Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPTAX (JPMorgan Tax Aware US Equity Sel ) | NA | 10.26% | -1.66% | 1.65% | 0.80% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 11/05/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPTAX (JPMorgan Tax Aware US Equity Sel ) | 11/05/1997 | 05/18/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.26 | -1.66 | 1.65 | 0.80 | NA | NA | … | … | -3.34 | 13.43 | 30.75 | -34.28 | 1.31 | 16.58 | 1.26 | 9.68 | 24.76 | -23.64 | -10.67 | -5.15 | 18.32 | 31.19 | 1.39 |
| Sharpe Ratio | NA | 0.58 | -0.06 | 0.02 | -0.03 | NA | NA | … | … | -0.59 | 0.70 | 1.12 | -0.85 | -0.11 | 1.36 | -0.09 | 0.81 | 1.48 | -0.97 | -0.63 | -0.41 | 0.83 | 1.37 | 0.37 |
| Standard Deviation(%) | NA | 17.65 | 30.38 | 25.70 | 21.74 | NA | NA | … | … | 14.59 | 18.97 | 27.48 | 41.11 | 15.82 | 9.84 | 9.84 | 10.78 | 16.31 | 25.39 | 20.84 | 22.16 | 18.14 | 20.27 | 16.50 |
| Draw Down(%) | NA | 11.76 | 48.87 | 53.27 | 53.27 | NA | NA | … | … | 11.76 | 16.55 | 25.30 | 45.73 | 10.73 | 7.60 | 6.33 | 6.77 | 13.22 | 33.19 | 28.53 | 16.49 | 13.36 | 19.39 | 5.71 |
| Yield(%) | 0.00 | 0.87 | 1.03 | 3.63 | 2.11 | 2.16 | 1.62 | … | … | 0.00 | 1.04 | 1.48 | 1.44 | 12.36 | 1.18 | 0.91 | 1.41 | 0.88 | 0.60 | 0.40 | 0.43 | 0.60 | 0.66 | 0.00 |
Data as of 05/18/2011, Common starting date is 11/05/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPTAX (JPMorgan Tax Aware US Equity Sel ) |
-16.44%
Mar 2000 – Mar 2003 |
-6.90%
Feb 2004 – Feb 2009 |
-3.66%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPTAX (JPMorgan Tax Aware US Equity Sel ) |
14.46%
Mar 2003 – Mar 2006 |
13.27%
Sep 2002 – Sep 2007 |
5.09%
Dec 1997 – Dec 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart