | 145.29 | -78.93 | -16.37 | 29.36 | -22.26 | 20.58 | 43.73 | -74.72 | -55.87 | -28.02 | 261.78 | 114.69 | 55.24 | 12.60 | 157.07 | 21.91 | -13.41 | 18.54 | 32.76 | 23.88 | 2.75 | -0.78 | 6.79 |
| Sharpe Ratio | NA | 1.32 | -0.44 | -0.22 | -0.38 | NA | NA | … | … | 5.28 | 1.65 | -1.06 | -0.58 | 0.82 | -0.75 | 0.42 | 0.77 | -0.94 | -0.66 | -0.46 | 4.76 | 2.20 | 0.00 | 0.18 | 2.97 | 0.39 | -0.38 | 0.34 | 0.51 | 0.30 | -0.07 | -0.13 | 0.06 |
| Standard Deviation(%) | NA | 68.77 | 68.17 | 60.26 | 71.02 | NA | NA | … | … | 2.83 | 88.11 | 75.29 | 33.58 | 31.80 | 32.66 | 46.61 | 55.92 | 81.06 | 88.89 | 70.40 | 54.35 | 50.62 | 49.68 | 49.47 | 51.67 | 49.22 | 41.03 | 46.66 | 56.27 | 61.87 | 42.72 | 43.13 | 73.17 |
| Draw Down(%) | NA | 33.33 | 89.34 | 89.34 | 98.90 | NA | NA | … | … | 0.32 | 33.33 | 84.39 | 31.74 | 27.24 | 36.18 | 43.13 | 42.65 | 82.63 | 77.32 | 58.11 | 29.89 | 24.26 | 40.44 | 28.13 | 17.73 | 40.26 | 47.20 | 34.65 | 44.44 | 57.33 | 40.69 | 33.95 | 49.30 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/04/2010, Common starting date is 03/11/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JAVA (JPMorgan Active Value ETF) |
-61.58%
Sep 2000 – Sep 2003 |
-43.06%
Aug 2000 – Aug 2005 |
-24.47%
Jan 2000 – Jan 2010 |
-0.32%
Nov 1993 – Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JAVA (JPMorgan Active Value ETF) |
135.03%
Mar 1997 – Mar 2000 |
116.55%
Feb 1995 – Feb 2000 |
60.13%
Oct 1990 – Oct 2000 |
19.46%
Apr 1987 – Apr 2002 |
Annualized Rolling Returns Comparison Chart