Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JECRX (JPMORGAN EMERGING MARKETS STRATEGIC DEBT FUND CLASS R5) | NA | 3.55% | 3.29% | 5.70% | NA | NA | NA | … | … |
Data as of 12/28/2020, Common starting date is 07/03/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JECRX (JPMORGAN EMERGING MARKETS STRATEGIC DEBT FUND CLASS R5) | 07/03/2012 | 12/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.55 | 3.29 | 5.70 | NA | NA | NA | … | … | 3.55 | 13.00 | -5.95 | 9.25 | 10.63 | -15.83 | -5.94 | -10.37 | 5.36 |
| Sharpe Ratio | NA | 0.28 | 0.31 | 0.66 | NA | NA | NA | … | … | 0.29 | 3.16 | -1.95 | 2.89 | 0.99 | -1.66 | -0.78 | -1.23 | 1.77 |
| Standard Deviation(%) | NA | 11.70 | 7.41 | 7.54 | NA | NA | NA | … | … | 11.74 | 3.67 | 3.74 | 2.99 | 10.50 | 9.57 | 7.63 | 8.45 | 6.33 |
| Draw Down(%) | NA | 21.08 | 21.08 | 21.08 | NA | NA | NA | … | … | 21.08 | 2.43 | 8.38 | 2.02 | 6.93 | 18.72 | 13.93 | 15.75 | 2.63 |
| Yield(%) | 0.00 | 3.15 | 3.97 | 3.82 | 1.66 | 1.10 | 0.83 | … | … | 3.15 | 4.68 | 4.65 | 5.01 | 0.00 | 0.00 | 0.10 | 1.20 | 1.16 |
Data as of 12/28/2020, Common starting date is 07/03/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JECRX (JPMORGAN EMERGING MARKETS STRATEGIC DEBT FUND CLASS R5) |
-10.99%
Jan 2013 – Jan 2016 |
-4.04%
Apr 2013 – Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JECRX (JPMORGAN EMERGING MARKETS STRATEGIC DEBT FUND CLASS R5) |
5.68%
Jan 2016 – Jan 2019 |
5.16%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart