Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JFEBX (JPMorgan International Val B) | NA | NA | NA | NA | NA | NA | NA | … | … |
Data as of 10/04/2001, Common starting date is 10/04/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JFEBX (JPMorgan International Val B) | 10/04/2001 | 10/04/2001 |
| 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 (%) | NA | NA | NA | NA | NA | NA | NA | … | … | 7.59 | -11.10 | 20.29 | 16.65 | -13.75 | 8.40 | 27.95 | -44.00 | 10.68 | 31.30 | 19.22 | 21.53 | 38.76 | -21.03 | 0.00 |
| Sharpe Ratio | NA | -0.34 | 0.72 | 0.37 | 0.15 | NA | NA | … | … | 1.14 | -0.81 | 1.37 | 0.92 | -0.48 | 0.34 | 0.87 | -1.00 | 0.42 | 2.03 | 1.52 | 1.43 | 2.42 | -1.06 | 0.55 |
| Standard Deviation(%) | NA | 14.58 | 14.84 | 19.55 | 24.43 | NA | NA | … | … | 14.26 | 13.78 | 14.78 | 18.28 | 28.68 | 24.19 | 32.12 | 44.95 | 18.37 | 13.88 | 11.18 | 14.41 | 15.71 | 20.90 | 0.00 |
| Draw Down(%) | NA | 16.52 | 16.52 | 27.91 | 62.72 | NA | NA | … | … | 5.13 | 15.84 | 10.84 | 17.35 | 27.91 | 22.15 | 30.87 | 56.21 | 12.98 | 14.19 | 7.19 | 11.84 | 18.78 | 29.23 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | 0.00 |
Data as of 10/04/2001, 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 |
|---|---|---|---|---|
| JFEBX (JPMorgan International Val B) |
0.00%
NA |
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 |
|---|---|---|---|---|
| JFEBX (JPMorgan International Val B) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart