Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDVUX (JPMorgan Diversified Mid Cap Val Ultra) | NA | -28.66% | -10.76% | 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 |
|---|---|---|
| JDVUX (JPMorgan Diversified Mid Cap Val 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 | -28.66 | -10.76 | NA | NA | NA | NA | … | … | -1.38 | -35.80 | 0.56 | 17.35 | 7.41 |
| Sharpe Ratio | NA | -0.59 | -0.40 | NA | NA | NA | NA | … | … | -0.07 | -0.85 | -0.16 | 1.45 | 0.58 |
| Standard Deviation(%) | NA | 49.06 | 31.57 | NA | NA | NA | NA | … | … | 37.46 | 43.15 | 15.35 | 9.77 | 11.30 |
| Draw Down(%) | NA | 49.61 | 58.10 | NA | NA | NA | NA | … | … | 30.02 | 50.89 | 12.92 | 7.03 | 7.37 |
| Yield(%) | 0.00 | 7.93 | 18.02 | 14.58 | 7.29 | 4.86 | 3.65 | … | … | 1.06 | 6.92 | 33.02 | 19.98 | 26.21 |
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 |
|---|---|---|---|---|
| JDVUX (JPMorgan Diversified Mid Cap Val Ultra) |
-15.90%
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 |
|---|---|---|---|---|
| JDVUX (JPMorgan Diversified Mid Cap Val Ultra) |
8.12%
Apr 2005 – Apr 2008 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart