Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPEU (JPMorgan Diversified Return Europe Equity ETF) | NA | -5.08% | 0.17% | NA | NA | NA | NA | … | … |
Data as of 06/24/2020, Common starting date is 01/06/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPEU (JPMorgan Diversified Return Europe Equity ETF) | 01/06/2016 | 06/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.08 | 0.17 | NA | NA | NA | NA | … | … | -11.88 | 22.44 | -13.79 | 26.95 | 2.06 |
| Sharpe Ratio | NA | -0.20 | -0.05 | NA | NA | NA | NA | … | … | -0.57 | 1.85 | -1.07 | 3.04 | 0.10 |
| Standard Deviation(%) | NA | 29.80 | 19.88 | NA | NA | NA | NA | … | … | 41.64 | 11.35 | 14.07 | 8.71 | 17.97 |
| Draw Down(%) | NA | 35.66 | 35.66 | NA | NA | NA | NA | … | … | 35.66 | 7.84 | 21.59 | 3.35 | 11.95 |
| Yield(%) | 0.00 | 3.00 | 2.93 | 2.52 | 1.26 | 0.84 | 0.63 | … | … | 0.18 | 3.60 | 2.45 | 3.37 | 2.28 |
Data as of 06/24/2020, Common starting date is 01/06/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPEU (JPMorgan Diversified Return Europe Equity ETF) |
-2.13%
Mar 2017 – Mar 2020 |
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 |
|---|---|---|---|---|
| JPEU (JPMorgan Diversified Return Europe Equity ETF) |
10.44%
Nov 2016 – Nov 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart