Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JFT (JPMorgan First Trust 130/30 Large Cap KEY) | NA | 20.90% | 8.92% | 11.41% | NA | NA | NA | … | … |
Data as of 10/09/2013, Common starting date is 08/25/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JFT (JPMorgan First Trust 130/30 Large Cap KEY) | 08/25/2008 | 10/09/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 10.82 | 20.90 | 8.92 | 11.41 | NA | NA | NA | … | … | 19.73 | 7.21 | -4.69 | 31.33 | 16.54 | -46.44 |
| Sharpe Ratio | NA | 0.54 | 0.29 | 0.23 | NA | NA | NA | … | … | 0.64 | 0.22 | -0.11 | 0.53 | 0.31 | -1.05 |
| Standard Deviation(%) | NA | 38.32 | 40.78 | 49.74 | NA | NA | NA | … | … | 40.69 | 32.82 | 43.27 | 59.22 | 52.62 | 79.05 |
| Draw Down(%) | NA | 16.98 | 25.57 | 28.51 | NA | NA | NA | … | … | 16.98 | 15.49 | 25.57 | 25.65 | 25.89 | 53.92 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/09/2013, Common starting date is 08/25/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFT (JPMorgan First Trust 130/30 Large Cap KEY) |
1.22%
Sep 2008 – Sep 2011 |
6.03%
Sep 2008 – Sep 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFT (JPMorgan First Trust 130/30 Large Cap KEY) |
17.84%
Mar 2009 – Mar 2012 |
6.03%
Sep 2008 – Sep 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart