Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMIBX (JPMorgan Bond Instl) | NA | -9.37% | -5.04% | -1.36% | 2.55% | NA | NA | … | … |
Data as of 07/28/2009, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMIBX (JPMorgan Bond Instl) | 06/21/1996 | 07/28/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.37 | -5.04 | -1.36 | 2.55 | NA | NA | … | … | 6.83 | -23.75 | 1.52 | 4.70 | 2.77 | 4.91 | 4.61 | 8.89 | 7.36 | 10.97 | -0.50 | 7.60 | 9.31 | 6.70 |
| Sharpe Ratio | NA | -1.41 | -1.27 | -0.73 | 0.12 | NA | NA | … | … | 2.37 | -3.36 | -0.44 | 0.56 | 0.22 | 0.94 | 0.77 | 1.97 | 1.06 | 1.63 | -0.93 | 1.04 | -12.22 | 2.15 |
| Standard Deviation(%) | NA | 6.83 | 5.39 | 4.60 | 4.56 | NA | NA | … | … | 5.16 | 7.33 | 3.41 | 2.52 | 2.77 | 4.21 | 5.11 | 3.96 | 4.81 | 4.25 | 4.03 | 4.12 | 3.74 | 4.46 |
| Draw Down(%) | NA | 19.60 | 27.57 | 27.57 | 27.57 | NA | NA | … | … | 2.70 | 27.57 | 3.17 | 1.72 | 2.02 | 4.68 | 6.02 | 2.56 | 3.24 | 3.21 | 3.88 | 3.20 | 2.11 | 1.63 |
| Yield(%) | 0.00 | 6.02 | 5.29 | 5.84 | 6.04 | 5.47 | 4.10 | … | … | 2.75 | 6.07 | 5.38 | 4.88 | 7.05 | 6.64 | 7.39 | 4.71 | 6.38 | 6.45 | 5.78 | 7.43 | 7.35 | 3.96 |
Data as of 07/28/2009, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMIBX (JPMorgan Bond Instl) |
-7.12%
Feb 2006 – Feb 2009 |
-3.04%
Feb 2004 – Feb 2009 |
1.58%
Nov 1998 – Nov 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMIBX (JPMorgan Bond Instl) |
10.34%
May 2000 – May 2003 |
7.66%
Aug 1996 – Aug 2001 |
6.28%
Aug 1996 – Aug 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart