Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPM-PG (JPMorgan Chase & Co) | NA | -1.38% | -1.66% | -1.11% | NA | NA | NA | … | … |
Data as of 05/28/2021, Common starting date is 06/10/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPM-PG (JPMorgan Chase & Co) | 06/10/2015 | 05/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | -1.38 | -1.66 | -1.11 | NA | NA | NA | … | … | -2.80 | 0.04 | 0.78 | -5.30 | 6.35 | -2.05 | 5.42 |
| Sharpe Ratio | NA | -0.28 | -0.28 | -0.22 | NA | NA | NA | … | … | -1.33 | -0.02 | -0.11 | -0.98 | 0.99 | -0.25 | 1.74 |
| Standard Deviation(%) | NA | 5.09 | 8.70 | 8.21 | NA | NA | NA | … | … | 5.12 | 12.55 | 5.73 | 6.77 | 5.82 | 9.14 | 5.60 |
| Draw Down(%) | NA | 3.18 | 15.56 | 18.05 | NA | NA | NA | … | … | 3.03 | 11.95 | 3.18 | 7.13 | 2.85 | 10.12 | 2.58 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/28/2021, Common starting date is 06/10/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPM-PG (JPMorgan Chase & Co) |
-2.34%
Aug 2016 – Aug 2019 |
-0.64%
Apr 2016 – Apr 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPM-PG (JPMorgan Chase & Co) |
2.40%
Jul 2015 – Jul 2018 |
0.61%
Aug 2015 – Aug 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart