Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JEIZX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND CLASS R2) | NA | 20.90% | 7.05% | 7.65% | NA | NA | NA | … | … |
Data as of 10/19/2017, Common starting date is 11/14/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEIZX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND CLASS R2) | 11/14/2008 | 10/19/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 20.90 | 7.05 | 7.65 | NA | NA | NA | … | … | 18.82 | 1.62 | 0.26 | -5.79 | 20.03 | 19.12 | -15.82 | 4.54 | 30.41 | -6.21 |
| Sharpe Ratio | NA | 2.47 | 0.46 | 0.52 | NA | NA | NA | … | … | 2.95 | 0.08 | 0.01 | -0.49 | 1.47 | 1.06 | -0.55 | 0.19 | 1.02 | -0.62 |
| Standard Deviation(%) | NA | 8.25 | 15.25 | 14.44 | NA | NA | NA | … | … | 7.94 | 18.61 | 15.81 | 11.91 | 13.57 | 18.17 | 28.71 | 23.29 | 29.74 | 66.03 |
| Draw Down(%) | NA | 2.74 | 23.15 | 23.39 | NA | NA | NA | … | … | 2.30 | 13.59 | 16.54 | 14.75 | 10.45 | 18.00 | 28.70 | 21.24 | 29.77 | 18.75 |
| Yield(%) | 0.00 | 2.34 | 7.82 | 6.50 | 4.43 | 2.96 | 2.22 | … | … | 0.00 | 2.38 | 3.14 | 17.98 | 3.83 | 2.50 | 2.15 | 2.34 | 1.96 | 0.00 |
Data as of 10/19/2017, Common starting date is 11/14/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEIZX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND CLASS R2) |
-1.99%
Nov 2013 – Nov 2016 |
-0.67%
Feb 2011 – Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEIZX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND CLASS R2) |
18.10%
Feb 2009 – Feb 2012 |
16.18%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart