Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPHF (JPMorgan Diversified Alternative ETF) | NA | -18.70% | -8.68% | NA | NA | NA | NA | … | … |
Data as of 06/29/2020, Common starting date is 09/19/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPHF (JPMorgan Diversified Alternative ETF) | 09/19/2016 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -18.70 | -8.68 | NA | NA | NA | NA | … | … | -19.45 | 2.94 | -8.29 | 1.95 | 2.08 |
| Sharpe Ratio | NA | -0.93 | -0.76 | NA | NA | NA | NA | … | … | -1.24 | 0.28 | -1.35 | 0.31 | 1.19 |
| Standard Deviation(%) | NA | 20.74 | 12.94 | NA | NA | NA | NA | … | … | 29.02 | 5.39 | 7.13 | 4.31 | 5.97 |
| Draw Down(%) | NA | 28.60 | 32.50 | NA | NA | NA | NA | … | … | 28.43 | 4.82 | 10.66 | 2.48 | 1.95 |
| Yield(%) | 0.00 | 4.42 | 1.38 | 0.86 | 0.43 | 0.29 | 0.22 | … | … | 0.00 | 4.52 | 0.00 | 0.00 | 0.01 |
Data as of 06/29/2020, Common starting date is 09/19/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPHF (JPMorgan Diversified Alternative ETF) |
-8.69%
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 |
|---|---|---|---|---|
| JPHF (JPMorgan Diversified Alternative ETF) |
-0.46%
Oct 2016 – Oct 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart