Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDMUX (JPMorgan Intrepid Mid Cap Ultra) | NA | -31.73% | -11.71% | NA | NA | NA | NA | … | … |
Data as of 07/08/2009, Common starting date is 03/01/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDMUX (JPMorgan Intrepid Mid Cap Ultra) | 03/01/2005 | 07/08/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -31.73 | -11.71 | NA | NA | NA | NA | … | … | 1.82 | -39.34 | 3.04 | 14.09 | 12.95 |
| Sharpe Ratio | NA | -0.70 | -0.45 | NA | NA | NA | NA | … | … | 0.10 | -0.98 | 0.00 | 0.81 | 0.95 |
| Standard Deviation(%) | NA | 45.99 | 30.56 | NA | NA | NA | NA | … | … | 34.39 | 41.09 | 17.82 | 13.38 | 14.00 |
| Draw Down(%) | NA | 48.86 | 58.01 | NA | NA | NA | NA | … | … | 26.00 | 52.97 | 14.41 | 12.41 | 9.41 |
| Yield(%) | 0.00 | 2.54 | 7.73 | 10.29 | 5.15 | 3.43 | 2.57 | … | … | 0.82 | 2.30 | 10.93 | 10.70 | 31.10 |
Data as of 07/08/2009, Common starting date is 03/01/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDMUX (JPMorgan Intrepid Mid Cap Ultra) |
-16.92%
Feb 2006 – Feb 2009 |
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 |
|---|---|---|---|---|
| JDMUX (JPMorgan Intrepid Mid Cap Ultra) |
10.01%
May 2005 – May 2008 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart