Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JREZX (JPMorgan US Real Estate R2) | NA | -1.46% | 6.52% | 14.47% | NA | NA | NA | … | … |
Data as of 12/23/2013, Common starting date is 11/05/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JREZX (JPMorgan US Real Estate R2) | 11/05/2008 | 12/23/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.07 | -1.46 | 6.52 | 14.47 | NA | NA | NA | … | … | -1.58 | 14.72 | 5.82 | 30.06 | 20.26 | -4.17 |
| Sharpe Ratio | NA | -0.08 | 0.31 | 0.39 | NA | NA | NA | … | … | -0.11 | 1.05 | 0.19 | 1.08 | 0.30 | -0.18 |
| Standard Deviation(%) | NA | 15.47 | 21.18 | 36.79 | NA | NA | NA | … | … | 15.54 | 14.03 | 30.22 | 27.75 | 67.77 | 136.90 |
| Draw Down(%) | NA | 17.68 | 23.05 | 45.37 | NA | NA | NA | … | … | 17.68 | 9.19 | 23.05 | 15.95 | 45.37 | 38.35 |
| Yield(%) | 0.00 | 1.21 | 6.73 | 7.05 | 3.21 | 2.14 | 1.60 | … | … | 1.20 | 16.09 | 1.84 | 2.44 | 0.00 | 0.00 |
Data as of 12/23/2013, Common starting date is 11/05/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JREZX (JPMorgan US Real Estate R2) |
8.00%
Nov 2010 – Nov 2013 |
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 |
|---|---|---|---|---|
| JREZX (JPMorgan US Real Estate R2) |
42.87%
Mar 2009 – Mar 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart