Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPGE (JPMorgan Diversified Return Global Equity ETF) | NA | -5.36% | 1.47% | 4.28% | NA | NA | NA | … | … |
Data as of 06/29/2020, Common starting date is 06/18/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPGE (JPMorgan Diversified Return Global Equity ETF) | 06/18/2014 | 06/29/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.36 | 1.47 | 4.28 | NA | NA | NA | … | … | -10.29 | 18.03 | -10.96 | 24.73 | 5.45 | 3.13 | -3.03 |
| Sharpe Ratio | NA | -0.19 | 0.02 | 0.20 | NA | NA | NA | … | … | -0.49 | 1.63 | -0.92 | 3.78 | 0.38 | 0.22 | -0.62 |
| Standard Deviation(%) | NA | 29.73 | 19.44 | 17.22 | NA | NA | NA | … | … | 41.23 | 10.22 | 13.29 | 6.41 | 13.59 | 14.27 | 9.01 |
| Draw Down(%) | NA | 34.07 | 34.07 | 34.07 | NA | NA | NA | … | … | 34.07 | 6.82 | 17.87 | 2.19 | 8.44 | 12.59 | 8.64 |
| Yield(%) | 0.00 | 1.81 | 2.54 | 2.56 | 1.34 | 0.89 | 0.67 | … | … | 0.30 | 3.49 | 2.15 | 1.84 | 2.33 | 1.99 | 0.63 |
Data as of 06/29/2020, Common starting date is 06/18/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPGE (JPMorgan Diversified Return Global Equity ETF) |
-1.89%
Mar 2017 – Mar 2020 |
1.13%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPGE (JPMorgan Diversified Return Global Equity ETF) |
11.77%
Sep 2015 – Sep 2018 |
7.35%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart