Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JFBMX (JPMorgan Emerging Mkts Eq B) | NA | -8.81% | 2.49% | 1.36% | 6.75% | NA | NA | … | … |
Data as of 06/26/2015, Common starting date is 10/04/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JFBMX (JPMorgan Emerging Mkts Eq B) | 10/04/2001 | 06/26/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.81 | 2.49 | 1.36 | 6.75 | NA | NA | … | … | -1.58 | -0.64 | -6.06 | 17.84 | -17.74 | 17.26 | 65.77 | -50.42 | 35.77 | 33.75 | 27.03 | 35.65 | 48.41 | -10.27 | 21.97 |
| Sharpe Ratio | NA | -0.68 | 0.18 | 0.07 | 0.23 | NA | NA | … | … | -0.24 | -0.05 | -0.43 | 1.10 | -0.71 | 0.83 | 2.12 | -1.06 | 1.30 | 1.62 | 1.97 | 2.08 | 3.48 | -0.74 | 8.30 |
| Standard Deviation(%) | NA | 13.22 | 13.65 | 17.36 | 25.11 | NA | NA | … | … | 13.65 | 12.80 | 14.10 | 16.33 | 24.98 | 20.81 | 31.02 | 48.40 | 25.37 | 18.85 | 12.60 | 16.71 | 13.71 | 15.44 | 15.54 |
| Draw Down(%) | NA | 15.43 | 17.36 | 26.98 | 62.35 | NA | NA | … | … | 9.30 | 15.43 | 16.98 | 15.69 | 26.98 | 16.96 | 23.52 | 60.88 | 17.57 | 23.40 | 11.37 | 18.89 | 12.77 | 30.25 | 4.33 |
| Yield(%) | 0.00 | 0.12 | 0.06 | 0.03 | 0.13 | 0.32 | 0.24 | … | … | 0.00 | 0.13 | 0.00 | 0.03 | 0.00 | 0.00 | 0.00 | 0.47 | 0.00 | 0.00 | 0.00 | 0.00 | 1.08 | 0.47 | 0.00 |
Data as of 06/26/2015, Common starting date is 10/04/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFBMX (JPMorgan Emerging Mkts Eq B) |
-11.12%
Feb 2006 – Feb 2009 |
-3.37%
Oct 2007 – Oct 2012 |
6.96%
Feb 2005 – Feb 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFBMX (JPMorgan Emerging Mkts Eq B) |
46.21%
Mar 2003 – Mar 2006 |
38.19%
Oct 2002 – Oct 2007 |
16.77%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart