Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JBSEX (JPMorgan Bond Sel) | NA | -9.50% | -5.19% | -1.60% | NA | NA | NA | … | … |
Data as of 07/28/2009, Common starting date is 09/21/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JBSEX (JPMorgan Bond Sel) | 09/21/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.50 | -5.19 | -1.60 | NA | NA | NA | … | … | 6.58 | -23.76 | 1.37 | 4.54 | 2.62 | 4.39 | 2.07 | 3.99 | -0.71 |
| Sharpe Ratio | NA | -1.43 | -1.29 | -0.78 | NA | NA | NA | … | … | 2.26 | -3.34 | -0.48 | 0.49 | 0.17 | 0.84 | 0.28 | 0.75 | -0.71 |
| Standard Deviation(%) | NA | 6.83 | 5.43 | 4.59 | NA | NA | NA | … | … | 5.20 | 7.37 | 3.48 | 2.57 | 2.69 | 4.09 | 4.91 | 3.83 | 5.54 |
| Draw Down(%) | NA | 19.60 | 27.57 | 27.57 | NA | NA | NA | … | … | 2.57 | 27.57 | 3.22 | 1.87 | 2.04 | 4.72 | 6.47 | 2.56 | 4.24 |
| Yield(%) | 0.00 | 5.89 | 5.15 | 5.63 | 3.44 | 2.29 | 1.72 | … | … | 2.67 | 5.92 | 5.24 | 4.72 | 6.90 | 6.15 | 4.88 | 0.00 | 0.00 |
Data as of 07/28/2009, Common starting date is 09/21/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JBSEX (JPMorgan Bond Sel) |
-7.30%
Feb 2006 – Feb 2009 |
-3.26%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JBSEX (JPMorgan Bond Sel) |
4.77%
May 2004 – May 2007 |
3.93%
Mar 2002 – Mar 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart