Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPTEX (JPMorgan Tax-Aware Enh Inc Sel) | NA | 0.69% | 2.32% | 2.37% | 19.92% | NA | NA | … | … |
Data as of 07/28/2009, Common starting date is 07/09/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPTEX (JPMorgan Tax-Aware Enh Inc Sel) | 07/09/1999 | 07/28/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.69 | 2.32 | 2.37 | 19.92 | NA | NA | … | … | 0.20 | 1.82 | 3.37 | 3.46 | 2.24 | 0.80 | 1.37 | 0.31 | 404.50 | 4.04 | 2.53 |
| Sharpe Ratio | NA | 0.54 | 0.71 | 0.56 | 0.84 | NA | NA | … | … | 0.41 | 1.06 | 0.56 | 0.27 | 0.15 | -0.19 | 0.74 | -1.04 | 2.56 | 0.00 | 1.49 |
| Standard Deviation(%) | NA | 0.74 | 0.69 | 0.65 | 21.31 | NA | NA | … | … | 0.57 | 0.84 | 0.63 | 0.60 | 0.47 | 0.74 | 0.91 | 0.76 | 162.14 | 2.02 | 1.31 |
| Draw Down(%) | NA | 0.20 | 0.30 | 0.30 | 0.69 | NA | NA | … | … | 0.20 | 0.30 | 0.20 | 0.10 | 0.10 | 0.49 | 0.56 | 0.69 | 0.50 | 0.50 | 0.03 |
| Yield(%) | 0.00 | 1.29 | 2.72 | 2.57 | 8.42 | 0.75 | 0.56 | … | … | 0.00 | 2.70 | 3.62 | 3.30 | 2.41 | 1.49 | 1.75 | 0.31 | 0.00 | 3.47 | 0.33 |
Data as of 07/28/2009, Common starting date is 07/09/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPTEX (JPMorgan Tax-Aware Enh Inc Sel) |
0.66%
Sep 2001 – Sep 2004 |
1.37%
Aug 2001 – Aug 2006 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPTEX (JPMorgan Tax-Aware Enh Inc Sel) |
74.87%
Aug 1999 – Aug 2002 |
40.42%
Aug 1999 – Aug 2004 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart