Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JFTAX (JPMORGAN INTREPID INTERNATIONAL FUND CLASS A) | NA | 31.04% | 1.39% | 5.74% | 3.96% | 2.69% | NA | … | … |
Data as of 05/24/2021, Common starting date is 06/12/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JFTAX (JPMORGAN INTREPID INTERNATIONAL FUND CLASS A) | 06/12/2001 | 05/24/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 31.04 | 1.39 | 5.74 | 3.96 | 2.69 | NA | … | … | 3.69 | 4.41 | 16.89 | -17.61 | 22.82 | 0.09 | 1.28 | -6.51 | 22.49 | 19.24 | -15.18 | 11.95 | 27.13 | -45.94 | 10.45 | 25.58 | 13.75 | 13.90 | 34.67 | -17.67 | -8.95 |
| Sharpe Ratio | NA | 2.39 | 0.03 | 0.29 | 0.20 | NA | NA | … | … | 1.14 | 0.14 | 1.46 | -1.39 | 2.81 | -0.01 | 0.08 | -0.54 | 1.70 | 1.13 | -0.53 | 0.53 | 0.89 | -1.04 | 0.39 | 1.52 | 1.06 | 0.88 | 2.23 | -0.90 | -0.95 |
| Standard Deviation(%) | NA | 14.55 | 19.64 | 17.29 | 17.82 | NA | NA | … | … | 8.58 | 29.98 | 10.57 | 13.62 | 7.94 | 18.27 | 15.36 | 12.08 | 13.17 | 17.08 | 28.87 | 22.48 | 30.41 | 44.99 | 19.20 | 14.75 | 10.88 | 14.68 | 15.25 | 20.96 | 18.71 |
| Draw Down(%) | NA | 7.58 | 38.21 | 42.23 | 42.23 | NA | NA | … | … | 5.18 | 36.32 | 8.85 | 25.61 | 2.95 | 13.84 | 15.29 | 13.98 | 10.27 | 16.36 | 28.27 | 19.06 | 29.13 | 57.01 | 14.21 | 16.93 | 6.93 | 13.39 | 18.01 | 28.49 | 23.93 |
| Yield(%) | 0.00 | 0.00 | 2.16 | 2.44 | 1.95 | 1.93 | 2.11 | … | … | 0.00 | 0.00 | 5.74 | 1.87 | 2.16 | 2.05 | 1.74 | 1.07 | 1.40 | 1.63 | 0.95 | 1.55 | 2.02 | 4.63 | 2.55 | 0.70 | 1.06 | 0.00 | 1.47 | 0.00 | 0.00 |
Data as of 05/24/2021, Common starting date is 06/12/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFTAX (JPMORGAN INTREPID INTERNATIONAL FUND CLASS A) |
-17.70%
Feb 2006 – Feb 2009 |
-8.61%
May 2007 – May 2012 |
-0.02%
Dec 2006 – Dec 2016 |
1.63%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFTAX (JPMORGAN INTREPID INTERNATIONAL FUND CLASS A) |
29.11%
Mar 2003 – Mar 2006 |
21.24%
Sep 2002 – Sep 2007 |
8.84%
Feb 2009 – Feb 2019 |
7.57%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart