Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMNBX (JPMorgan Research Market Neutral B) | NA | -1.30% | 1.68% | -0.77% | 1.37% | NA | NA | … | … |
Data as of 06/26/2015, Common starting date is 03/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMNBX (JPMorgan Research Market Neutral B) | 03/05/2002 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.30 | 1.68 | -0.77 | 1.37 | NA | NA | … | … | -2.06 | -0.42 | 1.22 | 3.48 | -7.90 | -1.94 | 8.01 | -2.33 | 3.28 | 1.63 | -2.24 | -1.50 | 0.57 | -5.42 |
| Sharpe Ratio | NA | -0.97 | 0.22 | -0.42 | -0.24 | NA | NA | … | … | -1.53 | -0.11 | 0.43 | 1.11 | -2.47 | -0.71 | 2.09 | -0.59 | 0.07 | -0.47 | -1.69 | -0.90 | -0.04 | -1.81 |
| Standard Deviation(%) | NA | 4.09 | 3.37 | 3.24 | 3.63 | NA | NA | … | … | 2.76 | 4.08 | 2.76 | 3.10 | 3.21 | 2.85 | 3.79 | 5.52 | 3.65 | 3.56 | 2.62 | 2.73 | 2.79 | 4.19 |
| Draw Down(%) | NA | 5.90 | 5.90 | 10.05 | 11.83 | NA | NA | … | … | 2.77 | 3.98 | 2.04 | 3.94 | 9.03 | 3.31 | 2.04 | 7.43 | 2.44 | 1.91 | 4.36 | 3.56 | 3.56 | 6.16 |
| Yield(%) | 0.00 | 2.71 | 0.96 | 0.53 | 1.35 | 0.92 | 0.69 | … | … | 0.00 | 2.75 | 0.00 | 0.00 | 0.00 | 0.00 | 1.11 | 0.75 | 3.62 | 4.32 | 0.92 | 1.31 | 0.00 | 0.00 |
Data as of 06/26/2015, Common starting date is 03/05/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMNBX (JPMorgan Research Market Neutral B) |
-2.48%
Jun 2009 – Jun 2012 |
-0.95%
Apr 2010 – Apr 2015 |
0.73%
Jun 2002 – Jun 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMNBX (JPMorgan Research Market Neutral B) |
5.22%
May 2006 – May 2009 |
4.18%
Oct 2005 – Oct 2010 |
1.59%
Feb 2005 – Feb 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart